NCR Voyix Corporation VYX
TECHNOLOGY · INFORMATION TECHNOLOGY SERVICESi
Market dataready · fetched 2026-10-22T18:29:46.772Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T18:29:41.841028705Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T18:23:27.065463+00:00
Share price$8.44
1D+1.0%
Sold putSold call
NCR Voyix Corporation options
PutsExpensive1.89×
CallsExpensive1.43×
SkewBearish+18.53 pp
Implied moveBearish±$2.02
TiltBearish52.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 14.70 | 175.7% | 78.7% | 6.02 | 180.9% | 32.8% |
| 25Δ | 11.61 | 114.9% | 41.5% | 7.21 | 101.2% | 18.6% |
| 30Δ | 9.87 | 83.0% | 21.2% | 7.73 | 83.4% | 14.3% |
| 35Δ | 9.61 | 82.4% | 19.3% | 8.02 | 85.2% | 13.0% |
| 40Δ | 9.34 | 81.8% | 17.3% | 8.32 | 87.1% | 11.7% |
| 45Δ | 9.07 | 81.2% | 15.4% | 8.62 | 88.9% | 10.5% |
| 50Δ | 8.81 | 80.6% | 13.5% | 8.92 | 90.7% | 9.2% |
| 55Δ | 8.54 | 80.0% | 11.6% | 9.22 | 92.5% | 7.9% |
| 60Δ | 8.27 | 79.4% | 9.6% | 9.51 | 94.4% | 6.6% |
| 65Δ | 8.01 | 78.8% | 7.7% | 9.81 | 96.2% | 5.4% |
| 70Δ | 7.74 | 78.2% | 5.8% | 10.78 | 110.8% | 4.5% |
| 75Δ | 12.88 | 147.0% | 4.2% | |||
| 80Δ | 14.98 | 183.3% | 4.0% | |||
20Δ
- Pseudo strike
- 14.70
- IV
- 175.7%
- B/E move
- 78.7%
- Pseudo strike
- 6.02
- IV
- 180.9%
- B/E move
- 32.8%
25Δ
- Pseudo strike
- 11.61
- IV
- 114.9%
- B/E move
- 41.5%
- Pseudo strike
- 7.21
- IV
- 101.2%
- B/E move
- 18.6%
30Δ
- Pseudo strike
- 9.87
- IV
- 83.0%
- B/E move
- 21.2%
- Pseudo strike
- 7.73
- IV
- 83.4%
- B/E move
- 14.3%
35Δ
- Pseudo strike
- 9.61
- IV
- 82.4%
- B/E move
- 19.3%
- Pseudo strike
- 8.02
- IV
- 85.2%
- B/E move
- 13.0%
40Δ
- Pseudo strike
- 9.34
- IV
- 81.8%
- B/E move
- 17.3%
- Pseudo strike
- 8.32
- IV
- 87.1%
- B/E move
- 11.7%
45Δ
- Pseudo strike
- 9.07
- IV
- 81.2%
- B/E move
- 15.4%
- Pseudo strike
- 8.62
- IV
- 88.9%
- B/E move
- 10.5%
50Δ
- Pseudo strike
- 8.81
- IV
- 80.6%
- B/E move
- 13.5%
- Pseudo strike
- 8.92
- IV
- 90.7%
- B/E move
- 9.2%
55Δ
- Pseudo strike
- 8.54
- IV
- 80.0%
- B/E move
- 11.6%
- Pseudo strike
- 9.22
- IV
- 92.5%
- B/E move
- 7.9%
60Δ
- Pseudo strike
- 8.27
- IV
- 79.4%
- B/E move
- 9.6%
- Pseudo strike
- 9.51
- IV
- 94.4%
- B/E move
- 6.6%
65Δ
- Pseudo strike
- 8.01
- IV
- 78.8%
- B/E move
- 7.7%
- Pseudo strike
- 9.81
- IV
- 96.2%
- B/E move
- 5.4%
70Δ
- Pseudo strike
- 7.74
- IV
- 78.2%
- B/E move
- 5.8%
- Pseudo strike
- 10.78
- IV
- 110.8%
- B/E move
- 4.5%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 12.88
- IV
- 147.0%
- B/E move
- 4.2%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 14.98
- IV
- 183.3%
- B/E move
- 4.0%
Options history
No recorded observations