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Verizon Communications VZ

i

Market dataready · fetched 2026-11-07T02:19:16.866Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:15:56.509263381Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T02:19:16.411372+00:00

Share price$45.61
1D+0.8%
AH$45.06$45.39$45.71$46.04$46.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVZ
Sold putSold callAH

Verizon Communications options

Live interpolated VZ call and put midpoint premiums by absolute delta.Verizon Communications$0.13$0.66$1.18$1.70$2.23$43.06$44.35$45.63$46.91$48.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VZ spot · $45.61VZ PRICE$0.19$0.26$0.33$0.42$0.51$0.62$0.74$0.88$1.10$1.37$1.69$1.92$2.08$0.19$0.25$0.32$0.39$0.47$0.55$0.65$0.74$0.84$0.92$1.00$1.14$1.42
PutsCheap0.78×
CallsCheap0.94×
SkewBullish-7.32 pp
Implied moveBullish±$1.38
TiltBullish15.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.1627.2%3.8%44.3225.7%3.3%
25Δ46.8727.3%3.3%44.5726.0%2.8%
30Δ46.6227.7%2.9%44.8225.8%2.4%
35Δ46.3828.3%2.6%45.0525.6%2.1%
40Δ46.1528.8%2.3%45.2625.4%1.8%
45Δ45.9229.3%2.0%45.4725.1%1.5%
50Δ45.6829.7%1.8%45.6724.8%1.3%
55Δ45.4430.5%1.5%45.8724.6%1.1%
60Δ45.1533.0%1.4%46.0524.0%0.9%
65Δ44.8235.9%1.3%46.2222.8%0.7%
70Δ44.4438.8%1.1%46.3821.6%0.5%
75Δ44.1038.4%0.9%46.5921.2%0.4%
80Δ43.8435.8%0.7%46.9122.8%0.3%

20Δ

Calls
Pseudo strike
47.16
IV
27.2%
B/E move
3.8%
Puts
Pseudo strike
44.32
IV
25.7%
B/E move
3.3%

25Δ

Calls
Pseudo strike
46.87
IV
27.3%
B/E move
3.3%
Puts
Pseudo strike
44.57
IV
26.0%
B/E move
2.8%

30Δ

Calls
Pseudo strike
46.62
IV
27.7%
B/E move
2.9%
Puts
Pseudo strike
44.82
IV
25.8%
B/E move
2.4%

35Δ

Calls
Pseudo strike
46.38
IV
28.3%
B/E move
2.6%
Puts
Pseudo strike
45.05
IV
25.6%
B/E move
2.1%

40Δ

Calls
Pseudo strike
46.15
IV
28.8%
B/E move
2.3%
Puts
Pseudo strike
45.26
IV
25.4%
B/E move
1.8%

45Δ

Calls
Pseudo strike
45.92
IV
29.3%
B/E move
2.0%
Puts
Pseudo strike
45.47
IV
25.1%
B/E move
1.5%

50Δ

Calls
Pseudo strike
45.68
IV
29.7%
B/E move
1.8%
Puts
Pseudo strike
45.67
IV
24.8%
B/E move
1.3%

55Δ

Calls
Pseudo strike
45.44
IV
30.5%
B/E move
1.5%
Puts
Pseudo strike
45.87
IV
24.6%
B/E move
1.1%

60Δ

Calls
Pseudo strike
45.15
IV
33.0%
B/E move
1.4%
Puts
Pseudo strike
46.05
IV
24.0%
B/E move
0.9%

65Δ

Calls
Pseudo strike
44.82
IV
35.9%
B/E move
1.3%
Puts
Pseudo strike
46.22
IV
22.8%
B/E move
0.7%

70Δ

Calls
Pseudo strike
44.44
IV
38.8%
B/E move
1.1%
Puts
Pseudo strike
46.38
IV
21.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
44.10
IV
38.4%
B/E move
0.9%
Puts
Pseudo strike
46.59
IV
21.2%
B/E move
0.4%

80Δ

Calls
Pseudo strike
43.84
IV
35.8%
B/E move
0.7%
Puts
Pseudo strike
46.91
IV
22.8%
B/E move
0.3%

Options history

IV · four-Friday blend26.07%
Daily close
VZ18.6%27.6%36.6%2026-08-10: 24.02%2026-08-11: 22.42%2026-08-12: 22.56%2026-08-13: 23.15%2026-08-14: 20.37%2026-08-17: 22.59%2026-08-18: 21.35%2026-08-19: 22.63%2026-08-20: 22.53%2026-08-21: 20.67%2026-08-24: 24.09%2026-08-25: 21.69%2026-08-26: 31.34%2026-08-27: 24.57%2026-08-28: 20.32%2026-08-31: 19.83%2026-09-01: 20.96%2026-09-02: 31.21%2026-09-04: 20.54%2026-09-08: 23.36%2026-09-09: 26.08%2026-09-10: 23.28%2026-09-11: 20.83%2026-09-14: 22.68%2026-09-15: 22.93%2026-09-16: 25.90%2026-09-17: 22.79%2026-09-18: 21.97%2026-09-21: 24.29%2026-09-22: 26.68%2026-09-23: 26.58%2026-09-24: 25.59%2026-09-25: 22.61%2026-09-28: 24.54%2026-09-29: 24.20%2026-09-30: 26.13%2026-10-01: 24.52%2026-10-02: 24.54%2026-10-05: 25.71%2026-10-06: 27.84%2026-10-07: 28.64%2026-10-09: 31.08%2026-10-12: 29.09%2026-10-13: 29.82%2026-10-14: 29.23%2026-10-15: 28.17%2026-10-16: 30.41%2026-10-19: 32.94%2026-10-20: 34.31%2026-10-21: 31.37%2026-10-22: 34.31%2026-10-23: 35.33%2026-10-26: 28.32%2026-10-27: 27.06%2026-10-28: 30.12%2026-10-29: 27.33%2026-10-30: 26.07%Aug 10Sep 21Oct 30
57 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
24.02%
22.42%
22.56%
23.15%
20.37%
22.59%
21.35%
22.63%
22.53%
20.67%
24.09%
21.69%
31.34%
24.57%
20.32%
19.83%
20.96%
31.21%
20.54%
23.36%
26.08%
23.28%
20.83%
22.68%
22.93%
25.90%
22.79%
21.97%
24.29%
26.68%
26.58%
25.59%
22.61%
24.54%
24.20%
26.13%
24.52%
24.54%
25.71%
27.84%
28.64%
31.08%
29.09%
29.82%
29.23%
28.17%
30.41%
32.94%
34.31%
31.37%
34.31%
35.33%
28.32%
27.06%
30.12%
27.33%
26.07%