IntraAlpha
Create free account Start free

Vuzix Corporation Common Stock VUZI

i

Market datapartial · fetched 2026-10-22T18:11:56.598Z

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 · 2026-10-22T18:11:48.053325574Z

FundamentalsAlpha Vantage · unavailable

Share price$2.12
1D-2.7%
$2.11$2.14$2.17$2.20$2.235:30 AM6:30 AM9:00 AM1:00 PMVUZI
Sold putSold call

Vuzix Corporation Common Stock options

Live interpolated VUZI call and put midpoint premiums by absolute delta.Vuzix Corporation Common Stock$0.05$0.60$1.16$1.71$2.26$0.95$1.56$2.18$2.79$3.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VUZI spot · $2.12VUZI PRICE$0.11$0.15$0.19$0.23$0.27$0.31$0.35$0.39$0.46$0.61$0.75$0.90$0.28$0.23$0.18$0.13$0.24$0.36$0.47$0.59$0.71$0.82$0.94$1.36$2.10
PutsExpensive1.37×
CallsExpensive1.55×
SkewBullish-4.51 pp
Implied moveBearish±$0.78
TiltBearish28.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.38357.4%47.8%
25Δ2.90127.9%42.5%1.59265.2%35.8%
30Δ2.79131.7%38.9%1.79173.0%23.8%
35Δ2.67135.5%35.3%1.9980.9%11.8%
40Δ2.56139.4%31.7%2.1387.2%10.6%
45Δ2.44143.2%28.2%2.2697.1%9.8%
50Δ2.32147.0%24.6%2.40106.9%9.0%
55Δ2.21150.9%21.0%2.53116.7%8.2%
60Δ2.09154.7%17.4%2.66126.5%7.4%
65Δ1.96163.1%14.3%2.80136.4%6.6%
70Δ1.77187.0%12.5%2.93146.2%5.8%
75Δ1.59210.9%10.8%3.37159.1%4.8%
80Δ1.40234.8%9.0%4.14175.2%3.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.38
IV
357.4%
B/E move
47.8%

25Δ

Calls
Pseudo strike
2.90
IV
127.9%
B/E move
42.5%
Puts
Pseudo strike
1.59
IV
265.2%
B/E move
35.8%

30Δ

Calls
Pseudo strike
2.79
IV
131.7%
B/E move
38.9%
Puts
Pseudo strike
1.79
IV
173.0%
B/E move
23.8%

35Δ

Calls
Pseudo strike
2.67
IV
135.5%
B/E move
35.3%
Puts
Pseudo strike
1.99
IV
80.9%
B/E move
11.8%

40Δ

Calls
Pseudo strike
2.56
IV
139.4%
B/E move
31.7%
Puts
Pseudo strike
2.13
IV
87.2%
B/E move
10.6%

45Δ

Calls
Pseudo strike
2.44
IV
143.2%
B/E move
28.2%
Puts
Pseudo strike
2.26
IV
97.1%
B/E move
9.8%

50Δ

Calls
Pseudo strike
2.32
IV
147.0%
B/E move
24.6%
Puts
Pseudo strike
2.40
IV
106.9%
B/E move
9.0%

55Δ

Calls
Pseudo strike
2.21
IV
150.9%
B/E move
21.0%
Puts
Pseudo strike
2.53
IV
116.7%
B/E move
8.2%

60Δ

Calls
Pseudo strike
2.09
IV
154.7%
B/E move
17.4%
Puts
Pseudo strike
2.66
IV
126.5%
B/E move
7.4%

65Δ

Calls
Pseudo strike
1.96
IV
163.1%
B/E move
14.3%
Puts
Pseudo strike
2.80
IV
136.4%
B/E move
6.6%

70Δ

Calls
Pseudo strike
1.77
IV
187.0%
B/E move
12.5%
Puts
Pseudo strike
2.93
IV
146.2%
B/E move
5.8%

75Δ

Calls
Pseudo strike
1.59
IV
210.9%
B/E move
10.8%
Puts
Pseudo strike
3.37
IV
159.1%
B/E move
4.8%

80Δ

Calls
Pseudo strike
1.40
IV
234.8%
B/E move
9.0%
Puts
Pseudo strike
4.14
IV
175.2%
B/E move
3.6%

Options history

No recorded observations