IntraAlpha
Create free account Start free

Vuzix Corporation Common Stock VUZI

TECHNOLOGY · CONSUMER ELECTRONICS
i

Market dataready · fetched 2026-11-12T03:18:23.460Z

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: 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 · 2026-11-11T23:35:58.627967832Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T03:09:13.186007+00:00

Share price$2.02
1D+1.4%
AH$1.95$1.98$2.02$2.05$2.085:30 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$0.00$0.87$1.74$2.61$3.48$-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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEVUZI PRICE$0.08$0.11$0.14$0.17$0.19$0.22$0.25$0.28$1.44$2.30$2.71$3.23
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.80191.6%42.5%
25Δ2.69196.7%38.8%
30Δ2.59201.8%35.1%
35Δ2.49206.9%31.3%
40Δ2.38212.0%27.6%
45Δ2.28217.1%23.9%
50Δ2.17222.2%20.1%
55Δ2.07227.4%16.4%
60Δ
65Δ3.24416.9%10.9%
70Δ4.11500.4%10.4%
75Δ4.56492.2%8.1%
80Δ5.13491.2%5.9%

20Δ

Calls
Pseudo strike
2.80
IV
191.6%
B/E move
42.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
2.69
IV
196.7%
B/E move
38.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
2.59
IV
201.8%
B/E move
35.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
2.49
IV
206.9%
B/E move
31.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
2.38
IV
212.0%
B/E move
27.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
2.28
IV
217.1%
B/E move
23.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
2.17
IV
222.2%
B/E move
20.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.07
IV
227.4%
B/E move
16.4%
Puts
Pseudo strike
IV
B/E move

60Δ

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

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.24
IV
416.9%
B/E move
10.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.11
IV
500.4%
B/E move
10.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.56
IV
492.2%
B/E move
8.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.13
IV
491.2%
B/E move
5.9%

Options history

IV · four-Friday blend128.96%
Daily EOD
VUZI123.5%147.0%170.6%2026-10-20: 136.36%2026-10-21: 126.71%2026-10-22: 167.35%2026-10-30: 128.96%Oct 20Oct 21Oct 30
4 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
136.36%
126.71%
167.35%
128.96%