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Vishay Precision Group Inc VPG

TECHNOLOGY · SCIENTIFIC & TECHNICAL INSTRUMENTS
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Market dataready · fetched 2026-10-21T17:01:51.038Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 data

PriceAlpaca · sip · 2026-10-21T16:55:44.009936428Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:01:49.151209+00:00

Share price$64.48
1D+0.8%
$62.83$63.30$63.76$64.23$64.705:30 AM6:30 AM9:00 AM1:00 PMVPG
Sold putSold call

Vishay Precision Group Inc options

Live interpolated VPG call and put midpoint premiums by absolute delta.Vishay Precision Group Inc$1.17$7.22$13.27$19.32$25.37$42.39$53.01$63.64$74.26$84.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VPG spot · $64.47VPG PRICE$1.82$2.23$2.89$3.50$3.98$4.66$5.48$6.35$7.47$8.59$9.66$10.70$11.96$2.33$3.08$3.88$4.77$5.98$7.20$8.65$10.11$12.09$14.18$16.52$19.48$23.62
PutsExpensive1.15×
CallsFair1.03×
SkewBearish+9.06 pp
Implied moveBearish±$14.13
TiltBearish24.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.6599.3%35.7%53.0996.9%21.3%
25Δ79.8991.4%27.4%55.7596.0%18.3%
30Δ77.1492.8%24.1%58.1494.2%15.8%
35Δ74.3092.5%20.7%60.4993.1%13.6%
40Δ71.1686.6%16.5%62.7094.6%12.0%
45Δ68.7184.7%13.8%64.9096.2%10.5%
50Δ66.6785.1%11.9%67.2696.5%9.1%
55Δ64.6385.8%10.1%69.6296.7%7.7%
60Δ62.5987.1%8.7%72.3597.9%6.5%
65Δ60.5688.5%7.3%75.1799.2%5.4%
70Δ58.6086.5%5.9%78.2198.8%4.3%
75Δ56.6783.3%4.5%81.8299.6%3.3%
80Δ54.5780.6%3.2%86.53102.2%2.4%

20Δ

Calls
Pseudo strike
85.65
IV
99.3%
B/E move
35.7%
Puts
Pseudo strike
53.09
IV
96.9%
B/E move
21.3%

25Δ

Calls
Pseudo strike
79.89
IV
91.4%
B/E move
27.4%
Puts
Pseudo strike
55.75
IV
96.0%
B/E move
18.3%

30Δ

Calls
Pseudo strike
77.14
IV
92.8%
B/E move
24.1%
Puts
Pseudo strike
58.14
IV
94.2%
B/E move
15.8%

35Δ

Calls
Pseudo strike
74.30
IV
92.5%
B/E move
20.7%
Puts
Pseudo strike
60.49
IV
93.1%
B/E move
13.6%

40Δ

Calls
Pseudo strike
71.16
IV
86.6%
B/E move
16.5%
Puts
Pseudo strike
62.70
IV
94.6%
B/E move
12.0%

45Δ

Calls
Pseudo strike
68.71
IV
84.7%
B/E move
13.8%
Puts
Pseudo strike
64.90
IV
96.2%
B/E move
10.5%

50Δ

Calls
Pseudo strike
66.67
IV
85.1%
B/E move
11.9%
Puts
Pseudo strike
67.26
IV
96.5%
B/E move
9.1%

55Δ

Calls
Pseudo strike
64.63
IV
85.8%
B/E move
10.1%
Puts
Pseudo strike
69.62
IV
96.7%
B/E move
7.7%

60Δ

Calls
Pseudo strike
62.59
IV
87.1%
B/E move
8.7%
Puts
Pseudo strike
72.35
IV
97.9%
B/E move
6.5%

65Δ

Calls
Pseudo strike
60.56
IV
88.5%
B/E move
7.3%
Puts
Pseudo strike
75.17
IV
99.2%
B/E move
5.4%

70Δ

Calls
Pseudo strike
58.60
IV
86.5%
B/E move
5.9%
Puts
Pseudo strike
78.21
IV
98.8%
B/E move
4.3%

75Δ

Calls
Pseudo strike
56.67
IV
83.3%
B/E move
4.5%
Puts
Pseudo strike
81.82
IV
99.6%
B/E move
3.3%

80Δ

Calls
Pseudo strike
54.57
IV
80.6%
B/E move
3.2%
Puts
Pseudo strike
86.53
IV
102.2%
B/E move
2.4%

Options history

No recorded observations