Share price$15.79
1D-0.0%
Sold putSold call
Vodafone Group PLC ADR VOD
COMMUNICATION SERVICES · TELECOM SERVICESi
Market dataready · fetched 2026-10-21T17:48:07.738Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T17:47:58.786080964Z
FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-10-21T17:48:06.960688+00:00
Vodafone Group PLC ADR options
PutsExpensive6.27×
CallsExpensive7.81×
SkewBearish+17.78 pp
Implied moveBearish±$0.89
TiltBearish26.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 19.31 | 271.3% | 24.4% | 13.22 | 323.4% | 19.3% |
| 25Δ | 19.12 | 315.9% | 24.3% | 14.10 | 257.1% | 13.9% |
| 30Δ | 18.03 | 251.1% | 17.2% | 15.02 | 139.2% | 7.0% |
| 35Δ | 17.33 | 198.2% | 12.6% | 15.23 | 144.2% | 6.3% |
| 40Δ | 16.62 | 145.3% | 7.9% | 15.44 | 149.1% | 5.6% |
| 45Δ | 15.99 | 97.6% | 3.7% | 15.59 | 133.5% | 4.6% |
| 50Δ | 15.87 | 89.2% | 3.1% | 15.72 | 110.4% | 3.6% |
| 55Δ | 15.76 | 80.8% | 2.5% | 15.85 | 87.4% | 2.5% |
| 60Δ | 15.65 | 72.4% | 1.8% | 15.98 | 64.3% | 1.4% |
| 65Δ | 15.54 | 64.0% | 1.2% | 16.91 | 173.0% | 2.6% |
| 70Δ | 14.83 | 179.5% | 2.6% | 18.00 | 275.2% | 3.5% |
| 75Δ | 14.66 | 187.4% | 2.5% | 17.29 | 170.1% | 1.9% |
| 80Δ | 14.89 | 113.0% | 1.2% | 19.20 | 269.5% | 2.0% |
20Δ
- Pseudo strike
- 19.31
- IV
- 271.3%
- B/E move
- 24.4%
- Pseudo strike
- 13.22
- IV
- 323.4%
- B/E move
- 19.3%
25Δ
- Pseudo strike
- 19.12
- IV
- 315.9%
- B/E move
- 24.3%
- Pseudo strike
- 14.10
- IV
- 257.1%
- B/E move
- 13.9%
30Δ
- Pseudo strike
- 18.03
- IV
- 251.1%
- B/E move
- 17.2%
- Pseudo strike
- 15.02
- IV
- 139.2%
- B/E move
- 7.0%
35Δ
- Pseudo strike
- 17.33
- IV
- 198.2%
- B/E move
- 12.6%
- Pseudo strike
- 15.23
- IV
- 144.2%
- B/E move
- 6.3%
40Δ
- Pseudo strike
- 16.62
- IV
- 145.3%
- B/E move
- 7.9%
- Pseudo strike
- 15.44
- IV
- 149.1%
- B/E move
- 5.6%
45Δ
- Pseudo strike
- 15.99
- IV
- 97.6%
- B/E move
- 3.7%
- Pseudo strike
- 15.59
- IV
- 133.5%
- B/E move
- 4.6%
50Δ
- Pseudo strike
- 15.87
- IV
- 89.2%
- B/E move
- 3.1%
- Pseudo strike
- 15.72
- IV
- 110.4%
- B/E move
- 3.6%
55Δ
- Pseudo strike
- 15.76
- IV
- 80.8%
- B/E move
- 2.5%
- Pseudo strike
- 15.85
- IV
- 87.4%
- B/E move
- 2.5%
60Δ
- Pseudo strike
- 15.65
- IV
- 72.4%
- B/E move
- 1.8%
- Pseudo strike
- 15.98
- IV
- 64.3%
- B/E move
- 1.4%
65Δ
- Pseudo strike
- 15.54
- IV
- 64.0%
- B/E move
- 1.2%
- Pseudo strike
- 16.91
- IV
- 173.0%
- B/E move
- 2.6%
70Δ
- Pseudo strike
- 14.83
- IV
- 179.5%
- B/E move
- 2.6%
- Pseudo strike
- 18.00
- IV
- 275.2%
- B/E move
- 3.5%
75Δ
- Pseudo strike
- 14.66
- IV
- 187.4%
- B/E move
- 2.5%
- Pseudo strike
- 17.29
- IV
- 170.1%
- B/E move
- 1.9%
80Δ
- Pseudo strike
- 14.89
- IV
- 113.0%
- B/E move
- 1.2%
- Pseudo strike
- 19.20
- IV
- 269.5%
- B/E move
- 2.0%
Options history
Table
| Date | IV |
|---|---|
| 59.30% | |
| 48.43% |