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VinFast Auto Ltd. Ordinary Shares VFS

CONSUMER CYCLICAL · AUTO MANUFACTURERS
i

Market dataready · fetched 2026-11-06T17:32:53.929Z

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 · 2026-11-06T17:31:54.174222362Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T17:32:52.349376+00:00

Share price$3.26
1D+1.4%
$3.20$3.24$3.27$3.30$3.345:30 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$0.05$0.20$0.35$0.51$0.66$2.74$3.00$3.26$3.53$3.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VFS spot · $3.25VFS PRICE$0.07$0.09$0.11$0.14$0.16$0.18$0.21$0.23$0.25$0.28$0.30$0.32$0.12$0.17$0.22$0.27$0.32$0.37$0.42$0.47$0.52$0.57$0.61
Puts——
Calls——
Skew——
Implied moveBearish±$0.52
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.8677.5%20.6%
25Δ3.7876.6%19.0%
30Δ3.7175.7%17.3%3.0771.3%9.5%
35Δ3.6374.7%15.7%3.1470.9%8.7%
40Δ3.5573.8%14.0%3.2170.4%8.0%
45Δ3.4772.8%12.3%3.2970.0%7.3%
50Δ3.4071.9%10.7%3.3669.5%6.5%
55Δ3.3271.0%9.0%3.4369.1%5.8%
60Δ3.2470.0%7.4%3.5168.6%5.1%
65Δ3.1769.1%5.7%3.5868.2%4.3%
70Δ3.0968.1%4.1%3.6567.7%3.6%
75Δ3.0167.2%2.4%3.7367.3%2.9%
80Δ3.8066.8%2.2%

20Δ

Calls
Pseudo strike
3.86
IV
77.5%
B/E move
20.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
3.78
IV
76.6%
B/E move
19.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
3.71
IV
75.7%
B/E move
17.3%
Puts
Pseudo strike
3.07
IV
71.3%
B/E move
9.5%

35Δ

Calls
Pseudo strike
3.63
IV
74.7%
B/E move
15.7%
Puts
Pseudo strike
3.14
IV
70.9%
B/E move
8.7%

40Δ

Calls
Pseudo strike
3.55
IV
73.8%
B/E move
14.0%
Puts
Pseudo strike
3.21
IV
70.4%
B/E move
8.0%

45Δ

Calls
Pseudo strike
3.47
IV
72.8%
B/E move
12.3%
Puts
Pseudo strike
3.29
IV
70.0%
B/E move
7.3%

50Δ

Calls
Pseudo strike
3.40
IV
71.9%
B/E move
10.7%
Puts
Pseudo strike
3.36
IV
69.5%
B/E move
6.5%

55Δ

Calls
Pseudo strike
3.32
IV
71.0%
B/E move
9.0%
Puts
Pseudo strike
3.43
IV
69.1%
B/E move
5.8%

60Δ

Calls
Pseudo strike
3.24
IV
70.0%
B/E move
7.4%
Puts
Pseudo strike
3.51
IV
68.6%
B/E move
5.1%

65Δ

Calls
Pseudo strike
3.17
IV
69.1%
B/E move
5.7%
Puts
Pseudo strike
3.58
IV
68.2%
B/E move
4.3%

70Δ

Calls
Pseudo strike
3.09
IV
68.1%
B/E move
4.1%
Puts
Pseudo strike
3.65
IV
67.7%
B/E move
3.6%

75Δ

Calls
Pseudo strike
3.01
IV
67.2%
B/E move
2.4%
Puts
Pseudo strike
3.73
IV
67.3%
B/E move
2.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.80
IV
66.8%
B/E move
2.2%

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%