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Valvoline Inc. VVV

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Market datapartial · fetched 2026-10-23T15:52:23.864Z

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 · 2026-10-23T15:50:39.385773254Z

FundamentalsAlpha Vantage · unavailable

Share price$31.48
1D-1.1%
$31.24$31.40$31.56$31.71$31.875:30 AM6:30 AM9:00 AM1:00 PMVVV
Sold putSold call

Valvoline Inc. options

Live interpolated VVV call and put midpoint premiums by absolute delta.Valvoline Inc.$0.42$1.75$3.08$4.42$5.75$26.78$29.51$32.24$34.98$37.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VVV spot · $31.48VVV PRICE$1.04$0.63$0.90$1.16$1.43$1.70$1.96$2.23$2.49$2.76$3.57$4.47$5.37$0.56$0.63$0.70$0.99$1.28$1.57$1.86$2.15$2.44$2.73$3.02$3.31$3.61
PutsExpensive1.15×
CallsExpensive1.46×
SkewBullish-17.49 pp
Implied moveBullish±$3.82
TiltBullish8.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.71123.4%45.3%27.2161.6%15.3%
25Δ34.5644.3%11.8%28.5950.7%11.2%
30Δ34.0045.8%10.9%29.9739.8%7.0%
35Δ33.4447.3%9.9%30.4739.5%6.3%
40Δ32.8848.8%9.0%30.9539.3%5.7%
45Δ32.3250.3%8.1%31.4339.2%5.1%
50Δ31.7651.8%7.1%31.9239.1%4.5%
55Δ31.2053.3%6.2%32.4039.0%3.9%
60Δ30.6454.8%5.3%32.8838.9%3.3%
65Δ30.0856.3%4.3%33.3638.7%2.7%
70Δ29.0860.1%3.7%33.8438.6%2.1%
75Δ27.9964.3%3.1%34.3238.5%1.5%
80Δ26.9168.5%2.5%34.8038.4%0.9%

20Δ

Calls
Pseudo strike
44.71
IV
123.4%
B/E move
45.3%
Puts
Pseudo strike
27.21
IV
61.6%
B/E move
15.3%

25Δ

Calls
Pseudo strike
34.56
IV
44.3%
B/E move
11.8%
Puts
Pseudo strike
28.59
IV
50.7%
B/E move
11.2%

30Δ

Calls
Pseudo strike
34.00
IV
45.8%
B/E move
10.9%
Puts
Pseudo strike
29.97
IV
39.8%
B/E move
7.0%

35Δ

Calls
Pseudo strike
33.44
IV
47.3%
B/E move
9.9%
Puts
Pseudo strike
30.47
IV
39.5%
B/E move
6.3%

40Δ

Calls
Pseudo strike
32.88
IV
48.8%
B/E move
9.0%
Puts
Pseudo strike
30.95
IV
39.3%
B/E move
5.7%

45Δ

Calls
Pseudo strike
32.32
IV
50.3%
B/E move
8.1%
Puts
Pseudo strike
31.43
IV
39.2%
B/E move
5.1%

50Δ

Calls
Pseudo strike
31.76
IV
51.8%
B/E move
7.1%
Puts
Pseudo strike
31.92
IV
39.1%
B/E move
4.5%

55Δ

Calls
Pseudo strike
31.20
IV
53.3%
B/E move
6.2%
Puts
Pseudo strike
32.40
IV
39.0%
B/E move
3.9%

60Δ

Calls
Pseudo strike
30.64
IV
54.8%
B/E move
5.3%
Puts
Pseudo strike
32.88
IV
38.9%
B/E move
3.3%

65Δ

Calls
Pseudo strike
30.08
IV
56.3%
B/E move
4.3%
Puts
Pseudo strike
33.36
IV
38.7%
B/E move
2.7%

70Δ

Calls
Pseudo strike
29.08
IV
60.1%
B/E move
3.7%
Puts
Pseudo strike
33.84
IV
38.6%
B/E move
2.1%

75Δ

Calls
Pseudo strike
27.99
IV
64.3%
B/E move
3.1%
Puts
Pseudo strike
34.32
IV
38.5%
B/E move
1.5%

80Δ

Calls
Pseudo strike
26.91
IV
68.5%
B/E move
2.5%
Puts
Pseudo strike
34.80
IV
38.4%
B/E move
0.9%

Options history

No recorded observations