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Valmont Industries, Inc. VMI

INDUSTRIALS · CONGLOMERATES
i

Market dataready · fetched 2026-11-07T06:32:59.191Z

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 · 2026-11-07T00:00:00.000887235Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T06:32:58.786100+00:00

Share price$404.31
1D-0.1%
AH$397$399$402$404$4065:30 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.$2.86$11.16$19.46$27.75$36.05$362.16$385.09$408.02$430.95$453.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VMI spot · $404.31VMI PRICE$3.76$4.92$5.60$6.81$8.37$9.93$11.33$12.72$14.51$17.07$19.63$22.47$25.40$4.50$5.39$6.30$7.76$9.25$11.18$13.45$15.74$18.43$21.11$24.64$28.53$33.66
PutsFair1.03×
CallsCheap0.94×
SkewBearish+3.33 pp
Implied moveBearish±$24.78
TiltBearish10.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ437.2645.7%9.1%374.9050.8%8.4%
25Δ430.3545.0%7.7%383.1445.6%6.6%
30Δ422.8940.3%6.0%389.6741.7%5.2%
35Δ417.6338.8%5.0%393.9841.0%4.5%
40Δ413.7739.5%4.4%398.1740.5%3.8%
45Δ409.9240.1%3.8%402.2540.7%3.3%
50Δ406.2038.8%3.3%406.2341.4%2.9%
55Δ402.4737.4%2.7%410.2242.0%2.4%
60Δ398.7036.7%2.2%414.4842.0%2.0%
65Δ394.8237.2%1.9%418.7541.9%1.7%
70Δ390.9437.7%1.5%423.6342.0%1.3%
75Δ386.8737.3%1.2%428.7842.3%1.0%
80Δ382.7436.5%0.9%435.0442.7%0.7%

20Δ

Calls
Pseudo strike
437.26
IV
45.7%
B/E move
9.1%
Puts
Pseudo strike
374.90
IV
50.8%
B/E move
8.4%

25Δ

Calls
Pseudo strike
430.35
IV
45.0%
B/E move
7.7%
Puts
Pseudo strike
383.14
IV
45.6%
B/E move
6.6%

30Δ

Calls
Pseudo strike
422.89
IV
40.3%
B/E move
6.0%
Puts
Pseudo strike
389.67
IV
41.7%
B/E move
5.2%

35Δ

Calls
Pseudo strike
417.63
IV
38.8%
B/E move
5.0%
Puts
Pseudo strike
393.98
IV
41.0%
B/E move
4.5%

40Δ

Calls
Pseudo strike
413.77
IV
39.5%
B/E move
4.4%
Puts
Pseudo strike
398.17
IV
40.5%
B/E move
3.8%

45Δ

Calls
Pseudo strike
409.92
IV
40.1%
B/E move
3.8%
Puts
Pseudo strike
402.25
IV
40.7%
B/E move
3.3%

50Δ

Calls
Pseudo strike
406.20
IV
38.8%
B/E move
3.3%
Puts
Pseudo strike
406.23
IV
41.4%
B/E move
2.9%

55Δ

Calls
Pseudo strike
402.47
IV
37.4%
B/E move
2.7%
Puts
Pseudo strike
410.22
IV
42.0%
B/E move
2.4%

60Δ

Calls
Pseudo strike
398.70
IV
36.7%
B/E move
2.2%
Puts
Pseudo strike
414.48
IV
42.0%
B/E move
2.0%

65Δ

Calls
Pseudo strike
394.82
IV
37.2%
B/E move
1.9%
Puts
Pseudo strike
418.75
IV
41.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
390.94
IV
37.7%
B/E move
1.5%
Puts
Pseudo strike
423.63
IV
42.0%
B/E move
1.3%

75Δ

Calls
Pseudo strike
386.87
IV
37.3%
B/E move
1.2%
Puts
Pseudo strike
428.78
IV
42.3%
B/E move
1.0%

80Δ

Calls
Pseudo strike
382.74
IV
36.5%
B/E move
0.9%
Puts
Pseudo strike
435.04
IV
42.7%
B/E move
0.7%

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%