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Vishay Intertechnology, Inc. VSH

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Market datapartial · fetched 2026-10-22T23:45:27.332Z

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 · 2026-10-22T23:28:55.854407587Z

FundamentalsAlpha Vantage · unavailable

Share price$26.90
1D-5.3%
AH$26.77$27.27$27.77$28.26$28.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVSH
Sold putSold callAH

Vishay Intertechnology, Inc. options

Live interpolated VSH call and put midpoint premiums by absolute delta.Vishay Intertechnology, Inc.$0.49$2.19$3.88$5.58$7.28$18.35$24.03$29.71$35.39$41.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VSH spot · $26.90VSH PRICE$0.68$0.92$1.16$1.40$1.69$2.06$2.42$2.79$3.16$3.52$4.37$5.47$6.79$0.79$1.07$1.35$1.70$2.15$2.59$3.04$3.48$3.93$4.39$4.98$5.57$6.16
PutsCheap0.93×
CallsExpensive1.17×
SkewBullish-14.33 pp
Implied moveBearish±$5.46
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.2685.9%29.9%22.7882.1%18.3%
25Δ33.0886.4%26.4%23.6581.7%16.0%
30Δ31.9187.0%22.9%24.5381.3%13.8%
35Δ30.7387.6%19.4%25.3681.0%12.0%
40Δ29.6787.9%16.6%26.1680.7%10.7%
45Δ28.7987.8%14.7%26.9580.3%9.4%
50Δ27.9287.7%12.8%27.7480.0%8.2%
55Δ27.0587.6%10.9%28.5479.6%6.9%
60Δ26.1887.6%9.0%29.3379.3%5.6%
65Δ25.3187.5%7.2%30.1278.3%4.3%
70Δ24.1895.9%6.1%30.9173.9%3.6%
75Δ22.93108.8%5.6%31.7069.4%2.9%
80Δ21.39120.9%4.7%32.4864.9%2.2%

20Δ

Calls
Pseudo strike
34.26
IV
85.9%
B/E move
29.9%
Puts
Pseudo strike
22.78
IV
82.1%
B/E move
18.3%

25Δ

Calls
Pseudo strike
33.08
IV
86.4%
B/E move
26.4%
Puts
Pseudo strike
23.65
IV
81.7%
B/E move
16.0%

30Δ

Calls
Pseudo strike
31.91
IV
87.0%
B/E move
22.9%
Puts
Pseudo strike
24.53
IV
81.3%
B/E move
13.8%

35Δ

Calls
Pseudo strike
30.73
IV
87.6%
B/E move
19.4%
Puts
Pseudo strike
25.36
IV
81.0%
B/E move
12.0%

40Δ

Calls
Pseudo strike
29.67
IV
87.9%
B/E move
16.6%
Puts
Pseudo strike
26.16
IV
80.7%
B/E move
10.7%

45Δ

Calls
Pseudo strike
28.79
IV
87.8%
B/E move
14.7%
Puts
Pseudo strike
26.95
IV
80.3%
B/E move
9.4%

50Δ

Calls
Pseudo strike
27.92
IV
87.7%
B/E move
12.8%
Puts
Pseudo strike
27.74
IV
80.0%
B/E move
8.2%

55Δ

Calls
Pseudo strike
27.05
IV
87.6%
B/E move
10.9%
Puts
Pseudo strike
28.54
IV
79.6%
B/E move
6.9%

60Δ

Calls
Pseudo strike
26.18
IV
87.6%
B/E move
9.0%
Puts
Pseudo strike
29.33
IV
79.3%
B/E move
5.6%

65Δ

Calls
Pseudo strike
25.31
IV
87.5%
B/E move
7.2%
Puts
Pseudo strike
30.12
IV
78.3%
B/E move
4.3%

70Δ

Calls
Pseudo strike
24.18
IV
95.9%
B/E move
6.1%
Puts
Pseudo strike
30.91
IV
73.9%
B/E move
3.6%

75Δ

Calls
Pseudo strike
22.93
IV
108.8%
B/E move
5.6%
Puts
Pseudo strike
31.70
IV
69.4%
B/E move
2.9%

80Δ

Calls
Pseudo strike
21.39
IV
120.9%
B/E move
4.7%
Puts
Pseudo strike
32.48
IV
64.9%
B/E move
2.2%

Options history

No recorded observations