IntraAlpha
Create free account Start free

Varex Imaging Corporation Common Stock VREX

i

Market datapartial · fetched 2026-10-22T23:59:04.636Z

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 · 2026-10-22T20:08:58.751436794Z

FundamentalsAlpha Vantage · unavailable

Share price$18.41
1D+0.0%
AH$18.39$18.40$18.42$18.43$18.445:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVREX
Sold putSold callAH

Varex Imaging Corporation Common Stock options

Live interpolated VREX call and put midpoint premiums by absolute delta.Varex Imaging Corporation Common Stock$1.90$2.22$2.54$2.87$3.19$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEVREX PRICE$1.93$2.51$3.10$2.28$2.75
PutsExpensive6.55×
CallsExpensive9.13×
SkewBullish-17.47 pp
Implied move——
TiltBullish19.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ17.1255.6%3.5%
75Δ16.4562.3%3.0%20.4245.0%1.5%
80Δ15.7868.9%2.5%20.9644.6%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
17.12
IV
55.6%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
16.45
IV
62.3%
B/E move
3.0%
Puts
Pseudo strike
20.42
IV
45.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
15.78
IV
68.9%
B/E move
2.5%
Puts
Pseudo strike
20.96
IV
44.6%
B/E move
1.1%

Options history

No recorded observations