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Vertex, Inc. Class A Common Stock VERX

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Market dataready · fetched 2026-11-04T09:42:09.261Z

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

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 · 2026-11-04T09:04:07.051650807Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T09:42:08.264265+00:00

Share price$14.78
1D
Price history unavailable.

Vertex, Inc. Class A Common Stock options

Live interpolated VERX call and put midpoint premiums by absolute delta.Vertex, Inc. Class A Common Stock$0.25$1.42$2.60$3.77$4.95$11.64$13.62$15.60$17.59$19.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VERX spot · $14.78VERX PRICE$0.38$0.46$0.57$0.69$0.80$0.96$1.12$1.38$1.70$2.11$2.70$3.59$4.61$0.38$0.38$0.47$0.58$0.68$0.79$0.93$1.08$1.24$1.40
Puts——
CallsExpensive1.64×
Skew——
Implied moveBullish±$1.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.98120.5%31.0%
25Δ17.81110.9%23.6%13.4076.4%11.9%
30Δ17.15109.2%19.9%13.9758.9%8.0%
35Δ16.56106.0%16.7%14.2258.1%7.0%
40Δ15.99102.3%13.6%14.4558.2%6.1%
45Δ15.57102.3%11.9%14.6858.2%5.3%
50Δ15.15102.4%10.1%14.9158.3%4.4%
55Δ14.73108.3%9.0%15.1558.0%3.7%
60Δ14.30117.8%8.3%15.4057.7%3.2%
65Δ13.80130.7%7.6%15.6457.3%2.6%
70Δ13.16151.7%7.3%15.8957.0%2.0%
75Δ12.26185.9%7.2%
80Δ11.16217.7%6.7%

20Δ

Calls
Pseudo strike
18.98
IV
120.5%
B/E move
31.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
17.81
IV
110.9%
B/E move
23.6%
Puts
Pseudo strike
13.40
IV
76.4%
B/E move
11.9%

30Δ

Calls
Pseudo strike
17.15
IV
109.2%
B/E move
19.9%
Puts
Pseudo strike
13.97
IV
58.9%
B/E move
8.0%

35Δ

Calls
Pseudo strike
16.56
IV
106.0%
B/E move
16.7%
Puts
Pseudo strike
14.22
IV
58.1%
B/E move
7.0%

40Δ

Calls
Pseudo strike
15.99
IV
102.3%
B/E move
13.6%
Puts
Pseudo strike
14.45
IV
58.2%
B/E move
6.1%

45Δ

Calls
Pseudo strike
15.57
IV
102.3%
B/E move
11.9%
Puts
Pseudo strike
14.68
IV
58.2%
B/E move
5.3%

50Δ

Calls
Pseudo strike
15.15
IV
102.4%
B/E move
10.1%
Puts
Pseudo strike
14.91
IV
58.3%
B/E move
4.4%

55Δ

Calls
Pseudo strike
14.73
IV
108.3%
B/E move
9.0%
Puts
Pseudo strike
15.15
IV
58.0%
B/E move
3.7%

60Δ

Calls
Pseudo strike
14.30
IV
117.8%
B/E move
8.3%
Puts
Pseudo strike
15.40
IV
57.7%
B/E move
3.2%

65Δ

Calls
Pseudo strike
13.80
IV
130.7%
B/E move
7.6%
Puts
Pseudo strike
15.64
IV
57.3%
B/E move
2.6%

70Δ

Calls
Pseudo strike
13.16
IV
151.7%
B/E move
7.3%
Puts
Pseudo strike
15.89
IV
57.0%
B/E move
2.0%

75Δ

Calls
Pseudo strike
12.26
IV
185.9%
B/E move
7.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
11.16
IV
217.7%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend68.61%
Daily EOD
VERX58.2%65.8%73.5%2026-10-19: 59.21%2026-10-20: 72.41%2026-10-21: 72.16%2026-10-22: 67.57%2026-10-23: 65.85%2026-10-26: 64.68%2026-10-27: 69.14%2026-10-28: 69.00%2026-10-29: 66.56%2026-10-30: 68.61%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
59.21%
72.41%
72.16%
67.57%
65.85%
64.68%
69.14%
69.00%
66.56%
68.61%