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Victorias Secret & Co. VSXY

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Market datapartial · fetched 2026-10-22T23:56:50.639Z

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 · 2026-10-22T23:00:00.002195303Z

FundamentalsAlpha Vantage · unavailable

Share price$88.42
1D+1.4%
AH$87.22$88.13$89.05$89.96$90.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVSXY
Sold putSold callAH

Victorias Secret & Co. options

Live interpolated VSXY call and put midpoint premiums by absolute delta.Victorias Secret & Co.$1.04$5.27$9.50$13.74$17.97$69.58$79.15$88.71$98.28$107.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VSXY spot · $88.42VSXY PRICE$1.49$1.98$2.55$3.14$3.77$4.42$5.09$5.98$6.86$7.87$9.19$10.52$12.51$1.87$2.47$3.22$3.96$4.83$5.76$6.69$8.07$9.45$11.03$12.75$14.66$16.75
PutsFair1.00×
CallsCheap0.90×
SkewBearish+3.73 pp
Implied moveBearish±$11.78
TiltBearish14.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ103.0457.0%18.2%77.7860.7%14.1%
25Δ100.2757.4%15.6%80.1960.6%12.1%
30Δ98.0057.7%13.7%82.2160.7%10.7%
35Δ95.7958.0%11.9%84.2360.8%9.2%
40Δ93.7457.6%10.3%86.1760.7%8.0%
45Δ91.7756.9%8.8%88.0860.5%6.9%
50Δ89.8256.2%7.3%89.9860.3%5.8%
55Δ88.0556.2%6.3%92.0761.0%5.0%
60Δ86.2856.2%5.3%94.1661.7%4.2%
65Δ84.4556.3%4.4%96.4161.9%3.4%
70Δ82.4757.0%3.7%98.7761.9%2.7%
75Δ80.5057.6%2.9%101.2761.3%2.0%
80Δ77.9659.3%2.3%103.9260.3%1.4%

20Δ

Calls
Pseudo strike
103.04
IV
57.0%
B/E move
18.2%
Puts
Pseudo strike
77.78
IV
60.7%
B/E move
14.1%

25Δ

Calls
Pseudo strike
100.27
IV
57.4%
B/E move
15.6%
Puts
Pseudo strike
80.19
IV
60.6%
B/E move
12.1%

30Δ

Calls
Pseudo strike
98.00
IV
57.7%
B/E move
13.7%
Puts
Pseudo strike
82.21
IV
60.7%
B/E move
10.7%

35Δ

Calls
Pseudo strike
95.79
IV
58.0%
B/E move
11.9%
Puts
Pseudo strike
84.23
IV
60.8%
B/E move
9.2%

40Δ

Calls
Pseudo strike
93.74
IV
57.6%
B/E move
10.3%
Puts
Pseudo strike
86.17
IV
60.7%
B/E move
8.0%

45Δ

Calls
Pseudo strike
91.77
IV
56.9%
B/E move
8.8%
Puts
Pseudo strike
88.08
IV
60.5%
B/E move
6.9%

50Δ

Calls
Pseudo strike
89.82
IV
56.2%
B/E move
7.3%
Puts
Pseudo strike
89.98
IV
60.3%
B/E move
5.8%

55Δ

Calls
Pseudo strike
88.05
IV
56.2%
B/E move
6.3%
Puts
Pseudo strike
92.07
IV
61.0%
B/E move
5.0%

60Δ

Calls
Pseudo strike
86.28
IV
56.2%
B/E move
5.3%
Puts
Pseudo strike
94.16
IV
61.7%
B/E move
4.2%

65Δ

Calls
Pseudo strike
84.45
IV
56.3%
B/E move
4.4%
Puts
Pseudo strike
96.41
IV
61.9%
B/E move
3.4%

70Δ

Calls
Pseudo strike
82.47
IV
57.0%
B/E move
3.7%
Puts
Pseudo strike
98.77
IV
61.9%
B/E move
2.7%

75Δ

Calls
Pseudo strike
80.50
IV
57.6%
B/E move
2.9%
Puts
Pseudo strike
101.27
IV
61.3%
B/E move
2.0%

80Δ

Calls
Pseudo strike
77.96
IV
59.3%
B/E move
2.3%
Puts
Pseudo strike
103.92
IV
60.3%
B/E move
1.4%

Options history

No recorded observations