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Verizon Communications Inc VZ

COMMUNICATION SERVICES · TELECOM SERVICES
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Market dataready · fetched 2026-10-16T21:47:44.537Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:43:21.613800904Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:47:44.009280+00:00

Share price$44.65
1D+0.0%
AH$44.41$44.56$44.72$44.87$45.025:30 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$0.14$0.62$1.11$1.59$2.07$41.09$42.64$44.18$45.73$47.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VZ spot · $44.65VZ PRICE$0.19$0.26$0.33$0.42$0.53$0.64$0.76$0.88$1.04$1.21$1.41$1.60$1.76$0.20$0.25$0.33$0.42$0.51$0.60$0.68$0.76$0.88$1.05$1.21$1.39$1.94
PutsExpensive1.07×
CallsCheap0.93×
SkewBullish-3.55 pp
Implied moveBullish±$1.44
TiltBullish3.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.2228.1%4.0%43.2328.8%3.6%
25Δ45.9328.5%3.4%43.6525.8%2.8%
30Δ45.6628.5%3.0%43.8527.0%2.5%
35Δ45.4129.0%2.6%44.0527.9%2.3%
40Δ45.1930.2%2.4%44.2827.9%2.0%
45Δ44.9731.2%2.1%44.5027.9%1.7%
50Δ44.7331.3%1.9%44.7026.8%1.4%
55Δ44.4831.3%1.6%44.9125.7%1.1%
60Δ44.2231.9%1.4%45.1225.6%0.9%
65Δ43.9632.4%1.2%45.3526.2%0.8%
70Δ43.6732.8%1.0%45.5926.5%0.6%
75Δ43.3932.4%0.8%45.8326.2%0.5%
80Δ43.1430.8%0.6%46.4329.8%0.3%

20Δ

Calls
Pseudo strike
46.22
IV
28.1%
B/E move
4.0%
Puts
Pseudo strike
43.23
IV
28.8%
B/E move
3.6%

25Δ

Calls
Pseudo strike
45.93
IV
28.5%
B/E move
3.4%
Puts
Pseudo strike
43.65
IV
25.8%
B/E move
2.8%

30Δ

Calls
Pseudo strike
45.66
IV
28.5%
B/E move
3.0%
Puts
Pseudo strike
43.85
IV
27.0%
B/E move
2.5%

35Δ

Calls
Pseudo strike
45.41
IV
29.0%
B/E move
2.6%
Puts
Pseudo strike
44.05
IV
27.9%
B/E move
2.3%

40Δ

Calls
Pseudo strike
45.19
IV
30.2%
B/E move
2.4%
Puts
Pseudo strike
44.28
IV
27.9%
B/E move
2.0%

45Δ

Calls
Pseudo strike
44.97
IV
31.2%
B/E move
2.1%
Puts
Pseudo strike
44.50
IV
27.9%
B/E move
1.7%

50Δ

Calls
Pseudo strike
44.73
IV
31.3%
B/E move
1.9%
Puts
Pseudo strike
44.70
IV
26.8%
B/E move
1.4%

55Δ

Calls
Pseudo strike
44.48
IV
31.3%
B/E move
1.6%
Puts
Pseudo strike
44.91
IV
25.7%
B/E move
1.1%

60Δ

Calls
Pseudo strike
44.22
IV
31.9%
B/E move
1.4%
Puts
Pseudo strike
45.12
IV
25.6%
B/E move
0.9%

65Δ

Calls
Pseudo strike
43.96
IV
32.4%
B/E move
1.2%
Puts
Pseudo strike
45.35
IV
26.2%
B/E move
0.8%

70Δ

Calls
Pseudo strike
43.67
IV
32.8%
B/E move
1.0%
Puts
Pseudo strike
45.59
IV
26.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
43.39
IV
32.4%
B/E move
0.8%
Puts
Pseudo strike
45.83
IV
26.2%
B/E move
0.5%

80Δ

Calls
Pseudo strike
43.14
IV
30.8%
B/E move
0.6%
Puts
Pseudo strike
46.43
IV
29.8%
B/E move
0.3%