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Vulcan Materials Company(Holding Company) VMC

i

Market datapartial · fetched 2026-11-04T08:58:48.366Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-04T00:00:00.000490712Z

FundamentalsAlpha Vantage · unavailable

Share price$284.60
1D-1.1%
AH$284$285$286$287$2885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVMC
Sold putSold callAH

Vulcan Materials Company(Holding Company) options

Live interpolated VMC call and put midpoint premiums by absolute delta.Vulcan Materials Company(Holding Company)$0.00$0.27$0.54$0.81$1.08$-0.28$0.11$0.50$0.89$1.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEVMC PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend28.21%
Daily close
VMC24.9%29.4%33.9%2026-08-06: 28.89%2026-08-07: 28.05%2026-08-10: 28.58%2026-08-11: 28.20%2026-08-12: 27.26%2026-08-13: 27.48%2026-08-14: 25.65%2026-08-17: 27.34%2026-08-18: 28.51%2026-08-21: 27.20%2026-08-24: 26.75%2026-08-25: 26.69%2026-08-26: 26.48%2026-08-27: 26.63%2026-08-28: 25.89%2026-08-31: 25.98%2026-09-01: 26.37%2026-09-02: 26.27%2026-09-03: 26.75%2026-09-04: 25.51%2026-09-08: 27.84%2026-09-09: 28.52%2026-09-10: 28.98%2026-09-11: 28.64%2026-09-14: 29.09%2026-09-15: 30.38%2026-09-18: 28.31%2026-09-21: 28.85%2026-09-22: 28.63%2026-09-23: 29.06%2026-09-24: 29.24%2026-09-25: 28.91%2026-09-28: 29.32%2026-09-29: 29.80%2026-09-30: 29.58%2026-10-01: 29.66%2026-10-02: 30.20%2026-10-05: 29.87%2026-10-06: 29.69%2026-10-07: 29.77%2026-10-08: 30.05%2026-10-09: 30.30%2026-10-12: 31.40%2026-10-13: 32.64%2026-10-14: 33.25%2026-10-16: 29.72%2026-10-19: 30.29%2026-10-20: 30.38%2026-10-21: 30.73%2026-10-22: 30.18%2026-10-23: 30.23%2026-10-26: 30.73%2026-10-27: 30.56%2026-10-28: 30.64%2026-10-29: 27.85%2026-10-30: 28.21%Aug 6Sep 21Oct 30
56 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
28.89%
28.05%
28.58%
28.20%
27.26%
27.48%
25.65%
27.34%
28.51%
27.20%
26.75%
26.69%
26.48%
26.63%
25.89%
25.98%
26.37%
26.27%
26.75%
25.51%
27.84%
28.52%
28.98%
28.64%
29.09%
30.38%
28.31%
28.85%
28.63%
29.06%
29.24%
28.91%
29.32%
29.80%
29.58%
29.66%
30.20%
29.87%
29.69%
29.77%
30.05%
30.30%
31.40%
32.64%
33.25%
29.72%
30.29%
30.38%
30.73%
30.18%
30.23%
30.73%
30.56%
30.64%
27.85%
28.21%