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VTEX VTEX

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Market datapartial · fetched 2026-10-22T22:54:28.249Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T22:30:00.0023662Z

FundamentalsAlpha Vantage · unavailable

Share price$4.17
1D+0.2%
AH$4.07$4.10$4.13$4.15$4.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVTEX
Sold putSold callAH

VTEX options

Live interpolated VTEX call and put midpoint premiums by absolute delta.VTEX$0.10$0.72$1.34$1.96$2.58$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEVTEX PRICE$0.17$0.22$0.27$0.32$0.43$0.48$0.53$0.58$0.63$0.68$0.73$0.77$0.82$0.87$0.92$1.42$2.40
PutsExpensive2.48×
CallsExpensive1.83×
SkewBearish+16.94 pp
Implied move——
TiltBearish83.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.86106.9%68.6%2.73187.5%44.8%
25Δ6.39104.8%58.6%2.95175.5%40.8%
30Δ5.93102.7%48.7%3.16163.5%36.8%
35Δ5.46100.5%38.7%3.38151.5%32.8%
40Δ3.59139.5%28.9%
45Δ3.81127.6%24.9%
50Δ4.02115.6%20.9%
55Δ4.24103.6%16.9%
60Δ4.4591.6%12.9%
65Δ4.6779.7%9.0%
70Δ4.8967.7%5.0%
75Δ5.4771.7%2.7%
80Δ6.4893.8%2.2%

20Δ

Calls
Pseudo strike
6.86
IV
106.9%
B/E move
68.6%
Puts
Pseudo strike
2.73
IV
187.5%
B/E move
44.8%

25Δ

Calls
Pseudo strike
6.39
IV
104.8%
B/E move
58.6%
Puts
Pseudo strike
2.95
IV
175.5%
B/E move
40.8%

30Δ

Calls
Pseudo strike
5.93
IV
102.7%
B/E move
48.7%
Puts
Pseudo strike
3.16
IV
163.5%
B/E move
36.8%

35Δ

Calls
Pseudo strike
5.46
IV
100.5%
B/E move
38.7%
Puts
Pseudo strike
3.38
IV
151.5%
B/E move
32.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.59
IV
139.5%
B/E move
28.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.81
IV
127.6%
B/E move
24.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.02
IV
115.6%
B/E move
20.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.24
IV
103.6%
B/E move
16.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.45
IV
91.6%
B/E move
12.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.67
IV
79.7%
B/E move
9.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.89
IV
67.7%
B/E move
5.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.47
IV
71.7%
B/E move
2.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.48
IV
93.8%
B/E move
2.2%

Options history

No recorded observations