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VSE Corporation Common Stock VSEC

i

Market dataready · fetched 2026-11-07T06:07:06.160Z

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 · 2026-11-06T21:00:03.826652584Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T06:07:05.747211+00:00

Share price$172.81
1D+4.9%
AH$164$167$170$173$1765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVSEC
Sold putSold callAH

VSE Corporation Common Stock options

Live interpolated VSEC call and put midpoint premiums by absolute delta.VSE Corporation Common Stock$1.77$7.56$13.35$19.14$24.92$136.52$154.76$173.01$191.26$209.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VSEC spot · $172.81VSEC PRICE$2.40$3.04$3.84$4.75$5.71$6.90$8.16$9.73$11.35$13.06$14.80$16.54$19.71$2.76$3.74$4.80$5.93$7.18$8.62$10.21$11.66$13.12$14.88$17.00$19.85$23.26
PutsExpensive1.17×
CallsCheap0.77×
SkewBearish+1.35 pp
Implied moveBearish±$18.37
TiltBearish8.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ195.0969.9%14.3%156.0170.6%11.3%
25Δ189.8266.4%11.6%159.4371.4%9.9%
30Δ186.1865.7%10.0%162.6571.4%8.7%
35Δ182.9765.7%8.6%165.7871.3%7.5%
40Δ179.9765.9%7.4%168.7671.0%6.5%
45Δ177.2166.6%6.5%171.7171.3%5.6%
50Δ174.4567.6%5.7%174.6571.8%4.8%
55Δ171.6569.2%5.0%177.4770.1%4.1%
60Δ168.7970.3%4.2%180.2768.2%3.3%
65Δ165.8470.5%3.5%183.1166.7%2.6%
70Δ162.9269.5%2.8%186.2265.9%2.1%
75Δ160.0267.9%2.2%189.8866.6%1.6%
80Δ156.0470.3%1.7%194.0366.8%1.2%

20Δ

Calls
Pseudo strike
195.09
IV
69.9%
B/E move
14.3%
Puts
Pseudo strike
156.01
IV
70.6%
B/E move
11.3%

25Δ

Calls
Pseudo strike
189.82
IV
66.4%
B/E move
11.6%
Puts
Pseudo strike
159.43
IV
71.4%
B/E move
9.9%

30Δ

Calls
Pseudo strike
186.18
IV
65.7%
B/E move
10.0%
Puts
Pseudo strike
162.65
IV
71.4%
B/E move
8.7%

35Δ

Calls
Pseudo strike
182.97
IV
65.7%
B/E move
8.6%
Puts
Pseudo strike
165.78
IV
71.3%
B/E move
7.5%

40Δ

Calls
Pseudo strike
179.97
IV
65.9%
B/E move
7.4%
Puts
Pseudo strike
168.76
IV
71.0%
B/E move
6.5%

45Δ

Calls
Pseudo strike
177.21
IV
66.6%
B/E move
6.5%
Puts
Pseudo strike
171.71
IV
71.3%
B/E move
5.6%

50Δ

Calls
Pseudo strike
174.45
IV
67.6%
B/E move
5.7%
Puts
Pseudo strike
174.65
IV
71.8%
B/E move
4.8%

55Δ

Calls
Pseudo strike
171.65
IV
69.2%
B/E move
5.0%
Puts
Pseudo strike
177.47
IV
70.1%
B/E move
4.1%

60Δ

Calls
Pseudo strike
168.79
IV
70.3%
B/E move
4.2%
Puts
Pseudo strike
180.27
IV
68.2%
B/E move
3.3%

65Δ

Calls
Pseudo strike
165.84
IV
70.5%
B/E move
3.5%
Puts
Pseudo strike
183.11
IV
66.7%
B/E move
2.6%

70Δ

Calls
Pseudo strike
162.92
IV
69.5%
B/E move
2.8%
Puts
Pseudo strike
186.22
IV
65.9%
B/E move
2.1%

75Δ

Calls
Pseudo strike
160.02
IV
67.9%
B/E move
2.2%
Puts
Pseudo strike
189.88
IV
66.6%
B/E move
1.6%

80Δ

Calls
Pseudo strike
156.04
IV
70.3%
B/E move
1.7%
Puts
Pseudo strike
194.03
IV
66.8%
B/E move
1.2%

Options history

IV · four-Friday blend65.98%
Daily EOD
VSEC56.1%61.4%66.7%2026-10-19: 56.82%2026-10-20: 57.50%2026-10-21: 58.78%2026-10-22: 60.35%2026-10-23: 60.06%2026-10-26: 62.19%2026-10-27: 61.35%2026-10-28: 62.96%2026-10-29: 62.20%2026-10-30: 65.98%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
56.82%
57.50%
58.78%
60.35%
60.06%
62.19%
61.35%
62.96%
62.20%
65.98%