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Vestis Corporation VSTS

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Market datapartial · fetched 2026-10-22T22:56:13.573Z

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 · 2026-10-22T22:30:00.001535557Z

FundamentalsAlpha Vantage · unavailable

Share price$14.55
1D-2.6%
AH$14.41$14.56$14.70$14.84$14.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVSTS
Sold putSold callAH

Vestis Corporation options

Live interpolated VSTS call and put midpoint premiums by absolute delta.Vestis Corporation$0.27$1.09$1.92$2.74$3.56$11.41$13.08$14.74$16.41$18.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VSTS spot · $14.55VSTS PRICE$0.36$0.39$0.45$0.52$0.58$0.65$0.94$1.24$1.54$1.84$2.14$2.44$3.32$0.38$0.46$0.55$0.64$0.73$0.82$0.90$0.99
PutsExpensive1.42×
CallsExpensive1.48×
SkewBullish-9.39 pp
Implied moveBalanced±$1.84
TiltBullish50.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.1992.7%34.4%12.5174.4%16.6%
25Δ17.1971.0%20.8%12.8670.6%14.8%
30Δ16.6565.9%17.5%13.2166.8%13.0%
35Δ16.1160.8%14.2%13.5662.9%11.2%
40Δ15.5655.7%11.0%13.9159.1%9.4%
45Δ15.0250.6%7.7%14.2655.2%7.6%
50Δ14.6355.7%7.0%14.6151.4%5.8%
55Δ14.2561.1%6.4%14.9647.6%4.0%
60Δ13.8666.5%5.8%
65Δ13.4872.0%5.3%
70Δ13.0977.4%4.7%
75Δ12.7182.8%4.1%
80Δ11.75102.8%3.6%

20Δ

Calls
Pseudo strike
19.19
IV
92.7%
B/E move
34.4%
Puts
Pseudo strike
12.51
IV
74.4%
B/E move
16.6%

25Δ

Calls
Pseudo strike
17.19
IV
71.0%
B/E move
20.8%
Puts
Pseudo strike
12.86
IV
70.6%
B/E move
14.8%

30Δ

Calls
Pseudo strike
16.65
IV
65.9%
B/E move
17.5%
Puts
Pseudo strike
13.21
IV
66.8%
B/E move
13.0%

35Δ

Calls
Pseudo strike
16.11
IV
60.8%
B/E move
14.2%
Puts
Pseudo strike
13.56
IV
62.9%
B/E move
11.2%

40Δ

Calls
Pseudo strike
15.56
IV
55.7%
B/E move
11.0%
Puts
Pseudo strike
13.91
IV
59.1%
B/E move
9.4%

45Δ

Calls
Pseudo strike
15.02
IV
50.6%
B/E move
7.7%
Puts
Pseudo strike
14.26
IV
55.2%
B/E move
7.6%

50Δ

Calls
Pseudo strike
14.63
IV
55.7%
B/E move
7.0%
Puts
Pseudo strike
14.61
IV
51.4%
B/E move
5.8%

55Δ

Calls
Pseudo strike
14.25
IV
61.1%
B/E move
6.4%
Puts
Pseudo strike
14.96
IV
47.6%
B/E move
4.0%

60Δ

Calls
Pseudo strike
13.86
IV
66.5%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
13.48
IV
72.0%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
13.09
IV
77.4%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
12.71
IV
82.8%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
11.75
IV
102.8%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations