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VSE Corporation Common Stock VSEC

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Market datapartial · fetched 2026-10-22T14:49:46.581Z

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 · 2026-10-22T14:48:51.738300631Z

FundamentalsAlpha Vantage · unavailable

Share price$144.27
1D-4.5%
$144$146$148$150$1525:30 AM6:30 AM9:00 AM1:00 PMVSEC
Sold putSold call

VSE Corporation Common Stock options

Live interpolated VSEC call and put midpoint premiums by absolute delta.VSE Corporation Common Stock$2.30$9.12$15.95$22.78$29.61$110.52$131.03$151.54$172.05$192.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VSEC spot · $144.27VSEC PRICE$3.03$3.93$4.98$6.14$7.42$8.76$10.33$12.07$13.84$15.91$18.26$20.88$23.91$3.11$4.11$5.39$6.89$8.48$10.04$11.88$13.89$15.92$18.41$20.97$23.29$27.64
PutsFair1.02×
CallsExpensive1.26×
SkewBullish-8.69 pp
Implied moveBearish±$22.22
TiltBearish6.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ176.0173.4%24.1%126.6262.6%14.4%
25Δ169.1971.4%20.0%130.6761.6%12.3%
30Δ164.0771.1%17.2%133.9662.9%10.9%
35Δ159.5571.2%14.8%137.2264.2%9.7%
40Δ155.4371.5%12.9%140.4865.4%8.5%
45Δ151.4671.1%11.0%143.8064.7%7.3%
50Δ147.6971.6%9.5%147.1864.7%6.2%
55Δ144.0372.4%8.2%150.5764.8%5.3%
60Δ140.3372.2%6.9%153.9563.8%4.3%
65Δ136.5972.2%5.7%157.6263.5%3.5%
70Δ132.7272.4%4.6%161.2862.6%2.7%
75Δ128.7072.5%3.7%164.6960.4%2.0%
80Δ124.3972.5%2.8%169.8761.2%1.4%

20Δ

Calls
Pseudo strike
176.01
IV
73.4%
B/E move
24.1%
Puts
Pseudo strike
126.62
IV
62.6%
B/E move
14.4%

25Δ

Calls
Pseudo strike
169.19
IV
71.4%
B/E move
20.0%
Puts
Pseudo strike
130.67
IV
61.6%
B/E move
12.3%

30Δ

Calls
Pseudo strike
164.07
IV
71.1%
B/E move
17.2%
Puts
Pseudo strike
133.96
IV
62.9%
B/E move
10.9%

35Δ

Calls
Pseudo strike
159.55
IV
71.2%
B/E move
14.8%
Puts
Pseudo strike
137.22
IV
64.2%
B/E move
9.7%

40Δ

Calls
Pseudo strike
155.43
IV
71.5%
B/E move
12.9%
Puts
Pseudo strike
140.48
IV
65.4%
B/E move
8.5%

45Δ

Calls
Pseudo strike
151.46
IV
71.1%
B/E move
11.0%
Puts
Pseudo strike
143.80
IV
64.7%
B/E move
7.3%

50Δ

Calls
Pseudo strike
147.69
IV
71.6%
B/E move
9.5%
Puts
Pseudo strike
147.18
IV
64.7%
B/E move
6.2%

55Δ

Calls
Pseudo strike
144.03
IV
72.4%
B/E move
8.2%
Puts
Pseudo strike
150.57
IV
64.8%
B/E move
5.3%

60Δ

Calls
Pseudo strike
140.33
IV
72.2%
B/E move
6.9%
Puts
Pseudo strike
153.95
IV
63.8%
B/E move
4.3%

65Δ

Calls
Pseudo strike
136.59
IV
72.2%
B/E move
5.7%
Puts
Pseudo strike
157.62
IV
63.5%
B/E move
3.5%

70Δ

Calls
Pseudo strike
132.72
IV
72.4%
B/E move
4.6%
Puts
Pseudo strike
161.28
IV
62.6%
B/E move
2.7%

75Δ

Calls
Pseudo strike
128.70
IV
72.5%
B/E move
3.7%
Puts
Pseudo strike
164.69
IV
60.4%
B/E move
2.0%

80Δ

Calls
Pseudo strike
124.39
IV
72.5%
B/E move
2.8%
Puts
Pseudo strike
169.87
IV
61.2%
B/E move
1.4%

Options history

No recorded observations