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Valmont Industries, Inc. VMI

INDUSTRIALS · CONGLOMERATES
i

Market dataready · fetched 2026-11-04T07:35:59.332Z

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 · 2026-11-04T00:00:00.000496797Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T07:26:28.730575+00:00

Share price$437.88
1D+0.4%
AH$430$433$435$438$4415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVMI
Sold putSold callAH

Valmont Industries, Inc. options

Live interpolated VMI call and put midpoint premiums by absolute delta.Valmont Industries, Inc.$2.72$10.30$17.89$25.47$33.05$392.25$414.43$436.61$458.79$480.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VMI spot · $437.88VMI PRICE$3.54$4.96$6.29$7.34$8.74$10.49$12.24$14.02$15.81$18.41$21.91$25.69$29.99$4.27$5.09$6.34$7.75$9.47$11.54$13.62$15.87$18.13$20.75$23.74$26.94$30.87
PutsCheap0.88×
CallsCheap0.95×
SkewNeutral-0.14 pp
Implied moveBearish±$25.86
TiltBearish4.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ467.2834.3%7.5%410.1540.0%7.3%
25Δ463.1736.4%6.9%417.8336.0%5.7%
30Δ458.6737.6%6.2%423.1934.6%4.8%
35Δ452.8635.4%5.1%427.6334.3%4.1%
40Δ447.9334.5%4.3%431.8634.3%3.5%
45Δ443.8734.8%3.8%435.8534.9%3.1%
50Δ439.8135.0%3.2%439.8535.5%2.7%
55Δ435.9334.2%2.8%443.9135.1%2.2%
60Δ432.0433.4%2.3%447.9834.7%1.8%
65Δ427.7633.6%1.9%452.2134.3%1.5%
70Δ423.0334.8%1.6%456.6034.0%1.1%
75Δ418.0135.8%1.3%461.1533.5%0.8%
80Δ412.4736.2%1.0%466.2232.9%0.6%

20Δ

Calls
Pseudo strike
467.28
IV
34.3%
B/E move
7.5%
Puts
Pseudo strike
410.15
IV
40.0%
B/E move
7.3%

25Δ

Calls
Pseudo strike
463.17
IV
36.4%
B/E move
6.9%
Puts
Pseudo strike
417.83
IV
36.0%
B/E move
5.7%

30Δ

Calls
Pseudo strike
458.67
IV
37.6%
B/E move
6.2%
Puts
Pseudo strike
423.19
IV
34.6%
B/E move
4.8%

35Δ

Calls
Pseudo strike
452.86
IV
35.4%
B/E move
5.1%
Puts
Pseudo strike
427.63
IV
34.3%
B/E move
4.1%

40Δ

Calls
Pseudo strike
447.93
IV
34.5%
B/E move
4.3%
Puts
Pseudo strike
431.86
IV
34.3%
B/E move
3.5%

45Δ

Calls
Pseudo strike
443.87
IV
34.8%
B/E move
3.8%
Puts
Pseudo strike
435.85
IV
34.9%
B/E move
3.1%

50Δ

Calls
Pseudo strike
439.81
IV
35.0%
B/E move
3.2%
Puts
Pseudo strike
439.85
IV
35.5%
B/E move
2.7%

55Δ

Calls
Pseudo strike
435.93
IV
34.2%
B/E move
2.8%
Puts
Pseudo strike
443.91
IV
35.1%
B/E move
2.2%

60Δ

Calls
Pseudo strike
432.04
IV
33.4%
B/E move
2.3%
Puts
Pseudo strike
447.98
IV
34.7%
B/E move
1.8%

65Δ

Calls
Pseudo strike
427.76
IV
33.6%
B/E move
1.9%
Puts
Pseudo strike
452.21
IV
34.3%
B/E move
1.5%

70Δ

Calls
Pseudo strike
423.03
IV
34.8%
B/E move
1.6%
Puts
Pseudo strike
456.60
IV
34.0%
B/E move
1.1%

75Δ

Calls
Pseudo strike
418.01
IV
35.8%
B/E move
1.3%
Puts
Pseudo strike
461.15
IV
33.5%
B/E move
0.8%

80Δ

Calls
Pseudo strike
412.47
IV
36.2%
B/E move
1.0%
Puts
Pseudo strike
466.22
IV
32.9%
B/E move
0.6%

Options history

IV · four-Friday blend31.13%
Daily EOD
VMI29.0%31.4%33.8%2026-10-19: 33.50%2026-10-20: 29.51%2026-10-21: 29.30%2026-10-22: 29.99%2026-10-23: 30.00%2026-10-26: 30.59%2026-10-27: 29.89%2026-10-28: 30.11%2026-10-29: 29.86%2026-10-30: 31.13%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
33.50%
29.51%
29.30%
29.99%
30.00%
30.59%
29.89%
30.11%
29.86%
31.13%