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Verizon Communications Inc VZ

COMMUNICATION SERVICES · TELECOM SERVICES
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Market dataready · fetched 2026-10-15T20:04:00.151Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:27.905526476Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:59:22.831151+00:00

Share price$44.40
1D-1.1%
AH$44.20$44.56$44.91$45.26$45.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVZ
Sold putSold callAH

Verizon Communications Inc options

Live interpolated VZ call and put midpoint premiums by absolute delta.Verizon Communications Inc$0.04$0.36$0.68$1.00$1.32$42.98$43.68$44.38$45.09$45.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $44.40OPTION PRICELive VZ spot · $44.40VZ PRICE$0.08$0.11$0.14$0.18$0.21$0.24$0.31$0.37$0.44$0.51$0.59$0.86$1.22$0.68$0.14$0.13$0.17$0.20$0.24$0.28$0.32$0.38$0.44$0.49$0.55$0.61
PutsExpensive1.17×
CallsCheap0.72×
SkewBearish+14.83 pp
Implied moveBullish±$0.59
TiltBullish6.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.0130.4%1.6%39.20292.5%13.2%
25Δ44.9130.5%1.4%43.6645.5%2.0%
30Δ44.8030.5%1.2%44.0827.0%1.0%
35Δ44.7030.6%1.1%44.1627.4%0.9%
40Δ44.6030.7%0.9%44.2427.8%0.8%
45Δ44.5030.7%0.8%44.3328.2%0.7%
50Δ44.4031.6%0.7%44.4128.6%0.6%
55Δ44.3032.5%0.6%44.4929.0%0.5%
60Δ44.1933.4%0.5%44.5828.6%0.4%
65Δ44.0934.2%0.4%44.6728.1%0.4%
70Δ43.9735.9%0.4%44.7627.6%0.3%
75Δ43.7044.5%0.4%44.8527.1%0.2%
80Δ43.3356.1%0.3%44.9426.7%0.2%

20Δ

Calls
Pseudo strike
45.01
IV
30.4%
B/E move
1.6%
Puts
Pseudo strike
39.20
IV
292.5%
B/E move
13.2%

25Δ

Calls
Pseudo strike
44.91
IV
30.5%
B/E move
1.4%
Puts
Pseudo strike
43.66
IV
45.5%
B/E move
2.0%

30Δ

Calls
Pseudo strike
44.80
IV
30.5%
B/E move
1.2%
Puts
Pseudo strike
44.08
IV
27.0%
B/E move
1.0%

35Δ

Calls
Pseudo strike
44.70
IV
30.6%
B/E move
1.1%
Puts
Pseudo strike
44.16
IV
27.4%
B/E move
0.9%

40Δ

Calls
Pseudo strike
44.60
IV
30.7%
B/E move
0.9%
Puts
Pseudo strike
44.24
IV
27.8%
B/E move
0.8%

45Δ

Calls
Pseudo strike
44.50
IV
30.7%
B/E move
0.8%
Puts
Pseudo strike
44.33
IV
28.2%
B/E move
0.7%

50Δ

Calls
Pseudo strike
44.40
IV
31.6%
B/E move
0.7%
Puts
Pseudo strike
44.41
IV
28.6%
B/E move
0.6%

55Δ

Calls
Pseudo strike
44.30
IV
32.5%
B/E move
0.6%
Puts
Pseudo strike
44.49
IV
29.0%
B/E move
0.5%

60Δ

Calls
Pseudo strike
44.19
IV
33.4%
B/E move
0.5%
Puts
Pseudo strike
44.58
IV
28.6%
B/E move
0.4%

65Δ

Calls
Pseudo strike
44.09
IV
34.2%
B/E move
0.4%
Puts
Pseudo strike
44.67
IV
28.1%
B/E move
0.4%

70Δ

Calls
Pseudo strike
43.97
IV
35.9%
B/E move
0.4%
Puts
Pseudo strike
44.76
IV
27.6%
B/E move
0.3%

75Δ

Calls
Pseudo strike
43.70
IV
44.5%
B/E move
0.4%
Puts
Pseudo strike
44.85
IV
27.1%
B/E move
0.2%

80Δ

Calls
Pseudo strike
43.33
IV
56.1%
B/E move
0.3%
Puts
Pseudo strike
44.94
IV
26.7%
B/E move
0.2%