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VirTra, Inc. Common Stock VTSI

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-08T21:24:52.276Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-05-21

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 · 2026-11-06T21:00:00.246724694Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-08T21:24:51.203859+00:00

Share price$2.67
1D+0.4%
AH$2.56$2.59$2.63$2.67$2.715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVTSI
Sold putSold callAH

VirTra, Inc. Common Stock options

Live interpolated VTSI call and put midpoint premiums by absolute delta.VirTra, Inc. Common Stock$0.10$0.68$1.26$1.84$2.41$0.92$1.79$2.67$3.55$4.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive VTSI spot · $2.67VTSI PRICE$0.17$0.21$0.25$0.31$0.37$0.43$0.48$0.54$0.60$0.65$0.57$0.81$1.05$1.29$1.53$1.77$2.01$2.25
Puts——
Calls——
Skew——
Implied moveBearish±$1.77
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.11104.8%172.5%
25Δ6.0299.3%133.1%
30Δ4.9894.1%95.9%
35Δ4.6491.6%85.4%2.6279.5%23.1%
40Δ4.3089.1%75.0%2.9380.5%20.6%
45Δ3.9786.6%64.5%3.2481.5%18.1%
50Δ3.6384.1%54.1%3.5582.5%15.5%
55Δ3.2981.6%43.6%3.8583.5%13.0%
60Δ2.9679.1%33.2%4.1684.5%10.5%
65Δ2.6276.6%22.7%4.4785.5%8.0%
70Δ4.7786.5%5.4%
75Δ
80Δ

20Δ

Calls
Pseudo strike
7.11
IV
104.8%
B/E move
172.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.02
IV
99.3%
B/E move
133.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.98
IV
94.1%
B/E move
95.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
4.64
IV
91.6%
B/E move
85.4%
Puts
Pseudo strike
2.62
IV
79.5%
B/E move
23.1%

40Δ

Calls
Pseudo strike
4.30
IV
89.1%
B/E move
75.0%
Puts
Pseudo strike
2.93
IV
80.5%
B/E move
20.6%

45Δ

Calls
Pseudo strike
3.97
IV
86.6%
B/E move
64.5%
Puts
Pseudo strike
3.24
IV
81.5%
B/E move
18.1%

50Δ

Calls
Pseudo strike
3.63
IV
84.1%
B/E move
54.1%
Puts
Pseudo strike
3.55
IV
82.5%
B/E move
15.5%

55Δ

Calls
Pseudo strike
3.29
IV
81.6%
B/E move
43.6%
Puts
Pseudo strike
3.85
IV
83.5%
B/E move
13.0%

60Δ

Calls
Pseudo strike
2.96
IV
79.1%
B/E move
33.2%
Puts
Pseudo strike
4.16
IV
84.5%
B/E move
10.5%

65Δ

Calls
Pseudo strike
2.62
IV
76.6%
B/E move
22.7%
Puts
Pseudo strike
4.47
IV
85.5%
B/E move
8.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.77
IV
86.5%
B/E move
5.4%

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