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Valvoline Inc. VVV

CONSUMER CYCLICAL · AUTO & TRUCK DEALERSHIPS
i

Market dataready · fetched 2026-11-13T02:11:54.137Z

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 · 2026-11-13T00:00:00.002100537Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T02:11:53.547124+00:00

Share price$34.83
1D-3.3%
AH$34.73$35.09$35.44$35.80$36.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVVV
Sold putSold callAH

Valvoline Inc. options

Live interpolated VVV call and put midpoint premiums by absolute delta.Valvoline Inc.$0.32$1.69$3.07$4.44$5.82$31.69$33.14$34.59$36.04$37.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VVV spot · $34.83VVV PRICE$1.72$1.08$1.80$2.53$3.25$3.97$4.70$5.42$0.47$0.59$0.71$0.83$0.95$1.07$1.19
Puts——
Calls——
Skew——
Implied moveBearish±$2.27
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.1580.5%11.9%
25Δ31.7876.3%10.4%
30Δ43.16209.3%28.8%32.4272.1%9.0%
35Δ33.0567.8%7.5%
40Δ33.6963.6%6.0%
45Δ34.3259.3%4.5%
50Δ34.9153.2%3.3%34.9655.1%3.1%
55Δ34.1365.1%3.2%
60Δ33.3477.1%3.0%
65Δ32.5689.1%2.8%
70Δ31.77101.1%2.6%
75Δ30.98113.0%2.4%
80Δ30.20125.0%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.15
IV
80.5%
B/E move
11.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.78
IV
76.3%
B/E move
10.4%

30Δ

Calls
Pseudo strike
43.16
IV
209.3%
B/E move
28.8%
Puts
Pseudo strike
32.42
IV
72.1%
B/E move
9.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.05
IV
67.8%
B/E move
7.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.69
IV
63.6%
B/E move
6.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.32
IV
59.3%
B/E move
4.5%

50Δ

Calls
Pseudo strike
34.91
IV
53.2%
B/E move
3.3%
Puts
Pseudo strike
34.96
IV
55.1%
B/E move
3.1%

55Δ

Calls
Pseudo strike
34.13
IV
65.1%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
33.34
IV
77.1%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
32.56
IV
89.1%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
31.77
IV
101.1%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
30.98
IV
113.0%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
30.20
IV
125.0%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend47.74%
Daily EOD
VVV42.5%46.8%51.2%2026-10-19: 45.31%2026-10-20: 43.17%2026-10-21: 50.57%2026-10-23: 43.06%2026-10-28: 47.74%Oct 19Oct 21Oct 28
5 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
45.31%
43.17%
50.57%
43.06%
47.74%