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VirTra, Inc. Common Stock VTSI

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Market datapartial · fetched 2026-10-22T21:06:51.096Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:00.374898659Z

FundamentalsAlpha Vantage · unavailable

Share price$2.70
1D+1.5%
AH$2.65$2.69$2.74$2.79$2.835:30 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$0.11$0.60$1.09$1.58$2.07$0.94$1.89$2.83$3.78$4.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VTSI spot · $2.70VTSI PRICE$0.16$0.21$0.26$0.31$0.36$0.41$0.46$0.51$0.56$0.61$0.43$0.60$0.76$0.93$1.10$1.26$1.43$1.60$1.76$1.93
PutsCheap0.86×
CallsExpensive1.17×
SkewBullish-29.74 pp
Implied moveBearish±$1.39
TiltBearish51.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.76126.0%156.4%
25Δ5.83122.3%123.7%
30Δ4.96118.6%93.3%
35Δ4.63114.1%82.7%2.5782.5%20.6%
40Δ4.29109.6%72.2%2.7981.3%18.7%
45Δ3.96105.0%61.6%3.0180.2%16.8%
50Δ3.62100.5%51.0%3.2379.0%14.8%
55Δ3.2896.0%40.4%3.4577.9%12.9%
60Δ2.9591.5%29.8%3.6776.7%10.9%
65Δ2.6186.9%19.2%3.8975.6%9.0%
70Δ4.1174.5%7.0%
75Δ4.3273.3%5.1%
80Δ4.5472.2%3.1%

20Δ

Calls
Pseudo strike
6.76
IV
126.0%
B/E move
156.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
5.83
IV
122.3%
B/E move
123.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.96
IV
118.6%
B/E move
93.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.63
IV
114.1%
B/E move
82.7%
Puts
Pseudo strike
2.57
IV
82.5%
B/E move
20.6%

40Δ

Calls
Pseudo strike
4.29
IV
109.6%
B/E move
72.2%
Puts
Pseudo strike
2.79
IV
81.3%
B/E move
18.7%

45Δ

Calls
Pseudo strike
3.96
IV
105.0%
B/E move
61.6%
Puts
Pseudo strike
3.01
IV
80.2%
B/E move
16.8%

50Δ

Calls
Pseudo strike
3.62
IV
100.5%
B/E move
51.0%
Puts
Pseudo strike
3.23
IV
79.0%
B/E move
14.8%

55Δ

Calls
Pseudo strike
3.28
IV
96.0%
B/E move
40.4%
Puts
Pseudo strike
3.45
IV
77.9%
B/E move
12.9%

60Δ

Calls
Pseudo strike
2.95
IV
91.5%
B/E move
29.8%
Puts
Pseudo strike
3.67
IV
76.7%
B/E move
10.9%

65Δ

Calls
Pseudo strike
2.61
IV
86.9%
B/E move
19.2%
Puts
Pseudo strike
3.89
IV
75.6%
B/E move
9.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.11
IV
74.5%
B/E move
7.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.32
IV
73.3%
B/E move
5.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.54
IV
72.2%
B/E move
3.1%

Options history

No recorded observations