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Verra Mobility Corporation Class A Common Stock VRRM

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
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Market datapartial · fetched 2026-11-12T00:56:42.961Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2028-01-21

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 · 2026-11-12T00:11:35.750529956Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:56:40.109911+00:00

Share price$2.03
1D-2.0%
AH$2.04$2.07$2.11$2.14$2.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVRRM
Sold putSold callAH

Verra Mobility Corporation Class A Common Stock options

Live interpolated VRRM call and put midpoint premiums by absolute delta.Verra Mobility Corporation Class A Common Stock$0.13$0.23$0.33$0.42$0.52$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEVRRM PRICE$0.14$0.19$0.24$0.29$0.34$0.39$0.44$0.49
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.1283.4%257.9%
25Δ6.2183.3%215.1%
30Δ5.2983.2%172.4%
35Δ4.6881.9%144.6%
40Δ4.2180.0%124.0%
45Δ3.7478.1%103.3%
50Δ3.2776.2%82.6%
55Δ2.8074.3%62.0%
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
7.12
IV
83.4%
B/E move
257.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.21
IV
83.3%
B/E move
215.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
5.29
IV
83.2%
B/E move
172.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.68
IV
81.9%
B/E move
144.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.21
IV
80.0%
B/E move
124.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
3.74
IV
78.1%
B/E move
103.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.27
IV
76.2%
B/E move
82.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.80
IV
74.3%
B/E move
62.0%
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
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

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

80Δ

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

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations