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Vera Bradley, Inc. Common Stock VRA

CONSUMER CYCLICAL · FOOTWEAR & ACCESSORIES
i

Market dataready · fetched 2026-11-12T16:16:40.654Z

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 · 2026-11-12T16:15:11.961167369Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-12T16:16:40.213333+00:00

Share price$7.52
1D-3.3%
$7.47$7.55$7.64$7.73$7.815:30 AM6:30 AM9:00 AM1:00 PMVRA
Sold putSold call

Vera Bradley, Inc. Common Stock options

Live interpolated VRA call and put midpoint premiums by absolute delta.Vera Bradley, Inc. Common Stock$0.20$0.66$1.11$1.57$2.02$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEVRA PRICE$0.25$0.28$0.32$0.36$0.40$0.45$0.49$0.57$0.83$1.10$1.36$1.63$1.89$0.27$0.29$0.30$0.32$0.33$0.35
Puts——
CallsExpensive1.53×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.99238.2%49.5%5.56245.5%29.7%
25Δ9.76195.3%33.4%5.92214.3%25.0%
30Δ9.37181.7%28.9%6.29183.2%20.3%
35Δ8.99168.0%24.3%6.66152.0%15.6%
40Δ8.60154.4%19.7%7.03120.8%10.9%
45Δ8.21140.7%15.2%7.4089.7%6.2%
50Δ7.83127.1%10.6%
55Δ7.45117.2%6.6%
60Δ7.13128.3%5.9%
65Δ6.81139.3%5.2%
70Δ6.49150.4%4.4%
75Δ6.17161.4%3.7%
80Δ5.85172.5%3.0%

20Δ

Calls
Pseudo strike
10.99
IV
238.2%
B/E move
49.5%
Puts
Pseudo strike
5.56
IV
245.5%
B/E move
29.7%

25Δ

Calls
Pseudo strike
9.76
IV
195.3%
B/E move
33.4%
Puts
Pseudo strike
5.92
IV
214.3%
B/E move
25.0%

30Δ

Calls
Pseudo strike
9.37
IV
181.7%
B/E move
28.9%
Puts
Pseudo strike
6.29
IV
183.2%
B/E move
20.3%

35Δ

Calls
Pseudo strike
8.99
IV
168.0%
B/E move
24.3%
Puts
Pseudo strike
6.66
IV
152.0%
B/E move
15.6%

40Δ

Calls
Pseudo strike
8.60
IV
154.4%
B/E move
19.7%
Puts
Pseudo strike
7.03
IV
120.8%
B/E move
10.9%

45Δ

Calls
Pseudo strike
8.21
IV
140.7%
B/E move
15.2%
Puts
Pseudo strike
7.40
IV
89.7%
B/E move
6.2%

50Δ

Calls
Pseudo strike
7.83
IV
127.1%
B/E move
10.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
7.45
IV
117.2%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
7.13
IV
128.3%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
6.81
IV
139.3%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
6.49
IV
150.4%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.17
IV
161.4%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.85
IV
172.5%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations