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VinFast Auto Ltd. Ordinary Shares VFS

i

Market datapartial · fetched 2026-11-03T14:42:37.149Z

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 · 2026-11-03T14:37:12.780814871Z

FundamentalsAlpha Vantage · unavailable

Share price$3.17
1D+0.2%
$3.16$3.17$3.17$3.18$3.195:30 AM6:30 AM9:00 AM1:00 PMVFS
Sold putSold call

VinFast Auto Ltd. Ordinary Shares options

Live interpolated VFS call and put midpoint premiums by absolute delta.VinFast Auto Ltd. Ordinary Shares$0.08$0.90$1.72$2.55$3.37$2.59$2.89$3.18$3.48$3.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ 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 VFS spot · $3.17VFS PRICE$0.17$0.20$0.23$0.26$0.29$0.32$0.36$0.50$0.64$0.78$3.13
Puts——
Calls——
Skew——
Implied moveBearish±$3.39
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ3.6195.6%19.1%
40Δ3.5195.6%16.9%
45Δ3.4095.5%14.6%
50Δ3.3095.5%12.3%5.53481.7%24.3%
55Δ3.2095.5%10.1%
60Δ3.1095.4%7.8%
65Δ2.9995.8%5.6%
70Δ2.83104.3%4.9%
75Δ2.66112.8%4.1%
80Δ2.49121.3%3.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
3.61
IV
95.6%
B/E move
19.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
3.51
IV
95.6%
B/E move
16.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
3.40
IV
95.5%
B/E move
14.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.30
IV
95.5%
B/E move
12.3%
Puts
Pseudo strike
5.53
IV
481.7%
B/E move
24.3%

55Δ

Calls
Pseudo strike
3.20
IV
95.5%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
3.10
IV
95.4%
B/E move
7.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.99
IV
95.8%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.83
IV
104.3%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
2.66
IV
112.8%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.49
IV
121.3%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend165.73%
Daily EOD
VFS101.4%137.3%173.1%2026-10-19: 106.34%2026-10-20: 122.29%2026-10-21: 168.19%2026-10-22: 134.17%2026-10-23: 120.26%2026-10-26: 156.80%2026-10-30: 165.73%Oct 19Oct 22Oct 30
7 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
106.34%
122.29%
168.19%
134.17%
120.26%
156.80%
165.73%