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Vontier Corporation VNT

i

Market dataready · fetched 2026-11-04T09:38:54.003Z

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 · 2026-11-04T09:05:03.881236221Z

FundamentalsSEC EDGAR · ready · as of 2026-07-03 · fetched 2026-11-04T09:38:53.509675+00:00

Share price$36.56
1D
Price history unavailable.

Vontier Corporation options

Live interpolated VNT call and put midpoint premiums by absolute delta.Vontier Corporation$0.37$1.61$2.85$4.09$5.33$31.97$34.51$37.05$39.59$42.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VNT spot · $36.56VNT PRICE$0.50$0.63$0.86$1.09$1.33$1.56$1.79$2.03$2.26$2.50$3.12$4.04$4.97$0.61$0.72$0.83$1.08$1.42$1.76$2.10$2.43$2.77$3.11$3.45$3.78
Puts——
CallsExpensive2.03×
Skew——
Implied moveBearish±$3.89
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.5960.9%15.1%32.0273.2%14.1%
25Δ40.1658.9%11.6%33.2764.3%11.0%
30Δ39.4758.4%10.3%34.5255.4%7.8%
35Δ38.8758.0%9.3%35.3552.1%6.3%
40Δ38.2757.7%8.3%35.9052.3%5.7%
45Δ37.6757.4%7.3%36.4652.5%5.1%
50Δ37.0757.0%6.3%37.0252.7%4.5%
55Δ36.4756.7%5.3%37.5852.8%3.9%
60Δ35.8756.3%4.3%38.1353.0%3.3%
65Δ35.2756.0%3.3%38.6953.2%2.7%
70Δ34.4058.5%2.6%39.2553.4%2.1%
75Δ33.3263.3%2.2%39.8153.6%1.5%
80Δ32.2468.1%1.8%

20Δ

Calls
Pseudo strike
41.59
IV
60.9%
B/E move
15.1%
Puts
Pseudo strike
32.02
IV
73.2%
B/E move
14.1%

25Δ

Calls
Pseudo strike
40.16
IV
58.9%
B/E move
11.6%
Puts
Pseudo strike
33.27
IV
64.3%
B/E move
11.0%

30Δ

Calls
Pseudo strike
39.47
IV
58.4%
B/E move
10.3%
Puts
Pseudo strike
34.52
IV
55.4%
B/E move
7.8%

35Δ

Calls
Pseudo strike
38.87
IV
58.0%
B/E move
9.3%
Puts
Pseudo strike
35.35
IV
52.1%
B/E move
6.3%

40Δ

Calls
Pseudo strike
38.27
IV
57.7%
B/E move
8.3%
Puts
Pseudo strike
35.90
IV
52.3%
B/E move
5.7%

45Δ

Calls
Pseudo strike
37.67
IV
57.4%
B/E move
7.3%
Puts
Pseudo strike
36.46
IV
52.5%
B/E move
5.1%

50Δ

Calls
Pseudo strike
37.07
IV
57.0%
B/E move
6.3%
Puts
Pseudo strike
37.02
IV
52.7%
B/E move
4.5%

55Δ

Calls
Pseudo strike
36.47
IV
56.7%
B/E move
5.3%
Puts
Pseudo strike
37.58
IV
52.8%
B/E move
3.9%

60Δ

Calls
Pseudo strike
35.87
IV
56.3%
B/E move
4.3%
Puts
Pseudo strike
38.13
IV
53.0%
B/E move
3.3%

65Δ

Calls
Pseudo strike
35.27
IV
56.0%
B/E move
3.3%
Puts
Pseudo strike
38.69
IV
53.2%
B/E move
2.7%

70Δ

Calls
Pseudo strike
34.40
IV
58.5%
B/E move
2.6%
Puts
Pseudo strike
39.25
IV
53.4%
B/E move
2.1%

75Δ

Calls
Pseudo strike
33.32
IV
63.3%
B/E move
2.2%
Puts
Pseudo strike
39.81
IV
53.6%
B/E move
1.5%

80Δ

Calls
Pseudo strike
32.24
IV
68.1%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend38.83%
Daily EOD
VNT34.0%39.5%45.0%2026-10-19: 37.67%2026-10-21: 36.90%2026-10-22: 38.77%2026-10-23: 37.23%2026-10-26: 34.76%2026-10-27: 38.83%2026-10-28: 44.26%2026-10-29: 38.70%2026-10-30: 38.83%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.67%
36.90%
38.77%
37.23%
34.76%
38.83%
44.26%
38.70%
38.83%