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Victorias Secret & Co. VSXY

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Market datapartial · fetched 2026-10-23T15:51:00.624Z

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 · 2026-10-23T15:50:12.216540857Z

FundamentalsAlpha Vantage · unavailable

Share price$89.94
1D+2.8%
$86.57$87.49$88.41$89.33$90.255:30 AM6:30 AM9:00 AM1:00 PMVSXY
Sold putSold call

Victorias Secret & Co. options

Live interpolated VSXY call and put midpoint premiums by absolute delta.Victorias Secret & Co.$0.90$6.35$11.79$17.24$22.68$70.49$80.29$90.09$99.90$109.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VSXY spot · $89.94VSXY PRICE$1.49$1.98$2.51$3.12$3.72$4.36$4.99$5.72$6.69$7.66$8.83$10.31$11.80$1.82$2.47$3.15$3.90$4.75$5.60$6.67$7.81$8.99$10.44$11.89$17.16$21.11
PutsFair0.98×
CallsCheap0.87×
SkewBearish+5.72 pp
Implied moveBearish±$11.67
TiltBearish18.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.5057.4%17.9%79.4460.1%13.7%
25Δ101.7857.1%15.4%81.6759.9%11.9%
30Δ99.2757.0%13.2%83.7659.9%10.4%
35Δ97.1857.1%11.5%85.7759.9%9.0%
40Δ95.1057.2%9.9%87.6759.7%7.8%
45Δ93.2156.0%8.5%89.5659.6%6.6%
50Δ91.3454.8%7.1%91.4859.5%5.7%
55Δ89.5154.0%5.9%93.4059.5%4.8%
60Δ87.7854.2%5.0%95.3559.4%4.0%
65Δ86.0654.4%4.2%97.4559.0%3.3%
70Δ84.2054.8%3.4%99.5558.6%2.5%
75Δ82.1355.6%2.8%105.0171.0%2.3%
80Δ80.0756.3%2.1%109.5174.0%1.7%

20Δ

Calls
Pseudo strike
104.50
IV
57.4%
B/E move
17.9%
Puts
Pseudo strike
79.44
IV
60.1%
B/E move
13.7%

25Δ

Calls
Pseudo strike
101.78
IV
57.1%
B/E move
15.4%
Puts
Pseudo strike
81.67
IV
59.9%
B/E move
11.9%

30Δ

Calls
Pseudo strike
99.27
IV
57.0%
B/E move
13.2%
Puts
Pseudo strike
83.76
IV
59.9%
B/E move
10.4%

35Δ

Calls
Pseudo strike
97.18
IV
57.1%
B/E move
11.5%
Puts
Pseudo strike
85.77
IV
59.9%
B/E move
9.0%

40Δ

Calls
Pseudo strike
95.10
IV
57.2%
B/E move
9.9%
Puts
Pseudo strike
87.67
IV
59.7%
B/E move
7.8%

45Δ

Calls
Pseudo strike
93.21
IV
56.0%
B/E move
8.5%
Puts
Pseudo strike
89.56
IV
59.6%
B/E move
6.6%

50Δ

Calls
Pseudo strike
91.34
IV
54.8%
B/E move
7.1%
Puts
Pseudo strike
91.48
IV
59.5%
B/E move
5.7%

55Δ

Calls
Pseudo strike
89.51
IV
54.0%
B/E move
5.9%
Puts
Pseudo strike
93.40
IV
59.5%
B/E move
4.8%

60Δ

Calls
Pseudo strike
87.78
IV
54.2%
B/E move
5.0%
Puts
Pseudo strike
95.35
IV
59.4%
B/E move
4.0%

65Δ

Calls
Pseudo strike
86.06
IV
54.4%
B/E move
4.2%
Puts
Pseudo strike
97.45
IV
59.0%
B/E move
3.3%

70Δ

Calls
Pseudo strike
84.20
IV
54.8%
B/E move
3.4%
Puts
Pseudo strike
99.55
IV
58.6%
B/E move
2.5%

75Δ

Calls
Pseudo strike
82.13
IV
55.6%
B/E move
2.8%
Puts
Pseudo strike
105.01
IV
71.0%
B/E move
2.3%

80Δ

Calls
Pseudo strike
80.07
IV
56.3%
B/E move
2.1%
Puts
Pseudo strike
109.51
IV
74.0%
B/E move
1.7%

Options history

No recorded observations