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Vishay Precision Group Inc VPG

TECHNOLOGY · SCIENTIFIC & TECHNICAL INSTRUMENTS
i

Market dataready · fetched 2026-10-21T17:52:52.911Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:47:33.595796373Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:52:51.900343+00:00

Share price$64.15
1D+0.3%
$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$1.23$6.75$12.27$17.79$23.31$42.75$53.30$63.85$74.39$84.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VPG spot · $64.14VPG PRICE$1.83$2.25$2.91$3.53$4.01$4.74$5.58$6.51$7.65$8.80$9.90$11.00$12.93$2.44$3.15$3.86$4.62$5.80$6.99$8.36$9.78$11.55$13.56$15.75$18.05$21.72
PutsExpensive1.12×
CallsExpensive1.07×
SkewBearish+3.26 pp
Implied moveBearish±$13.94
TiltBearish21.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.60100.7%36.3%51.8794.4%22.9%
25Δ79.8092.9%27.9%54.6793.3%19.7%
30Δ77.0294.4%24.6%57.4792.1%16.4%
35Δ74.1393.9%21.1%60.2191.2%13.3%
40Δ70.9288.0%16.8%62.3792.6%11.8%
45Δ68.5186.8%14.2%64.5393.9%10.3%
50Δ66.4387.5%12.3%66.7994.2%8.9%
55Δ64.3588.5%10.5%69.0894.2%7.6%
60Δ62.2790.2%9.0%71.6394.8%6.3%
65Δ60.1891.9%7.5%74.3495.8%5.2%
70Δ58.1589.6%6.1%77.2195.4%4.2%
75Δ56.1286.9%4.6%80.1894.6%3.2%
80Δ53.4689.3%3.5%84.3996.2%2.3%

20Δ

Calls
Pseudo strike
85.60
IV
100.7%
B/E move
36.3%
Puts
Pseudo strike
51.87
IV
94.4%
B/E move
22.9%

25Δ

Calls
Pseudo strike
79.80
IV
92.9%
B/E move
27.9%
Puts
Pseudo strike
54.67
IV
93.3%
B/E move
19.7%

30Δ

Calls
Pseudo strike
77.02
IV
94.4%
B/E move
24.6%
Puts
Pseudo strike
57.47
IV
92.1%
B/E move
16.4%

35Δ

Calls
Pseudo strike
74.13
IV
93.9%
B/E move
21.1%
Puts
Pseudo strike
60.21
IV
91.2%
B/E move
13.3%

40Δ

Calls
Pseudo strike
70.92
IV
88.0%
B/E move
16.8%
Puts
Pseudo strike
62.37
IV
92.6%
B/E move
11.8%

45Δ

Calls
Pseudo strike
68.51
IV
86.8%
B/E move
14.2%
Puts
Pseudo strike
64.53
IV
93.9%
B/E move
10.3%

50Δ

Calls
Pseudo strike
66.43
IV
87.5%
B/E move
12.3%
Puts
Pseudo strike
66.79
IV
94.2%
B/E move
8.9%

55Δ

Calls
Pseudo strike
64.35
IV
88.5%
B/E move
10.5%
Puts
Pseudo strike
69.08
IV
94.2%
B/E move
7.6%

60Δ

Calls
Pseudo strike
62.27
IV
90.2%
B/E move
9.0%
Puts
Pseudo strike
71.63
IV
94.8%
B/E move
6.3%

65Δ

Calls
Pseudo strike
60.18
IV
91.9%
B/E move
7.5%
Puts
Pseudo strike
74.34
IV
95.8%
B/E move
5.2%

70Δ

Calls
Pseudo strike
58.15
IV
89.6%
B/E move
6.1%
Puts
Pseudo strike
77.21
IV
95.4%
B/E move
4.2%

75Δ

Calls
Pseudo strike
56.12
IV
86.9%
B/E move
4.6%
Puts
Pseudo strike
80.18
IV
94.6%
B/E move
3.2%

80Δ

Calls
Pseudo strike
53.46
IV
89.3%
B/E move
3.5%
Puts
Pseudo strike
84.39
IV
96.2%
B/E move
2.3%

Options history

VPG84.2284.5084.782026-10-19: 84.70%2026-10-20: 84.31%Oct 19Oct 20
Table
DateIV
84.70%
84.31%