IntraAlpha
Create free account Start free

Vuzix Corporation Common Stock VUZI

i

Market datapartial · fetched 2026-10-22T20:46:25.047Z

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 · 2026-10-22T20:36:29.424322006Z

FundamentalsAlpha Vantage · unavailable

Share price$2.08
1D-4.3%
AH$2.04$2.09$2.14$2.19$2.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVUZI
Sold putSold callAH

Vuzix Corporation Common Stock options

Live interpolated VUZI call and put midpoint premiums by absolute delta.Vuzix Corporation Common Stock$0.03$0.75$1.48$2.20$2.92$0.62$1.33$2.03$2.74$3.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VUZI spot · $2.08VUZI PRICE$0.11$0.15$0.19$0.24$0.28$0.32$0.36$0.40$0.49$0.64$0.79$0.94$0.35$0.28$0.22$0.16$0.21$0.40$0.59$0.78$0.97$1.21$1.71$2.21$2.71
PutsExpensive1.77×
CallsExpensive1.67×
SkewBearish+28.61 pp
Implied moveBearish±$0.91
TiltBearish41.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.37421.8%51.0%
25Δ2.90132.8%44.7%1.54323.3%39.4%
30Δ2.78137.5%40.9%1.72224.8%27.8%
35Δ2.66142.1%37.2%1.90126.3%16.2%
40Δ2.54146.7%33.5%2.0983.0%9.9%
45Δ2.42151.3%29.8%2.27107.2%9.9%
50Δ2.30155.9%26.1%2.46131.4%9.9%
55Δ2.18160.5%22.4%2.65155.6%9.9%
60Δ2.07165.1%18.6%2.84179.8%9.9%
65Δ1.92180.1%15.8%3.09201.7%9.6%
70Δ1.73208.0%14.0%3.63212.5%8.0%
75Δ1.55236.0%12.2%4.16223.4%6.4%
80Δ1.36263.9%10.5%4.69234.2%4.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.37
IV
421.8%
B/E move
51.0%

25Δ

Calls
Pseudo strike
2.90
IV
132.8%
B/E move
44.7%
Puts
Pseudo strike
1.54
IV
323.3%
B/E move
39.4%

30Δ

Calls
Pseudo strike
2.78
IV
137.5%
B/E move
40.9%
Puts
Pseudo strike
1.72
IV
224.8%
B/E move
27.8%

35Δ

Calls
Pseudo strike
2.66
IV
142.1%
B/E move
37.2%
Puts
Pseudo strike
1.90
IV
126.3%
B/E move
16.2%

40Δ

Calls
Pseudo strike
2.54
IV
146.7%
B/E move
33.5%
Puts
Pseudo strike
2.09
IV
83.0%
B/E move
9.9%

45Δ

Calls
Pseudo strike
2.42
IV
151.3%
B/E move
29.8%
Puts
Pseudo strike
2.27
IV
107.2%
B/E move
9.9%

50Δ

Calls
Pseudo strike
2.30
IV
155.9%
B/E move
26.1%
Puts
Pseudo strike
2.46
IV
131.4%
B/E move
9.9%

55Δ

Calls
Pseudo strike
2.18
IV
160.5%
B/E move
22.4%
Puts
Pseudo strike
2.65
IV
155.6%
B/E move
9.9%

60Δ

Calls
Pseudo strike
2.07
IV
165.1%
B/E move
18.6%
Puts
Pseudo strike
2.84
IV
179.8%
B/E move
9.9%

65Δ

Calls
Pseudo strike
1.92
IV
180.1%
B/E move
15.8%
Puts
Pseudo strike
3.09
IV
201.7%
B/E move
9.6%

70Δ

Calls
Pseudo strike
1.73
IV
208.0%
B/E move
14.0%
Puts
Pseudo strike
3.63
IV
212.5%
B/E move
8.0%

75Δ

Calls
Pseudo strike
1.55
IV
236.0%
B/E move
12.2%
Puts
Pseudo strike
4.16
IV
223.4%
B/E move
6.4%

80Δ

Calls
Pseudo strike
1.36
IV
263.9%
B/E move
10.5%
Puts
Pseudo strike
4.69
IV
234.2%
B/E move
4.8%

Options history

No recorded observations