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VTEX VTEX

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-03T15:44:23.225Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-11-03T15:42:25.671550118Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T15:44:21.358508+00:00

Share price$3.95
1D-0.2%
$3.93$3.94$3.95$3.96$3.975:30 AM6:30 AM9:00 AM1:00 PMVTEX
Sold putSold call

VTEX options

Live interpolated VTEX call and put midpoint premiums by absolute delta.VTEX$0.15$0.41$0.66$0.92$1.18$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEVTEX PRICE$0.18$0.23$0.29$0.34$0.44$0.51$0.59$0.66$0.74$0.81$0.88$0.96$1.03$1.11
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.8668.5%78.4%2.70109.4%42.7%
25Δ6.3968.3%68.0%2.93103.2%38.7%
30Δ5.9368.0%57.5%3.1697.1%34.7%
35Δ5.4667.8%47.1%3.3990.9%30.7%
40Δ3.6384.8%26.7%
45Δ3.8678.6%22.7%
50Δ4.0972.5%18.7%
55Δ4.3266.3%14.7%
60Δ4.5560.1%10.7%
65Δ4.7954.0%6.7%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
6.86
IV
68.5%
B/E move
78.4%
Puts
Pseudo strike
2.70
IV
109.4%
B/E move
42.7%

25Δ

Calls
Pseudo strike
6.39
IV
68.3%
B/E move
68.0%
Puts
Pseudo strike
2.93
IV
103.2%
B/E move
38.7%

30Δ

Calls
Pseudo strike
5.93
IV
68.0%
B/E move
57.5%
Puts
Pseudo strike
3.16
IV
97.1%
B/E move
34.7%

35Δ

Calls
Pseudo strike
5.46
IV
67.8%
B/E move
47.1%
Puts
Pseudo strike
3.39
IV
90.9%
B/E move
30.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.63
IV
84.8%
B/E move
26.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.86
IV
78.6%
B/E move
22.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.09
IV
72.5%
B/E move
18.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.32
IV
66.3%
B/E move
14.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.55
IV
60.1%
B/E move
10.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.79
IV
54.0%
B/E move
6.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations