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Vishay Precision Group, Inc. VPG

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Market dataready · fetched 2026-11-06T21:18:03.824Z

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 · 2026-11-06T21:10:00.003805591Z

FundamentalsSEC EDGAR · ready · as of 2026-10-03 · fetched 2026-11-06T21:18:03.174703+00:00

Share price$44.21
1D+4.2%
AH$42.10$42.89$43.69$44.49$45.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVPG
Sold putSold callAH

Vishay Precision Group, Inc. options

Live interpolated VPG call and put midpoint premiums by absolute delta.Vishay Precision Group, Inc.$0.74$3.06$5.39$7.72$10.05$29.02$38.06$47.09$56.13$65.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VPG spot · $44.21VPG PRICE$0.99$1.17$1.40$1.75$2.09$2.43$2.78$3.37$3.97$4.56$5.15$5.88$7.28$1.06$1.37$1.78$2.21$2.65$3.08$3.52$4.28$5.05$5.82$6.59$7.80$9.38
PutsCheap0.68×
CallsCheap0.84×
SkewBullish-1.61 pp
Implied moveBearish±$6.29
TiltBearish12.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.78113.5%26.1%38.2095.8%16.0%
25Δ51.83100.5%19.9%39.6595.6%13.4%
30Δ49.5692.2%15.3%40.7994.7%11.8%
35Δ48.4191.4%13.4%41.8493.7%10.4%
40Δ47.2590.6%11.6%42.8892.7%9.0%
45Δ46.1089.8%9.8%43.9391.6%7.6%
50Δ44.9589.1%8.0%44.9890.6%6.2%
55Δ43.9389.9%7.0%46.1090.7%5.4%
60Δ42.9090.7%6.0%47.2390.8%4.6%
65Δ41.8891.6%5.0%48.3691.0%3.8%
70Δ40.8592.4%4.1%49.4891.1%3.0%
75Δ39.7293.8%3.1%50.9991.8%2.3%
80Δ38.0498.5%2.5%52.8293.1%1.7%

20Δ

Calls
Pseudo strike
54.78
IV
113.5%
B/E move
26.1%
Puts
Pseudo strike
38.20
IV
95.8%
B/E move
16.0%

25Δ

Calls
Pseudo strike
51.83
IV
100.5%
B/E move
19.9%
Puts
Pseudo strike
39.65
IV
95.6%
B/E move
13.4%

30Δ

Calls
Pseudo strike
49.56
IV
92.2%
B/E move
15.3%
Puts
Pseudo strike
40.79
IV
94.7%
B/E move
11.8%

35Δ

Calls
Pseudo strike
48.41
IV
91.4%
B/E move
13.4%
Puts
Pseudo strike
41.84
IV
93.7%
B/E move
10.4%

40Δ

Calls
Pseudo strike
47.25
IV
90.6%
B/E move
11.6%
Puts
Pseudo strike
42.88
IV
92.7%
B/E move
9.0%

45Δ

Calls
Pseudo strike
46.10
IV
89.8%
B/E move
9.8%
Puts
Pseudo strike
43.93
IV
91.6%
B/E move
7.6%

50Δ

Calls
Pseudo strike
44.95
IV
89.1%
B/E move
8.0%
Puts
Pseudo strike
44.98
IV
90.6%
B/E move
6.2%

55Δ

Calls
Pseudo strike
43.93
IV
89.9%
B/E move
7.0%
Puts
Pseudo strike
46.10
IV
90.7%
B/E move
5.4%

60Δ

Calls
Pseudo strike
42.90
IV
90.7%
B/E move
6.0%
Puts
Pseudo strike
47.23
IV
90.8%
B/E move
4.6%

65Δ

Calls
Pseudo strike
41.88
IV
91.6%
B/E move
5.0%
Puts
Pseudo strike
48.36
IV
91.0%
B/E move
3.8%

70Δ

Calls
Pseudo strike
40.85
IV
92.4%
B/E move
4.1%
Puts
Pseudo strike
49.48
IV
91.1%
B/E move
3.0%

75Δ

Calls
Pseudo strike
39.72
IV
93.8%
B/E move
3.1%
Puts
Pseudo strike
50.99
IV
91.8%
B/E move
2.3%

80Δ

Calls
Pseudo strike
38.04
IV
98.5%
B/E move
2.5%
Puts
Pseudo strike
52.82
IV
93.1%
B/E move
1.7%

Options history

IV · four-Friday blend89.68%
Daily close
VPG74.8%84.4%94.1%2026-08-10: 92.72%2026-08-11: 91.60%2026-08-12: 89.19%2026-08-13: 90.60%2026-08-14: 89.00%2026-08-17: 92.72%2026-08-18: 92.16%2026-08-21: 86.14%2026-08-24: 87.17%2026-08-25: 88.40%2026-08-26: 87.78%2026-08-27: 87.14%2026-08-28: 85.66%2026-08-31: 87.57%2026-09-01: 87.21%2026-09-02: 86.60%2026-09-03: 83.35%2026-09-04: 81.15%2026-09-08: 82.39%2026-09-09: 85.38%2026-09-10: 82.68%2026-09-11: 80.47%2026-09-14: 86.69%2026-09-15: 84.74%2026-09-16: 89.84%2026-09-18: 80.99%2026-09-21: 83.50%2026-09-22: 81.25%2026-09-23: 81.47%2026-09-24: 78.80%2026-09-25: 79.33%2026-09-28: 80.13%2026-09-29: 78.54%2026-09-30: 80.39%2026-10-01: 78.30%2026-10-02: 76.13%2026-10-05: 78.87%2026-10-06: 78.53%2026-10-07: 82.78%2026-10-08: 77.96%2026-10-09: 77.65%2026-10-12: 85.39%2026-10-13: 88.12%2026-10-14: 87.02%2026-10-16: 84.15%2026-10-19: 84.49%2026-10-20: 84.31%2026-10-21: 83.71%2026-10-22: 85.04%2026-10-23: 86.03%2026-10-26: 87.43%2026-10-27: 88.71%2026-10-28: 88.44%2026-10-29: 88.52%2026-10-30: 89.68%Aug 10Sep 22Oct 30
55 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
92.72%
91.60%
89.19%
90.60%
89.00%
92.72%
92.16%
86.14%
87.17%
88.40%
87.78%
87.14%
85.66%
87.57%
87.21%
86.60%
83.35%
81.15%
82.39%
85.38%
82.68%
80.47%
86.69%
84.74%
89.84%
80.99%
83.50%
81.25%
81.47%
78.80%
79.33%
80.13%
78.54%
80.39%
78.30%
76.13%
78.87%
78.53%
82.78%
77.96%
77.65%
85.39%
88.12%
87.02%
84.15%
84.49%
84.31%
83.71%
85.04%
86.03%
87.43%
88.71%
88.44%
88.52%
89.68%