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Valvoline Inc VVV

CONSUMER CYCLICAL · AUTO & TRUCK DEALERSHIPS
i

Market dataready · fetched 2026-10-23T02:01:31.792Z

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 · 2026-10-22T23:00:00.00255525Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T02:01:31.267318+00:00

Share price$32.44
1D+4.2%
AH$30.92$31.33$31.74$32.15$32.565:30 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$0.39$2.85$5.31$7.77$10.23$25.63$28.69$31.74$34.80$37.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VVV spot · $32.44VVV PRICE$0.82$0.66$0.70$0.95$1.20$1.44$1.69$1.94$2.18$2.43$2.68$2.92$1.08$1.05$1.12$1.40$1.67$1.95$2.22$2.49$2.77$3.04$3.87$6.44$9.53
PutsExpensive1.71×
CallsExpensive1.14×
SkewBearish+15.29 pp
Implied moveBearish±$3.91
TiltBearish32.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.2597.2%35.8%26.4699.8%21.7%
25Δ37.7058.3%18.2%28.6274.8%15.0%
30Δ34.7439.5%9.3%30.2258.3%10.3%
35Δ34.2539.7%8.5%30.8456.8%9.2%
40Δ33.7539.9%7.7%31.4555.3%8.2%
45Δ33.2540.1%6.9%32.0753.8%7.1%
50Δ32.7540.2%6.2%32.6952.2%6.1%
55Δ32.2540.4%5.4%33.3050.7%5.0%
60Δ31.7540.6%4.6%33.9249.2%4.0%
65Δ31.2540.8%3.8%34.5347.7%2.9%
70Δ30.7640.9%3.1%35.6250.8%2.1%
75Δ30.2641.1%2.3%38.1968.5%2.1%
80Δ41.3186.2%2.0%

20Δ

Calls
Pseudo strike
43.25
IV
97.2%
B/E move
35.8%
Puts
Pseudo strike
26.46
IV
99.8%
B/E move
21.7%

25Δ

Calls
Pseudo strike
37.70
IV
58.3%
B/E move
18.2%
Puts
Pseudo strike
28.62
IV
74.8%
B/E move
15.0%

30Δ

Calls
Pseudo strike
34.74
IV
39.5%
B/E move
9.3%
Puts
Pseudo strike
30.22
IV
58.3%
B/E move
10.3%

35Δ

Calls
Pseudo strike
34.25
IV
39.7%
B/E move
8.5%
Puts
Pseudo strike
30.84
IV
56.8%
B/E move
9.2%

40Δ

Calls
Pseudo strike
33.75
IV
39.9%
B/E move
7.7%
Puts
Pseudo strike
31.45
IV
55.3%
B/E move
8.2%

45Δ

Calls
Pseudo strike
33.25
IV
40.1%
B/E move
6.9%
Puts
Pseudo strike
32.07
IV
53.8%
B/E move
7.1%

50Δ

Calls
Pseudo strike
32.75
IV
40.2%
B/E move
6.2%
Puts
Pseudo strike
32.69
IV
52.2%
B/E move
6.1%

55Δ

Calls
Pseudo strike
32.25
IV
40.4%
B/E move
5.4%
Puts
Pseudo strike
33.30
IV
50.7%
B/E move
5.0%

60Δ

Calls
Pseudo strike
31.75
IV
40.6%
B/E move
4.6%
Puts
Pseudo strike
33.92
IV
49.2%
B/E move
4.0%

65Δ

Calls
Pseudo strike
31.25
IV
40.8%
B/E move
3.8%
Puts
Pseudo strike
34.53
IV
47.7%
B/E move
2.9%

70Δ

Calls
Pseudo strike
30.76
IV
40.9%
B/E move
3.1%
Puts
Pseudo strike
35.62
IV
50.8%
B/E move
2.1%

75Δ

Calls
Pseudo strike
30.26
IV
41.1%
B/E move
2.3%
Puts
Pseudo strike
38.19
IV
68.5%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.31
IV
86.2%
B/E move
2.0%

Options history

No recorded observations