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Vontier Corporation VNT

TECHNOLOGY · SCIENTIFIC & TECHNICAL INSTRUMENTS
i

Market dataready · fetched 2026-11-07T07:06:37.604Z

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 · 2026-11-07T00:00:00.002561545Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T07:06:36.019876+00:00

Share price$42.23
1D+6.9%
AH$39.29$40.08$40.87$41.66$42.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVNT
Sold putSold callAH

Vontier Corporation options

Live interpolated VNT call and put midpoint premiums by absolute delta.Vontier Corporation$0.16$2.12$4.08$6.04$8.00$32.50$37.06$41.62$46.18$50.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VNT spot · $42.23VNT PRICE$0.38$0.54$0.77$1.00$1.23$1.46$1.69$1.92$2.15$2.38$2.61$2.84$0.49$0.59$0.94$1.29$1.65$2.00$2.35$2.70$3.06$3.41$4.18$5.81$7.43
PutsFair0.96×
Calls——
Skew——
Implied moveBearish±$4.04
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.9145.9%9.6%38.3858.1%10.3%
25Δ44.6740.2%7.1%40.0645.7%6.5%
30Δ44.2140.8%6.5%40.6347.5%6.0%
35Δ43.7441.4%5.9%41.2049.3%5.5%
40Δ43.2842.0%5.4%41.7751.1%5.0%
45Δ42.8142.6%4.8%42.3452.9%4.5%
50Δ42.3543.1%4.3%42.9154.7%4.0%
55Δ41.8843.7%3.7%43.4856.6%3.5%
60Δ41.4244.3%3.2%44.0558.4%2.9%
65Δ40.9544.9%2.6%44.6160.2%2.4%
70Δ40.4945.5%2.1%45.5764.3%2.0%
75Δ40.0346.1%1.5%47.3273.2%1.7%
80Δ49.0782.1%1.4%

20Δ

Calls
Pseudo strike
45.91
IV
45.9%
B/E move
9.6%
Puts
Pseudo strike
38.38
IV
58.1%
B/E move
10.3%

25Δ

Calls
Pseudo strike
44.67
IV
40.2%
B/E move
7.1%
Puts
Pseudo strike
40.06
IV
45.7%
B/E move
6.5%

30Δ

Calls
Pseudo strike
44.21
IV
40.8%
B/E move
6.5%
Puts
Pseudo strike
40.63
IV
47.5%
B/E move
6.0%

35Δ

Calls
Pseudo strike
43.74
IV
41.4%
B/E move
5.9%
Puts
Pseudo strike
41.20
IV
49.3%
B/E move
5.5%

40Δ

Calls
Pseudo strike
43.28
IV
42.0%
B/E move
5.4%
Puts
Pseudo strike
41.77
IV
51.1%
B/E move
5.0%

45Δ

Calls
Pseudo strike
42.81
IV
42.6%
B/E move
4.8%
Puts
Pseudo strike
42.34
IV
52.9%
B/E move
4.5%

50Δ

Calls
Pseudo strike
42.35
IV
43.1%
B/E move
4.3%
Puts
Pseudo strike
42.91
IV
54.7%
B/E move
4.0%

55Δ

Calls
Pseudo strike
41.88
IV
43.7%
B/E move
3.7%
Puts
Pseudo strike
43.48
IV
56.6%
B/E move
3.5%

60Δ

Calls
Pseudo strike
41.42
IV
44.3%
B/E move
3.2%
Puts
Pseudo strike
44.05
IV
58.4%
B/E move
2.9%

65Δ

Calls
Pseudo strike
40.95
IV
44.9%
B/E move
2.6%
Puts
Pseudo strike
44.61
IV
60.2%
B/E move
2.4%

70Δ

Calls
Pseudo strike
40.49
IV
45.5%
B/E move
2.1%
Puts
Pseudo strike
45.57
IV
64.3%
B/E move
2.0%

75Δ

Calls
Pseudo strike
40.03
IV
46.1%
B/E move
1.5%
Puts
Pseudo strike
47.32
IV
73.2%
B/E move
1.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.07
IV
82.1%
B/E move
1.4%

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%