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Vishay Intertechnology, Inc. VSH

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Market datapartial · fetched 2026-10-23T00:41:14.154Z

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 · 2026-10-22T23:58:57.534163891Z

FundamentalsAlpha Vantage · unavailable

Share price$26.80
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$2.24$4.00$5.75$7.50$18.26$23.97$29.67$35.37$41.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VSH spot · $26.80VSH PRICE$0.68$0.92$1.17$1.41$1.71$2.08$2.46$2.83$3.20$3.57$4.52$5.63$6.99$0.78$1.05$1.33$1.66$2.09$2.52$2.96$3.39$3.82$4.26
PutsCheap0.94×
CallsExpensive1.20×
SkewBullish-15.61 pp
Implied moveBearish±$5.41
TiltBullish21.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.2486.8%30.3%22.7481.1%18.1%
25Δ33.0587.5%26.8%23.5980.7%15.9%
30Δ31.8688.2%23.2%24.4580.2%13.7%
35Δ30.6788.9%19.7%25.2879.8%11.9%
40Δ29.6289.3%16.9%26.0579.3%10.6%
45Δ28.7389.4%15.0%26.8378.8%9.3%
50Δ27.8489.5%13.1%27.6078.3%8.0%
55Δ26.9689.6%11.1%28.3777.8%6.8%
60Δ26.0789.7%9.2%29.1577.3%5.5%
65Δ25.1889.8%7.3%29.9276.8%4.2%
70Δ24.01100.4%6.5%
75Δ22.75113.8%5.9%
80Δ21.14126.6%5.0%

20Δ

Calls
Pseudo strike
34.24
IV
86.8%
B/E move
30.3%
Puts
Pseudo strike
22.74
IV
81.1%
B/E move
18.1%

25Δ

Calls
Pseudo strike
33.05
IV
87.5%
B/E move
26.8%
Puts
Pseudo strike
23.59
IV
80.7%
B/E move
15.9%

30Δ

Calls
Pseudo strike
31.86
IV
88.2%
B/E move
23.2%
Puts
Pseudo strike
24.45
IV
80.2%
B/E move
13.7%

35Δ

Calls
Pseudo strike
30.67
IV
88.9%
B/E move
19.7%
Puts
Pseudo strike
25.28
IV
79.8%
B/E move
11.9%

40Δ

Calls
Pseudo strike
29.62
IV
89.3%
B/E move
16.9%
Puts
Pseudo strike
26.05
IV
79.3%
B/E move
10.6%

45Δ

Calls
Pseudo strike
28.73
IV
89.4%
B/E move
15.0%
Puts
Pseudo strike
26.83
IV
78.8%
B/E move
9.3%

50Δ

Calls
Pseudo strike
27.84
IV
89.5%
B/E move
13.1%
Puts
Pseudo strike
27.60
IV
78.3%
B/E move
8.0%

55Δ

Calls
Pseudo strike
26.96
IV
89.6%
B/E move
11.1%
Puts
Pseudo strike
28.37
IV
77.8%
B/E move
6.8%

60Δ

Calls
Pseudo strike
26.07
IV
89.7%
B/E move
9.2%
Puts
Pseudo strike
29.15
IV
77.3%
B/E move
5.5%

65Δ

Calls
Pseudo strike
25.18
IV
89.8%
B/E move
7.3%
Puts
Pseudo strike
29.92
IV
76.8%
B/E move
4.2%

70Δ

Calls
Pseudo strike
24.01
IV
100.4%
B/E move
6.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
22.75
IV
113.8%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
21.14
IV
126.6%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations