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VirTra, Inc. Common Stock VTSI

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Market datapartial · fetched 2026-11-12T03:14:46.870Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T21:00:00.46101726Z

FundamentalsAlpha Vantage · unavailable

Share price$2.47
1D-1.2%
AH$2.46$2.49$2.52$2.56$2.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVTSI
Sold putSold callAH

VirTra, Inc. Common Stock options

Live interpolated VTSI call and put midpoint premiums by absolute delta.VirTra, Inc. Common Stock$0.15$0.25$0.35$0.45$0.55$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEVTSI PRICE$0.16$0.21$0.25$0.30$0.34$0.39$0.43$0.48$0.52
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.83150.8%183.1%
25Δ5.90148.1%147.0%
30Δ4.98145.2%111.9%
35Δ4.58138.3%97.3%
40Δ4.17131.4%82.6%
45Δ3.76124.6%68.0%
50Δ3.36117.7%53.4%
55Δ2.95110.9%38.8%
60Δ2.55104.0%24.2%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
6.83
IV
150.8%
B/E move
183.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
5.90
IV
148.1%
B/E move
147.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.98
IV
145.2%
B/E move
111.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.58
IV
138.3%
B/E move
97.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.17
IV
131.4%
B/E move
82.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
3.76
IV
124.6%
B/E move
68.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.36
IV
117.7%
B/E move
53.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.95
IV
110.9%
B/E move
38.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.55
IV
104.0%
B/E move
24.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations