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V.F. Corporation VFC

i

Market dataready · fetched 2026-11-03T19:57:34.416Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-03T19:57:32.727832832Z

FundamentalsSEC EDGAR · ready · as of 2026-09-26 · fetched 2026-11-03T19:57:33.891701+00:00

Share price$20.00
1D+3.0%
$19.23$19.47$19.70$19.93$20.175:30 AM6:30 AM9:00 AM1:00 PMVFC
Sold putSold call

V.F. Corporation options

Live interpolated VFC call and put midpoint premiums by absolute delta.V.F. Corporation$0.00$1.44$2.87$4.31$5.74$17.88$18.78$19.67$20.56$21.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VFC spot · $20.00VFC PRICE$0.13$0.16$0.20$0.25$0.30$0.36$0.42$0.49$0.57$0.65$0.74$0.86$0.99$0.13$0.18$0.22$0.28$0.34$0.40$0.47$0.58$0.68$1.89$4.23$5.33
Puts——
CallsFair0.99×
Skew——
Implied moveBearish±$0.89
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.0665.0%6.0%19.0962.3%5.2%
25Δ20.8462.5%5.0%19.2761.7%4.5%
30Δ20.6360.1%4.2%19.4561.2%3.8%
35Δ20.4558.7%3.5%19.6161.3%3.4%
40Δ20.3158.9%3.1%19.7561.7%3.0%
45Δ20.1759.1%2.7%19.8962.0%2.6%
50Δ20.0359.3%2.2%20.0462.6%2.2%
55Δ19.8959.3%1.9%20.1963.9%1.9%
60Δ19.7559.3%1.6%20.3565.1%1.6%
65Δ19.6159.3%1.3%
70Δ19.4759.2%1.1%21.47132.9%2.1%
75Δ19.3158.7%0.8%23.66234.6%2.8%
80Δ19.1458.3%0.6%24.88249.4%2.2%

20Δ

Calls
Pseudo strike
21.06
IV
65.0%
B/E move
6.0%
Puts
Pseudo strike
19.09
IV
62.3%
B/E move
5.2%

25Δ

Calls
Pseudo strike
20.84
IV
62.5%
B/E move
5.0%
Puts
Pseudo strike
19.27
IV
61.7%
B/E move
4.5%

30Δ

Calls
Pseudo strike
20.63
IV
60.1%
B/E move
4.2%
Puts
Pseudo strike
19.45
IV
61.2%
B/E move
3.8%

35Δ

Calls
Pseudo strike
20.45
IV
58.7%
B/E move
3.5%
Puts
Pseudo strike
19.61
IV
61.3%
B/E move
3.4%

40Δ

Calls
Pseudo strike
20.31
IV
58.9%
B/E move
3.1%
Puts
Pseudo strike
19.75
IV
61.7%
B/E move
3.0%

45Δ

Calls
Pseudo strike
20.17
IV
59.1%
B/E move
2.7%
Puts
Pseudo strike
19.89
IV
62.0%
B/E move
2.6%

50Δ

Calls
Pseudo strike
20.03
IV
59.3%
B/E move
2.2%
Puts
Pseudo strike
20.04
IV
62.6%
B/E move
2.2%

55Δ

Calls
Pseudo strike
19.89
IV
59.3%
B/E move
1.9%
Puts
Pseudo strike
20.19
IV
63.9%
B/E move
1.9%

60Δ

Calls
Pseudo strike
19.75
IV
59.3%
B/E move
1.6%
Puts
Pseudo strike
20.35
IV
65.1%
B/E move
1.6%

65Δ

Calls
Pseudo strike
19.61
IV
59.3%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
19.47
IV
59.2%
B/E move
1.1%
Puts
Pseudo strike
21.47
IV
132.9%
B/E move
2.1%

75Δ

Calls
Pseudo strike
19.31
IV
58.7%
B/E move
0.8%
Puts
Pseudo strike
23.66
IV
234.6%
B/E move
2.8%

80Δ

Calls
Pseudo strike
19.14
IV
58.3%
B/E move
0.6%
Puts
Pseudo strike
24.88
IV
249.4%
B/E move
2.2%

Options history

IV · four-Friday blend47.27%
Daily close
VFC28.1%92.3%156.6%2026-08-05: 47.38%2026-08-07: 41.57%2026-08-10: 64.05%2026-08-11: 42.71%2026-08-12: 72.13%2026-08-13: 119.32%2026-08-14: 37.00%2026-08-17: 49.30%2026-08-18: 51.66%2026-08-19: 49.94%2026-08-20: 46.88%2026-08-21: 43.70%2026-08-24: 43.60%2026-08-25: 54.16%2026-08-26: 50.77%2026-08-27: 49.66%2026-08-28: 85.95%2026-08-31: 44.99%2026-09-01: 62.27%2026-09-02: 82.75%2026-09-03: 110.39%2026-09-04: 47.26%2026-09-08: 83.67%2026-09-09: 49.88%2026-09-10: 99.09%2026-09-11: 37.57%2026-09-14: 40.41%2026-09-15: 47.65%2026-09-17: 68.57%2026-09-18: 37.62%2026-09-21: 62.43%2026-09-22: 56.72%2026-09-23: 39.97%2026-09-24: 147.69%2026-09-25: 45.25%2026-09-28: 50.72%2026-09-29: 48.74%2026-09-30: 72.81%2026-10-01: 62.87%2026-10-02: 49.24%2026-10-05: 47.95%2026-10-06: 47.96%2026-10-07: 52.03%2026-10-08: 48.26%2026-10-09: 52.86%2026-10-12: 54.98%2026-10-13: 59.53%2026-10-14: 59.83%2026-10-15: 61.90%2026-10-16: 62.76%2026-10-19: 69.80%2026-10-20: 67.10%2026-10-21: 65.28%2026-10-22: 71.60%2026-10-23: 73.68%2026-10-26: 81.12%2026-10-27: 104.16%2026-10-28: 81.80%2026-10-29: 57.30%2026-10-30: 47.27%Aug 5Sep 18Oct 30
60 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
47.38%
41.57%
64.05%
42.71%
72.13%
119.32%
37.00%
49.30%
51.66%
49.94%
46.88%
43.70%
43.60%
54.16%
50.77%
49.66%
85.95%
44.99%
62.27%
82.75%
110.39%
47.26%
83.67%
49.88%
99.09%
37.57%
40.41%
47.65%
68.57%
37.62%
62.43%
56.72%
39.97%
147.69%
45.25%
50.72%
48.74%
72.81%
62.87%
49.24%
47.95%
47.96%
52.03%
48.26%
52.86%
54.98%
59.53%
59.83%
61.90%
62.76%
69.80%
67.10%
65.28%
71.60%
73.68%
81.12%
104.16%
81.80%
57.30%
47.27%