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Vylor Inc. VYLR

FINANCIAL SERVICES · SHELL COMPANIES
i

Market dataready · fetched 2026-11-12T03:09:06.145Z

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 · 2026-11-12T00:00:00.001514879Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T03:09:05.804695+00:00

Share price$72.10
1D-1.4%
AH$70.89$71.35$71.82$72.28$72.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVYLR
Sold putSold callAH

Vylor Inc. options

Live interpolated VYLR call and put midpoint premiums by absolute delta.Vylor Inc.$0.47$2.37$4.28$6.18$8.09$63.48$67.72$71.96$76.21$80.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VYLR spot · $72.10VYLR PRICE$0.67$0.85$1.03$1.36$1.79$2.22$2.65$3.08$3.52$3.97$4.58$5.20$5.81$0.88$1.16$1.44$1.71$2.21$2.73$3.25$3.78$4.30$4.97$5.82$6.68$7.54
PutsFair1.04×
CallsCheap0.91×
SkewBearish+8.01 pp
Implied moveBearish±$5.91
TiltBearish11.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.4155.8%9.7%66.4462.9%9.1%
25Δ77.0052.8%8.0%67.5862.2%7.9%
30Δ75.5849.8%6.3%68.7261.5%6.7%
35Δ74.5449.6%5.3%69.8660.7%5.5%
40Δ73.7751.4%4.8%70.8061.3%4.9%
45Δ73.0053.2%4.3%71.7262.0%4.3%
50Δ72.2355.0%3.9%72.6462.8%3.8%
55Δ71.4656.8%3.4%73.5663.5%3.2%
60Δ70.6958.6%2.9%74.4764.2%2.7%
65Δ69.9060.0%2.5%75.4964.3%2.2%
70Δ69.0157.7%2.1%76.6363.5%1.8%
75Δ68.1255.4%1.7%77.7862.7%1.4%
80Δ67.2353.2%1.3%78.9261.9%1.0%

20Δ

Calls
Pseudo strike
78.41
IV
55.8%
B/E move
9.7%
Puts
Pseudo strike
66.44
IV
62.9%
B/E move
9.1%

25Δ

Calls
Pseudo strike
77.00
IV
52.8%
B/E move
8.0%
Puts
Pseudo strike
67.58
IV
62.2%
B/E move
7.9%

30Δ

Calls
Pseudo strike
75.58
IV
49.8%
B/E move
6.3%
Puts
Pseudo strike
68.72
IV
61.5%
B/E move
6.7%

35Δ

Calls
Pseudo strike
74.54
IV
49.6%
B/E move
5.3%
Puts
Pseudo strike
69.86
IV
60.7%
B/E move
5.5%

40Δ

Calls
Pseudo strike
73.77
IV
51.4%
B/E move
4.8%
Puts
Pseudo strike
70.80
IV
61.3%
B/E move
4.9%

45Δ

Calls
Pseudo strike
73.00
IV
53.2%
B/E move
4.3%
Puts
Pseudo strike
71.72
IV
62.0%
B/E move
4.3%

50Δ

Calls
Pseudo strike
72.23
IV
55.0%
B/E move
3.9%
Puts
Pseudo strike
72.64
IV
62.8%
B/E move
3.8%

55Δ

Calls
Pseudo strike
71.46
IV
56.8%
B/E move
3.4%
Puts
Pseudo strike
73.56
IV
63.5%
B/E move
3.2%

60Δ

Calls
Pseudo strike
70.69
IV
58.6%
B/E move
2.9%
Puts
Pseudo strike
74.47
IV
64.2%
B/E move
2.7%

65Δ

Calls
Pseudo strike
69.90
IV
60.0%
B/E move
2.5%
Puts
Pseudo strike
75.49
IV
64.3%
B/E move
2.2%

70Δ

Calls
Pseudo strike
69.01
IV
57.7%
B/E move
2.1%
Puts
Pseudo strike
76.63
IV
63.5%
B/E move
1.8%

75Δ

Calls
Pseudo strike
68.12
IV
55.4%
B/E move
1.7%
Puts
Pseudo strike
77.78
IV
62.7%
B/E move
1.4%

80Δ

Calls
Pseudo strike
67.23
IV
53.2%
B/E move
1.3%
Puts
Pseudo strike
78.92
IV
61.9%
B/E move
1.0%

Options history

IV · four-Friday blend36.74%
Daily close
VYLR31.0%44.0%57.0%2026-10-09: 55.22%2026-10-12: 46.17%2026-10-14: 45.98%2026-10-16: 35.91%2026-10-19: 32.79%2026-10-20: 34.00%2026-10-21: 34.98%2026-10-22: 34.85%2026-10-23: 35.14%2026-10-26: 34.50%2026-10-27: 34.93%2026-10-28: 35.76%2026-10-29: 34.72%2026-10-30: 36.74%Oct 9Oct 21Oct 30
14 observations2026-10-09 — 2026-10-30
Table
DateIV (%)
55.22%
46.17%
45.98%
35.91%
32.79%
34.00%
34.98%
34.85%
35.14%
34.50%
34.93%
35.76%
34.72%
36.74%