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VSE Corporation Common Stock VSEC

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Market datapartial · fetched 2026-10-22T21:19:54.886Z

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 · 2026-10-22T20:20:55.605987715Z

FundamentalsAlpha Vantage · unavailable

Share price$148.15
1D-1.9%
AH$143$145$147$149$1525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVSEC
Sold putSold callAH

VSE Corporation Common Stock options

Live interpolated VSEC call and put midpoint premiums by absolute delta.VSE Corporation Common Stock$2.15$9.40$16.65$23.90$31.14$112.43$132.41$152.40$172.38$192.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VSEC spot · $148.15VSEC PRICE$2.93$3.86$4.84$6.09$7.47$8.74$10.00$11.99$14.28$16.30$18.69$21.20$24.67$3.54$4.78$6.21$7.81$9.46$11.03$12.76$14.80$17.07$19.38$21.91$25.08$29.05
PutsExpensive1.09×
CallsExpensive1.21×
SkewBullish-2.72 pp
Implied moveBearish±$22.76
TiltBearish9.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ178.1368.4%22.2%128.5368.9%15.6%
25Δ172.3368.0%18.9%132.8168.9%13.6%
30Δ167.0266.7%16.0%136.6669.7%11.9%
35Δ162.9868.0%14.1%140.3770.8%10.5%
40Δ159.3069.9%12.6%144.1270.4%9.1%
45Δ155.2069.0%10.7%147.7468.8%7.7%
50Δ151.3667.2%8.9%151.3367.4%6.5%
55Δ147.7169.3%7.8%154.9267.0%5.4%
60Δ144.0972.5%6.9%158.5766.2%4.5%
65Δ140.2772.2%5.7%162.2065.0%3.6%
70Δ136.3372.3%4.6%165.9563.6%2.8%
75Δ132.3471.5%3.6%170.1762.9%2.1%
80Δ127.6272.7%2.8%175.0662.5%1.4%

20Δ

Calls
Pseudo strike
178.13
IV
68.4%
B/E move
22.2%
Puts
Pseudo strike
128.53
IV
68.9%
B/E move
15.6%

25Δ

Calls
Pseudo strike
172.33
IV
68.0%
B/E move
18.9%
Puts
Pseudo strike
132.81
IV
68.9%
B/E move
13.6%

30Δ

Calls
Pseudo strike
167.02
IV
66.7%
B/E move
16.0%
Puts
Pseudo strike
136.66
IV
69.7%
B/E move
11.9%

35Δ

Calls
Pseudo strike
162.98
IV
68.0%
B/E move
14.1%
Puts
Pseudo strike
140.37
IV
70.8%
B/E move
10.5%

40Δ

Calls
Pseudo strike
159.30
IV
69.9%
B/E move
12.6%
Puts
Pseudo strike
144.12
IV
70.4%
B/E move
9.1%

45Δ

Calls
Pseudo strike
155.20
IV
69.0%
B/E move
10.7%
Puts
Pseudo strike
147.74
IV
68.8%
B/E move
7.7%

50Δ

Calls
Pseudo strike
151.36
IV
67.2%
B/E move
8.9%
Puts
Pseudo strike
151.33
IV
67.4%
B/E move
6.5%

55Δ

Calls
Pseudo strike
147.71
IV
69.3%
B/E move
7.8%
Puts
Pseudo strike
154.92
IV
67.0%
B/E move
5.4%

60Δ

Calls
Pseudo strike
144.09
IV
72.5%
B/E move
6.9%
Puts
Pseudo strike
158.57
IV
66.2%
B/E move
4.5%

65Δ

Calls
Pseudo strike
140.27
IV
72.2%
B/E move
5.7%
Puts
Pseudo strike
162.20
IV
65.0%
B/E move
3.6%

70Δ

Calls
Pseudo strike
136.33
IV
72.3%
B/E move
4.6%
Puts
Pseudo strike
165.95
IV
63.6%
B/E move
2.8%

75Δ

Calls
Pseudo strike
132.34
IV
71.5%
B/E move
3.6%
Puts
Pseudo strike
170.17
IV
62.9%
B/E move
2.1%

80Δ

Calls
Pseudo strike
127.62
IV
72.7%
B/E move
2.8%
Puts
Pseudo strike
175.06
IV
62.5%
B/E move
1.4%

Options history

No recorded observations