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Vuzix Corporation Common Stock VUZI

TECHNOLOGY · CONSUMER ELECTRONICS
i

Market dataready · fetched 2026-11-04T00:55:15.340Z

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 · 2026-11-03T21:26:30.211159278Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T00:55:14.458692+00:00

Share price$1.87
1D-0.5%
AH$1.85$1.88$1.90$1.93$1.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVUZI
Sold putSold callAH

Vuzix Corporation Common Stock options

Live interpolated VUZI call and put midpoint premiums by absolute delta.Vuzix Corporation Common Stock$0.00$0.60$1.21$1.81$2.41$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEVUZI PRICE$0.06$0.08$0.10$0.11$0.13$0.15$0.22$0.31$0.39$0.48$0.56$0.64$0.73$1.86$2.04$2.24
Puts——
CallsExpensive1.89×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.85172.8%55.9%
25Δ2.69163.4%48.0%
30Δ2.52154.1%40.0%
35Δ2.35144.8%32.0%
40Δ2.19135.5%24.1%
45Δ2.02126.1%16.1%
50Δ1.91138.2%13.8%
55Δ1.80153.6%12.5%
60Δ1.69169.1%11.2%
65Δ1.58184.6%9.9%
70Δ1.47200.1%8.6%3.54331.6%10.0%
75Δ1.36215.6%7.3%3.77317.2%7.5%
80Δ1.25231.1%6.0%4.02303.5%5.1%

20Δ

Calls
Pseudo strike
2.85
IV
172.8%
B/E move
55.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
2.69
IV
163.4%
B/E move
48.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
2.52
IV
154.1%
B/E move
40.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
2.35
IV
144.8%
B/E move
32.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
2.19
IV
135.5%
B/E move
24.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
2.02
IV
126.1%
B/E move
16.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
1.91
IV
138.2%
B/E move
13.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
1.80
IV
153.6%
B/E move
12.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
1.69
IV
169.1%
B/E move
11.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
1.58
IV
184.6%
B/E move
9.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.47
IV
200.1%
B/E move
8.6%
Puts
Pseudo strike
3.54
IV
331.6%
B/E move
10.0%

75Δ

Calls
Pseudo strike
1.36
IV
215.6%
B/E move
7.3%
Puts
Pseudo strike
3.77
IV
317.2%
B/E move
7.5%

80Δ

Calls
Pseudo strike
1.25
IV
231.1%
B/E move
6.0%
Puts
Pseudo strike
4.02
IV
303.5%
B/E move
5.1%

Options history

IV · four-Friday blend128.96%
Daily EOD
VUZI123.5%147.0%170.6%2026-10-20: 136.36%2026-10-21: 126.71%2026-10-22: 167.35%2026-10-30: 128.96%Oct 20Oct 21Oct 30
4 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
136.36%
126.71%
167.35%
128.96%