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Victorias Secret & Co. VSXY

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Market datapartial · fetched 2026-10-23T04:26:48.499Z

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$5.26$9.49$13.71$17.94$69.35$78.98$88.61$98.25$107.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VSXY spot · $88.42VSXY PRICE$1.49$1.98$2.55$3.14$3.77$4.42$5.09$5.98$6.87$7.88$9.20$10.53$12.53$1.87$2.47$3.21$3.96$4.82$5.75$6.69$8.06$9.44$11.01$12.73$14.62$16.72
PutsFair1.02×
CallsCheap0.92×
SkewBearish+3.68 pp
Implied moveBearish±$11.78
TiltBearish14.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ103.0458.1%18.2%77.7861.7%14.1%
25Δ100.2758.5%15.6%80.1961.7%12.1%
30Δ98.0058.8%13.7%82.2061.7%10.7%
35Δ95.7959.1%11.9%84.2261.8%9.2%
40Δ93.7358.7%10.3%86.1761.7%8.0%
45Δ91.7657.9%8.8%88.0761.5%6.9%
50Δ89.8157.3%7.3%89.9761.3%5.8%
55Δ88.0457.2%6.3%92.0662.0%5.0%
60Δ86.2757.2%5.3%94.1462.7%4.2%
65Δ84.4457.4%4.4%96.3963.0%3.4%
70Δ82.4658.1%3.7%98.7462.9%2.7%
75Δ80.4858.7%2.9%101.2362.3%2.0%
80Δ77.9360.5%2.3%103.8861.2%1.4%

20Δ

Calls
Pseudo strike
103.04
IV
58.1%
B/E move
18.2%
Puts
Pseudo strike
77.78
IV
61.7%
B/E move
14.1%

25Δ

Calls
Pseudo strike
100.27
IV
58.5%
B/E move
15.6%
Puts
Pseudo strike
80.19
IV
61.7%
B/E move
12.1%

30Δ

Calls
Pseudo strike
98.00
IV
58.8%
B/E move
13.7%
Puts
Pseudo strike
82.20
IV
61.7%
B/E move
10.7%

35Δ

Calls
Pseudo strike
95.79
IV
59.1%
B/E move
11.9%
Puts
Pseudo strike
84.22
IV
61.8%
B/E move
9.2%

40Δ

Calls
Pseudo strike
93.73
IV
58.7%
B/E move
10.3%
Puts
Pseudo strike
86.17
IV
61.7%
B/E move
8.0%

45Δ

Calls
Pseudo strike
91.76
IV
57.9%
B/E move
8.8%
Puts
Pseudo strike
88.07
IV
61.5%
B/E move
6.9%

50Δ

Calls
Pseudo strike
89.81
IV
57.3%
B/E move
7.3%
Puts
Pseudo strike
89.97
IV
61.3%
B/E move
5.8%

55Δ

Calls
Pseudo strike
88.04
IV
57.2%
B/E move
6.3%
Puts
Pseudo strike
92.06
IV
62.0%
B/E move
5.0%

60Δ

Calls
Pseudo strike
86.27
IV
57.2%
B/E move
5.3%
Puts
Pseudo strike
94.14
IV
62.7%
B/E move
4.2%

65Δ

Calls
Pseudo strike
84.44
IV
57.4%
B/E move
4.4%
Puts
Pseudo strike
96.39
IV
63.0%
B/E move
3.4%

70Δ

Calls
Pseudo strike
82.46
IV
58.1%
B/E move
3.7%
Puts
Pseudo strike
98.74
IV
62.9%
B/E move
2.7%

75Δ

Calls
Pseudo strike
80.48
IV
58.7%
B/E move
2.9%
Puts
Pseudo strike
101.23
IV
62.3%
B/E move
2.0%

80Δ

Calls
Pseudo strike
77.93
IV
60.5%
B/E move
2.3%
Puts
Pseudo strike
103.88
IV
61.2%
B/E move
1.4%

Options history

No recorded observations