Share price$2.07
1D-4.6%
Sold putSold callAH
Vuzix Corporation Common Stock VUZI
i
Market datapartial · fetched 2026-10-22T21:49:18.432Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:58:59.046894997Z
FundamentalsAlpha Vantage · unavailable
Vuzix Corporation Common Stock options
PutsExpensive1.76×
CallsExpensive1.69×
SkewBearish+25.74 pp
Implied moveBearish±$0.89
TiltBearish40.0% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.36 | 425.2% | 51.3% | |||
| 25Δ | 2.90 | 133.8% | 45.0% | 1.54 | 328.0% | 39.9% |
| 30Δ | 2.78 | 138.5% | 41.3% | 1.71 | 230.8% | 28.4% |
| 35Δ | 2.66 | 143.2% | 37.5% | 1.89 | 133.6% | 17.0% |
| 40Δ | 2.54 | 147.9% | 33.8% | 2.07 | 79.8% | 9.6% |
| 45Δ | 2.42 | 152.6% | 30.1% | 2.26 | 103.9% | 9.6% |
| 50Δ | 2.30 | 157.4% | 26.3% | 2.45 | 127.9% | 9.6% |
| 55Δ | 2.18 | 162.1% | 22.6% | 2.64 | 152.0% | 9.6% |
| 60Δ | 2.06 | 166.8% | 18.9% | 2.83 | 176.0% | 9.6% |
| 65Δ | 1.91 | 182.9% | 16.1% | 3.04 | 199.1% | 9.5% |
| 70Δ | 1.73 | 211.5% | 14.3% | 3.57 | 209.4% | 7.9% |
| 75Δ | 1.54 | 240.1% | 12.5% | 4.10 | 219.7% | 6.3% |
| 80Δ | 1.36 | 268.7% | 10.7% | 4.63 | 230.1% | 4.7% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.36
- IV
- 425.2%
- B/E move
- 51.3%
25Δ
- Pseudo strike
- 2.90
- IV
- 133.8%
- B/E move
- 45.0%
- Pseudo strike
- 1.54
- IV
- 328.0%
- B/E move
- 39.9%
30Δ
- Pseudo strike
- 2.78
- IV
- 138.5%
- B/E move
- 41.3%
- Pseudo strike
- 1.71
- IV
- 230.8%
- B/E move
- 28.4%
35Δ
- Pseudo strike
- 2.66
- IV
- 143.2%
- B/E move
- 37.5%
- Pseudo strike
- 1.89
- IV
- 133.6%
- B/E move
- 17.0%
40Δ
- Pseudo strike
- 2.54
- IV
- 147.9%
- B/E move
- 33.8%
- Pseudo strike
- 2.07
- IV
- 79.8%
- B/E move
- 9.6%
45Δ
- Pseudo strike
- 2.42
- IV
- 152.6%
- B/E move
- 30.1%
- Pseudo strike
- 2.26
- IV
- 103.9%
- B/E move
- 9.6%
50Δ
- Pseudo strike
- 2.30
- IV
- 157.4%
- B/E move
- 26.3%
- Pseudo strike
- 2.45
- IV
- 127.9%
- B/E move
- 9.6%
55Δ
- Pseudo strike
- 2.18
- IV
- 162.1%
- B/E move
- 22.6%
- Pseudo strike
- 2.64
- IV
- 152.0%
- B/E move
- 9.6%
60Δ
- Pseudo strike
- 2.06
- IV
- 166.8%
- B/E move
- 18.9%
- Pseudo strike
- 2.83
- IV
- 176.0%
- B/E move
- 9.6%
65Δ
- Pseudo strike
- 1.91
- IV
- 182.9%
- B/E move
- 16.1%
- Pseudo strike
- 3.04
- IV
- 199.1%
- B/E move
- 9.5%
70Δ
- Pseudo strike
- 1.73
- IV
- 211.5%
- B/E move
- 14.3%
- Pseudo strike
- 3.57
- IV
- 209.4%
- B/E move
- 7.9%
75Δ
- Pseudo strike
- 1.54
- IV
- 240.1%
- B/E move
- 12.5%
- Pseudo strike
- 4.10
- IV
- 219.7%
- B/E move
- 6.3%
80Δ
- Pseudo strike
- 1.36
- IV
- 268.7%
- B/E move
- 10.7%
- Pseudo strike
- 4.63
- IV
- 230.1%
- B/E move
- 4.7%
Options history
No recorded observations