IntraAlpha
Create free account Start free

Vera Bradley Inc VRA

CONSUMER CYCLICAL · FOOTWEAR & ACCESSORIES
i

Market dataready · fetched 2026-10-23T03:02:28.301Z

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 · 2026-10-22T21:10:48.83494498Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-10-23T03:02:27.106446+00:00

Share price$6.17
1D+0.8%
AH$5.97$6.09$6.21$6.32$6.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVRA
Sold putSold callAH

Vera Bradley Inc options

Live interpolated VRA call and put midpoint premiums by absolute delta.Vera Bradley Inc$0.27$0.58$0.90$1.21$1.53$3.47$4.71$5.94$7.17$8.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VRA spot · $6.17VRA PRICE$0.40$0.50$0.59$0.69$0.78$0.87$0.97$1.06$1.15$1.25$0.30$0.39$0.50$0.60$0.71$0.81$0.91$1.02$1.12$1.23$1.33$1.43
PutsExpensive1.52×
CallsExpensive1.15×
SkewBearish+3.77 pp
Implied moveBearish±$1.60
TiltBearish11.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.75137.0%27.9%
25Δ5.15123.2%22.9%
30Δ5.37119.1%20.9%
35Δ7.42114.8%26.9%5.60114.9%19.0%
40Δ7.18111.8%24.4%5.83110.8%17.0%
45Δ6.93108.9%21.9%6.05106.6%15.0%
50Δ6.68106.0%19.4%6.28102.5%13.0%
55Δ6.44103.1%17.0%6.5198.4%11.0%
60Δ6.19100.1%14.5%6.7394.2%9.1%
65Δ5.9497.2%12.0%6.9690.1%7.1%
70Δ5.7094.3%9.5%7.1985.9%5.1%
75Δ5.4591.4%7.0%7.4181.8%3.1%
80Δ5.2188.5%4.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.75
IV
137.0%
B/E move
27.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.15
IV
123.2%
B/E move
22.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.37
IV
119.1%
B/E move
20.9%

35Δ

Calls
Pseudo strike
7.42
IV
114.8%
B/E move
26.9%
Puts
Pseudo strike
5.60
IV
114.9%
B/E move
19.0%

40Δ

Calls
Pseudo strike
7.18
IV
111.8%
B/E move
24.4%
Puts
Pseudo strike
5.83
IV
110.8%
B/E move
17.0%

45Δ

Calls
Pseudo strike
6.93
IV
108.9%
B/E move
21.9%
Puts
Pseudo strike
6.05
IV
106.6%
B/E move
15.0%

50Δ

Calls
Pseudo strike
6.68
IV
106.0%
B/E move
19.4%
Puts
Pseudo strike
6.28
IV
102.5%
B/E move
13.0%

55Δ

Calls
Pseudo strike
6.44
IV
103.1%
B/E move
17.0%
Puts
Pseudo strike
6.51
IV
98.4%
B/E move
11.0%

60Δ

Calls
Pseudo strike
6.19
IV
100.1%
B/E move
14.5%
Puts
Pseudo strike
6.73
IV
94.2%
B/E move
9.1%

65Δ

Calls
Pseudo strike
5.94
IV
97.2%
B/E move
12.0%
Puts
Pseudo strike
6.96
IV
90.1%
B/E move
7.1%

70Δ

Calls
Pseudo strike
5.70
IV
94.3%
B/E move
9.5%
Puts
Pseudo strike
7.19
IV
85.9%
B/E move
5.1%

75Δ

Calls
Pseudo strike
5.45
IV
91.4%
B/E move
7.0%
Puts
Pseudo strike
7.41
IV
81.8%
B/E move
3.1%

80Δ

Calls
Pseudo strike
5.21
IV
88.5%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations