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Verra Mobility Corporation Class A Common Stock VRRM

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Market datapartial · fetched 2026-10-23T02:23:29.249Z

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 · 2026-10-22T20:34:59.705028706Z

FundamentalsAlpha Vantage · unavailable

Share price$3.14
1D+7.9%
AH$2.89$2.96$3.03$3.09$3.165:30 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$0.09$0.66$1.24$1.82$2.39$1.68$2.44$3.20$3.96$4.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VRRM spot · $3.14VRRM PRICE$0.15$0.19$0.22$0.26$0.30$0.34$0.37$0.41$0.45$0.48$0.52$0.56$0.59$0.18$0.33$0.48$0.63$0.78$0.93$1.08$1.24$1.39$1.54$1.69$1.84$2.23
PutsExpensive1.46×
CallsExpensive1.59×
SkewBullish-12.98 pp
Implied moveBearish±$1.46
TiltBearish49.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.06204.2%129.7%2.60106.2%22.8%
25Δ6.74194.5%120.6%2.80110.5%21.2%
30Δ6.42184.7%111.5%3.01114.9%19.5%
35Δ6.10175.0%102.5%3.21119.3%17.9%
40Δ5.77165.3%93.4%3.41123.6%16.3%
45Δ5.45155.5%84.3%3.61128.0%14.7%
50Δ5.13145.8%75.2%3.81132.3%13.1%
55Δ4.81136.1%66.1%4.01136.7%11.5%
60Δ4.48126.3%57.1%4.22141.0%9.9%
65Δ4.16116.6%48.0%4.42145.4%8.3%
70Δ3.84106.9%38.9%4.62149.8%6.7%
75Δ3.5297.1%29.8%4.82154.1%5.1%
80Δ3.2087.4%20.7%5.25164.9%3.6%

20Δ

Calls
Pseudo strike
7.06
IV
204.2%
B/E move
129.7%
Puts
Pseudo strike
2.60
IV
106.2%
B/E move
22.8%

25Δ

Calls
Pseudo strike
6.74
IV
194.5%
B/E move
120.6%
Puts
Pseudo strike
2.80
IV
110.5%
B/E move
21.2%

30Δ

Calls
Pseudo strike
6.42
IV
184.7%
B/E move
111.5%
Puts
Pseudo strike
3.01
IV
114.9%
B/E move
19.5%

35Δ

Calls
Pseudo strike
6.10
IV
175.0%
B/E move
102.5%
Puts
Pseudo strike
3.21
IV
119.3%
B/E move
17.9%

40Δ

Calls
Pseudo strike
5.77
IV
165.3%
B/E move
93.4%
Puts
Pseudo strike
3.41
IV
123.6%
B/E move
16.3%

45Δ

Calls
Pseudo strike
5.45
IV
155.5%
B/E move
84.3%
Puts
Pseudo strike
3.61
IV
128.0%
B/E move
14.7%

50Δ

Calls
Pseudo strike
5.13
IV
145.8%
B/E move
75.2%
Puts
Pseudo strike
3.81
IV
132.3%
B/E move
13.1%

55Δ

Calls
Pseudo strike
4.81
IV
136.1%
B/E move
66.1%
Puts
Pseudo strike
4.01
IV
136.7%
B/E move
11.5%

60Δ

Calls
Pseudo strike
4.48
IV
126.3%
B/E move
57.1%
Puts
Pseudo strike
4.22
IV
141.0%
B/E move
9.9%

65Δ

Calls
Pseudo strike
4.16
IV
116.6%
B/E move
48.0%
Puts
Pseudo strike
4.42
IV
145.4%
B/E move
8.3%

70Δ

Calls
Pseudo strike
3.84
IV
106.9%
B/E move
38.9%
Puts
Pseudo strike
4.62
IV
149.8%
B/E move
6.7%

75Δ

Calls
Pseudo strike
3.52
IV
97.1%
B/E move
29.8%
Puts
Pseudo strike
4.82
IV
154.1%
B/E move
5.1%

80Δ

Calls
Pseudo strike
3.20
IV
87.4%
B/E move
20.7%
Puts
Pseudo strike
5.25
IV
164.9%
B/E move
3.6%

Options history

No recorded observations