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VSE Corporation Common Stock VSEC

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-11T15:52:51.967Z

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: 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 · 2026-11-11T15:50:58.259691394Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:52:51.573384+00:00

Share price$187.93
1D+1.0%
$185.39$186.36$187.32$188.28$189.255:30 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$1.70$6.84$11.99$17.13$22.28$141.82$163.78$185.74$207.69$229.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VSEC spot · $187.93VSEC PRICE$2.25$2.83$3.43$4.08$4.93$5.92$7.00$8.19$9.55$11.34$13.20$15.15$17.59$2.63$3.19$4.12$5.00$5.81$6.85$7.98$9.23$10.56$12.20$14.22$17.23$20.80
PutsCheap0.91×
CallsCheap0.59×
SkewNeutral+0.20 pp
Implied moveBearish±$14.98
TiltBearish6.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ208.5672.2%12.2%171.3075.7%10.2%
25Δ203.8168.0%10.0%175.9968.0%8.0%
30Δ199.3964.2%7.9%178.7568.7%7.1%
35Δ196.2961.8%6.6%181.4867.6%6.1%
40Δ193.6561.3%5.7%184.2065.0%5.1%
45Δ191.3462.1%5.0%186.6763.9%4.3%
50Δ189.0262.8%4.3%189.0363.3%3.7%
55Δ186.6863.1%3.7%191.3762.6%3.1%
60Δ184.2663.9%3.1%193.7161.8%2.5%
65Δ181.6366.0%2.7%196.2361.6%2.1%
70Δ178.9267.2%2.2%199.0062.2%1.7%
75Δ176.0967.2%1.8%202.6763.7%1.3%
80Δ172.8767.6%1.3%206.8465.9%1.0%

20Δ

Calls
Pseudo strike
208.56
IV
72.2%
B/E move
12.2%
Puts
Pseudo strike
171.30
IV
75.7%
B/E move
10.2%

25Δ

Calls
Pseudo strike
203.81
IV
68.0%
B/E move
10.0%
Puts
Pseudo strike
175.99
IV
68.0%
B/E move
8.0%

30Δ

Calls
Pseudo strike
199.39
IV
64.2%
B/E move
7.9%
Puts
Pseudo strike
178.75
IV
68.7%
B/E move
7.1%

35Δ

Calls
Pseudo strike
196.29
IV
61.8%
B/E move
6.6%
Puts
Pseudo strike
181.48
IV
67.6%
B/E move
6.1%

40Δ

Calls
Pseudo strike
193.65
IV
61.3%
B/E move
5.7%
Puts
Pseudo strike
184.20
IV
65.0%
B/E move
5.1%

45Δ

Calls
Pseudo strike
191.34
IV
62.1%
B/E move
5.0%
Puts
Pseudo strike
186.67
IV
63.9%
B/E move
4.3%

50Δ

Calls
Pseudo strike
189.02
IV
62.8%
B/E move
4.3%
Puts
Pseudo strike
189.03
IV
63.3%
B/E move
3.7%

55Δ

Calls
Pseudo strike
186.68
IV
63.1%
B/E move
3.7%
Puts
Pseudo strike
191.37
IV
62.6%
B/E move
3.1%

60Δ

Calls
Pseudo strike
184.26
IV
63.9%
B/E move
3.1%
Puts
Pseudo strike
193.71
IV
61.8%
B/E move
2.5%

65Δ

Calls
Pseudo strike
181.63
IV
66.0%
B/E move
2.7%
Puts
Pseudo strike
196.23
IV
61.6%
B/E move
2.1%

70Δ

Calls
Pseudo strike
178.92
IV
67.2%
B/E move
2.2%
Puts
Pseudo strike
199.00
IV
62.2%
B/E move
1.7%

75Δ

Calls
Pseudo strike
176.09
IV
67.2%
B/E move
1.8%
Puts
Pseudo strike
202.67
IV
63.7%
B/E move
1.3%

80Δ

Calls
Pseudo strike
172.87
IV
67.6%
B/E move
1.3%
Puts
Pseudo strike
206.84
IV
65.9%
B/E move
1.0%

Options history

IV · four-Friday blend65.98%
Daily EOD
VSEC56.1%61.4%66.7%2026-10-19: 56.82%2026-10-20: 57.50%2026-10-21: 58.78%2026-10-22: 60.35%2026-10-23: 60.06%2026-10-26: 62.19%2026-10-27: 61.35%2026-10-28: 62.96%2026-10-29: 62.20%2026-10-30: 65.98%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
56.82%
57.50%
58.78%
60.35%
60.06%
62.19%
61.35%
62.96%
62.20%
65.98%