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V2X, Inc. VVX

i

Market dataready · fetched 2026-11-04T08:50:04.997Z

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 · 2026-11-04T00:00:00.004006061Z

FundamentalsSEC EDGAR · ready · as of 2026-10-02 · fetched 2026-11-04T08:50:04.608653+00:00

Share price$80.82
1D+2.7%
AH$78$80$82$83$855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVVX
Sold putSold callAH

V2X, Inc. options

Live interpolated VVX call and put midpoint premiums by absolute delta.V2X, Inc.$1.13$3.73$6.34$8.94$11.55$66.57$73.34$80.10$86.87$93.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VVX spot · $80.82VVX PRICE$1.41$1.56$1.64$1.86$2.35$2.83$3.32$3.80$4.79$5.99$7.20$8.73$10.80$1.52$1.72$1.89$2.06$2.23$2.55$3.06$3.57$4.08$4.59$5.11
Puts——
CallsExpensive1.13×
Skew——
Implied moveBullish±$6.38
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.7479.5%19.0%71.5075.3%13.4%
25Δ89.8066.2%13.0%74.5464.0%9.9%
30Δ86.9155.4%9.6%76.2457.1%8.0%
35Δ84.6348.5%7.0%77.7151.0%6.4%
40Δ83.5649.2%6.3%79.1744.9%4.8%
45Δ82.4849.9%5.6%80.3941.2%3.7%
50Δ81.4150.6%4.8%81.2840.9%3.2%
55Δ80.3351.2%4.1%82.1740.5%2.8%
60Δ78.9554.7%3.6%83.0640.1%2.3%
65Δ77.4459.3%3.2%83.9539.8%1.8%
70Δ75.9464.0%2.9%84.8439.4%1.3%
75Δ74.0869.0%2.5%
80Δ71.6574.5%2.0%

20Δ

Calls
Pseudo strike
94.74
IV
79.5%
B/E move
19.0%
Puts
Pseudo strike
71.50
IV
75.3%
B/E move
13.4%

25Δ

Calls
Pseudo strike
89.80
IV
66.2%
B/E move
13.0%
Puts
Pseudo strike
74.54
IV
64.0%
B/E move
9.9%

30Δ

Calls
Pseudo strike
86.91
IV
55.4%
B/E move
9.6%
Puts
Pseudo strike
76.24
IV
57.1%
B/E move
8.0%

35Δ

Calls
Pseudo strike
84.63
IV
48.5%
B/E move
7.0%
Puts
Pseudo strike
77.71
IV
51.0%
B/E move
6.4%

40Δ

Calls
Pseudo strike
83.56
IV
49.2%
B/E move
6.3%
Puts
Pseudo strike
79.17
IV
44.9%
B/E move
4.8%

45Δ

Calls
Pseudo strike
82.48
IV
49.9%
B/E move
5.6%
Puts
Pseudo strike
80.39
IV
41.2%
B/E move
3.7%

50Δ

Calls
Pseudo strike
81.41
IV
50.6%
B/E move
4.8%
Puts
Pseudo strike
81.28
IV
40.9%
B/E move
3.2%

55Δ

Calls
Pseudo strike
80.33
IV
51.2%
B/E move
4.1%
Puts
Pseudo strike
82.17
IV
40.5%
B/E move
2.8%

60Δ

Calls
Pseudo strike
78.95
IV
54.7%
B/E move
3.6%
Puts
Pseudo strike
83.06
IV
40.1%
B/E move
2.3%

65Δ

Calls
Pseudo strike
77.44
IV
59.3%
B/E move
3.2%
Puts
Pseudo strike
83.95
IV
39.8%
B/E move
1.8%

70Δ

Calls
Pseudo strike
75.94
IV
64.0%
B/E move
2.9%
Puts
Pseudo strike
84.84
IV
39.4%
B/E move
1.3%

75Δ

Calls
Pseudo strike
74.08
IV
69.0%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
71.65
IV
74.5%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend47.10%
Daily EOD
VVX44.3%47.6%51.0%2026-10-19: 50.55%2026-10-20: 50.05%2026-10-21: 49.22%2026-10-22: 48.49%2026-10-23: 48.30%2026-10-26: 47.97%2026-10-27: 47.47%2026-10-28: 47.72%2026-10-29: 44.73%2026-10-30: 47.10%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
50.55%
50.05%
49.22%
48.49%
48.30%
47.97%
47.47%
47.72%
44.73%
47.10%