IntraAlpha
Create free account Start free

Verizon Communications Inc VZ

COMMUNICATION SERVICES · TELECOM SERVICES
i

Market dataready · fetched 2026-10-16T00:17:55.880Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:49:45.176815538Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:55.150952+00:00

Share price$44.48
1D-1.2%
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$0.26$1.34$2.42$3.50$4.58$37.69$41.55$45.41$49.27$53.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VZ spot · $44.48VZ PRICE$0.38$0.52$0.67$0.82$1.00$1.19$1.42$1.68$1.94$2.22$2.52$2.91$3.75$0.46$0.61$0.77$0.95$1.15$1.36$1.59$1.88$2.21$2.58$2.97$3.46$4.27
PutsCheap0.73×
CallsFair1.03×
SkewBearish+1.02 pp
Implied moveBearish±$3.00
TiltBearish7.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.8424.8%8.4%41.6028.1%7.5%
25Δ47.3025.6%7.5%42.2427.9%6.4%
30Δ46.7726.0%6.7%42.8227.5%5.5%
35Δ46.2425.9%5.8%43.3527.4%4.7%
40Δ45.7426.0%5.1%43.8527.4%4.0%
45Δ45.2726.2%4.5%44.3327.1%3.4%
50Δ44.8026.5%3.9%44.8126.8%2.8%
55Δ44.3327.0%3.4%45.3127.0%2.4%
60Δ43.8527.3%3.0%45.8227.5%2.0%
65Δ43.3727.0%2.5%46.3627.7%1.6%
70Δ42.8726.8%2.1%46.9227.8%1.2%
75Δ42.3226.8%1.7%47.5627.8%0.8%
80Δ41.3830.3%1.5%48.5029.5%0.6%

20Δ

Calls
Pseudo strike
47.84
IV
24.8%
B/E move
8.4%
Puts
Pseudo strike
41.60
IV
28.1%
B/E move
7.5%

25Δ

Calls
Pseudo strike
47.30
IV
25.6%
B/E move
7.5%
Puts
Pseudo strike
42.24
IV
27.9%
B/E move
6.4%

30Δ

Calls
Pseudo strike
46.77
IV
26.0%
B/E move
6.7%
Puts
Pseudo strike
42.82
IV
27.5%
B/E move
5.5%

35Δ

Calls
Pseudo strike
46.24
IV
25.9%
B/E move
5.8%
Puts
Pseudo strike
43.35
IV
27.4%
B/E move
4.7%

40Δ

Calls
Pseudo strike
45.74
IV
26.0%
B/E move
5.1%
Puts
Pseudo strike
43.85
IV
27.4%
B/E move
4.0%

45Δ

Calls
Pseudo strike
45.27
IV
26.2%
B/E move
4.5%
Puts
Pseudo strike
44.33
IV
27.1%
B/E move
3.4%

50Δ

Calls
Pseudo strike
44.80
IV
26.5%
B/E move
3.9%
Puts
Pseudo strike
44.81
IV
26.8%
B/E move
2.8%

55Δ

Calls
Pseudo strike
44.33
IV
27.0%
B/E move
3.4%
Puts
Pseudo strike
45.31
IV
27.0%
B/E move
2.4%

60Δ

Calls
Pseudo strike
43.85
IV
27.3%
B/E move
3.0%
Puts
Pseudo strike
45.82
IV
27.5%
B/E move
2.0%

65Δ

Calls
Pseudo strike
43.37
IV
27.0%
B/E move
2.5%
Puts
Pseudo strike
46.36
IV
27.7%
B/E move
1.6%

70Δ

Calls
Pseudo strike
42.87
IV
26.8%
B/E move
2.1%
Puts
Pseudo strike
46.92
IV
27.8%
B/E move
1.2%

75Δ

Calls
Pseudo strike
42.32
IV
26.8%
B/E move
1.7%
Puts
Pseudo strike
47.56
IV
27.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
41.38
IV
30.3%
B/E move
1.5%
Puts
Pseudo strike
48.50
IV
29.5%
B/E move
0.6%