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Vishay Precision Group, Inc. VPG

i

Market dataready · fetched 2026-11-10T22:35:44.483Z

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

Calculation methodology

Options 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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T21:10:00.003752989Z

FundamentalsSEC EDGAR · ready · as of 2026-10-03 · fetched 2026-11-10T22:35:43.647570+00:00

Share price$49.29
1D+4.9%
AH$46.78$47.57$48.36$49.15$49.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVPG
Sold putSold callAH

Vishay Precision Group, Inc. options

Live interpolated VPG call and put midpoint premiums by absolute delta.Vishay Precision Group, Inc.$0.58$2.81$5.04$7.27$9.49$35.26$41.88$48.50$55.12$61.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VPG spot · $49.29VPG PRICE$0.83$1.05$1.29$1.54$1.79$2.03$2.35$2.83$3.30$3.77$4.24$4.71$1.44$1.71$1.99$2.28$2.57$2.86$3.16$3.85$4.62$5.39$6.16$7.14$8.85
PutsCheap0.73×
Calls——
Skew——
Implied moveBearish±$5.51
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.6197.6%18.6%41.33144.1%19.1%
25Δ55.4992.9%14.7%43.49128.8%15.2%
30Δ54.1389.2%12.4%45.34116.0%12.0%
35Δ53.0185.8%10.7%46.46109.1%10.4%
40Δ51.8882.4%8.9%47.59102.2%8.7%
45Δ50.7679.1%7.1%48.7195.3%7.0%
50Δ49.7476.7%5.7%49.8388.4%5.3%
55Δ48.9276.3%5.0%50.9288.1%4.5%
60Δ48.1175.9%4.3%52.0089.1%3.9%
65Δ47.2975.5%3.6%53.0890.0%3.2%
70Δ46.4875.1%2.9%54.1691.0%2.6%
75Δ45.6774.7%2.2%55.4492.3%2.0%
80Δ57.3995.2%1.5%

20Δ

Calls
Pseudo strike
57.61
IV
97.6%
B/E move
18.6%
Puts
Pseudo strike
41.33
IV
144.1%
B/E move
19.1%

25Δ

Calls
Pseudo strike
55.49
IV
92.9%
B/E move
14.7%
Puts
Pseudo strike
43.49
IV
128.8%
B/E move
15.2%

30Δ

Calls
Pseudo strike
54.13
IV
89.2%
B/E move
12.4%
Puts
Pseudo strike
45.34
IV
116.0%
B/E move
12.0%

35Δ

Calls
Pseudo strike
53.01
IV
85.8%
B/E move
10.7%
Puts
Pseudo strike
46.46
IV
109.1%
B/E move
10.4%

40Δ

Calls
Pseudo strike
51.88
IV
82.4%
B/E move
8.9%
Puts
Pseudo strike
47.59
IV
102.2%
B/E move
8.7%

45Δ

Calls
Pseudo strike
50.76
IV
79.1%
B/E move
7.1%
Puts
Pseudo strike
48.71
IV
95.3%
B/E move
7.0%

50Δ

Calls
Pseudo strike
49.74
IV
76.7%
B/E move
5.7%
Puts
Pseudo strike
49.83
IV
88.4%
B/E move
5.3%

55Δ

Calls
Pseudo strike
48.92
IV
76.3%
B/E move
5.0%
Puts
Pseudo strike
50.92
IV
88.1%
B/E move
4.5%

60Δ

Calls
Pseudo strike
48.11
IV
75.9%
B/E move
4.3%
Puts
Pseudo strike
52.00
IV
89.1%
B/E move
3.9%

65Δ

Calls
Pseudo strike
47.29
IV
75.5%
B/E move
3.6%
Puts
Pseudo strike
53.08
IV
90.0%
B/E move
3.2%

70Δ

Calls
Pseudo strike
46.48
IV
75.1%
B/E move
2.9%
Puts
Pseudo strike
54.16
IV
91.0%
B/E move
2.6%

75Δ

Calls
Pseudo strike
45.67
IV
74.7%
B/E move
2.2%
Puts
Pseudo strike
55.44
IV
92.3%
B/E move
2.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.39
IV
95.2%
B/E move
1.5%

Options history

IV · four-Friday blend89.68%
Daily close
VPG74.8%84.4%94.1%2026-08-12: 89.19%2026-08-13: 90.60%2026-08-14: 89.00%2026-08-17: 92.72%2026-08-18: 92.16%2026-08-21: 86.14%2026-08-24: 87.17%2026-08-25: 88.40%2026-08-26: 87.78%2026-08-27: 87.14%2026-08-28: 85.66%2026-08-31: 87.57%2026-09-01: 87.21%2026-09-02: 86.60%2026-09-03: 83.35%2026-09-04: 81.15%2026-09-08: 82.39%2026-09-09: 85.38%2026-09-10: 82.68%2026-09-11: 80.47%2026-09-14: 86.69%2026-09-15: 84.74%2026-09-16: 89.84%2026-09-18: 80.99%2026-09-21: 83.50%2026-09-22: 81.25%2026-09-23: 81.47%2026-09-24: 78.80%2026-09-25: 79.33%2026-09-28: 80.13%2026-09-29: 78.54%2026-09-30: 80.39%2026-10-01: 78.30%2026-10-02: 76.13%2026-10-05: 78.87%2026-10-06: 78.53%2026-10-07: 82.78%2026-10-08: 77.96%2026-10-09: 77.65%2026-10-12: 85.39%2026-10-13: 88.12%2026-10-14: 87.02%2026-10-16: 84.15%2026-10-19: 84.49%2026-10-20: 84.31%2026-10-21: 83.71%2026-10-22: 85.04%2026-10-23: 86.03%2026-10-26: 87.43%2026-10-27: 88.71%2026-10-28: 88.44%2026-10-29: 88.52%2026-10-30: 89.68%Aug 12Sep 23Oct 30
53 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
89.19%
90.60%
89.00%
92.72%
92.16%
86.14%
87.17%
88.40%
87.78%
87.14%
85.66%
87.57%
87.21%
86.60%
83.35%
81.15%
82.39%
85.38%
82.68%
80.47%
86.69%
84.74%
89.84%
80.99%
83.50%
81.25%
81.47%
78.80%
79.33%
80.13%
78.54%
80.39%
78.30%
76.13%
78.87%
78.53%
82.78%
77.96%
77.65%
85.39%
88.12%
87.02%
84.15%
84.49%
84.31%
83.71%
85.04%
86.03%
87.43%
88.71%
88.44%
88.52%
89.68%