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Verizon Communications VZ

i

Market dataready · fetched 2026-11-04T07:16:30.552Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-04T00:44:29.145713887Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T07:16:29.553889+00:00

Share price$45.17
1D+0.7%
AH$44.54$44.73$44.92$45.11$45.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVZ
Sold putSold callAH

Verizon Communications options

Live interpolated VZ call and put midpoint premiums by absolute delta.Verizon Communications$0.24$0.71$1.17$1.64$2.10$42.14$43.55$44.96$46.37$47.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VZ spot · $45.17VZ PRICE$0.29$0.37$0.45$0.56$0.68$0.81$0.95$1.10$1.24$1.30$1.36$1.97$0.29$0.40$0.50$0.65$0.81$0.90$0.97$1.03$1.08$1.91
Puts——
Calls——
Skew——
Implied moveBearish±$1.71
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.2834.3%4.8%
25Δ46.6428.2%3.9%
30Δ46.3227.9%3.4%44.2128.3%3.0%
35Δ46.0127.4%2.9%44.4729.0%2.7%
40Δ45.7628.2%2.6%44.7330.7%2.4%
45Δ45.5229.0%2.3%44.9832.6%2.2%
50Δ45.2629.3%2.0%45.2530.8%1.8%
55Δ45.0029.6%1.7%45.5128.7%1.4%
60Δ44.7329.6%1.5%45.7026.4%1.1%
65Δ44.4729.2%1.2%45.8924.1%0.8%
70Δ44.3126.6%1.0%46.6336.1%1.0%
75Δ44.1424.0%0.7%
80Δ43.4930.2%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.28
IV
34.3%
B/E move
4.8%

25Δ

Calls
Pseudo strike
46.64
IV
28.2%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
46.32
IV
27.9%
B/E move
3.4%
Puts
Pseudo strike
44.21
IV
28.3%
B/E move
3.0%

35Δ

Calls
Pseudo strike
46.01
IV
27.4%
B/E move
2.9%
Puts
Pseudo strike
44.47
IV
29.0%
B/E move
2.7%

40Δ

Calls
Pseudo strike
45.76
IV
28.2%
B/E move
2.6%
Puts
Pseudo strike
44.73
IV
30.7%
B/E move
2.4%

45Δ

Calls
Pseudo strike
45.52
IV
29.0%
B/E move
2.3%
Puts
Pseudo strike
44.98
IV
32.6%
B/E move
2.2%

50Δ

Calls
Pseudo strike
45.26
IV
29.3%
B/E move
2.0%
Puts
Pseudo strike
45.25
IV
30.8%
B/E move
1.8%

55Δ

Calls
Pseudo strike
45.00
IV
29.6%
B/E move
1.7%
Puts
Pseudo strike
45.51
IV
28.7%
B/E move
1.4%

60Δ

Calls
Pseudo strike
44.73
IV
29.6%
B/E move
1.5%
Puts
Pseudo strike
45.70
IV
26.4%
B/E move
1.1%

65Δ

Calls
Pseudo strike
44.47
IV
29.2%
B/E move
1.2%
Puts
Pseudo strike
45.89
IV
24.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
44.31
IV
26.6%
B/E move
1.0%
Puts
Pseudo strike
46.63
IV
36.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
44.14
IV
24.0%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
43.49
IV
30.2%
B/E move
0.6%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend26.07%
Daily close
VZ18.6%27.6%36.6%2026-08-06: 28.99%2026-08-07: 23.25%2026-08-10: 24.02%2026-08-11: 22.42%2026-08-12: 22.56%2026-08-13: 23.15%2026-08-14: 20.37%2026-08-17: 22.59%2026-08-18: 21.35%2026-08-19: 22.63%2026-08-20: 22.53%2026-08-21: 20.67%2026-08-24: 24.09%2026-08-25: 21.69%2026-08-26: 31.34%2026-08-27: 24.57%2026-08-28: 20.32%2026-08-31: 19.83%2026-09-01: 20.96%2026-09-02: 31.21%2026-09-04: 20.54%2026-09-08: 23.36%2026-09-09: 26.08%2026-09-10: 23.28%2026-09-11: 20.83%2026-09-14: 22.68%2026-09-15: 22.93%2026-09-16: 25.90%2026-09-17: 22.79%2026-09-18: 21.97%2026-09-21: 24.29%2026-09-22: 26.68%2026-09-23: 26.58%2026-09-24: 25.59%2026-09-25: 22.61%2026-09-28: 24.54%2026-09-29: 24.20%2026-09-30: 26.13%2026-10-01: 24.52%2026-10-02: 24.54%2026-10-05: 25.71%2026-10-06: 27.84%2026-10-07: 28.64%2026-10-09: 31.08%2026-10-12: 29.09%2026-10-13: 29.82%2026-10-14: 29.23%2026-10-15: 28.17%2026-10-16: 30.41%2026-10-19: 32.94%2026-10-20: 34.31%2026-10-21: 31.37%2026-10-22: 34.31%2026-10-23: 35.33%2026-10-26: 28.32%2026-10-27: 27.06%2026-10-28: 30.12%2026-10-29: 27.33%2026-10-30: 26.07%Aug 6Sep 18Oct 30
59 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
28.99%
23.25%
24.02%
22.42%
22.56%
23.15%
20.37%
22.59%
21.35%
22.63%
22.53%
20.67%
24.09%
21.69%
31.34%
24.57%
20.32%
19.83%
20.96%
31.21%
20.54%
23.36%
26.08%
23.28%
20.83%
22.68%
22.93%
25.90%
22.79%
21.97%
24.29%
26.68%
26.58%
25.59%
22.61%
24.54%
24.20%
26.13%
24.52%
24.54%
25.71%
27.84%
28.64%
31.08%
29.09%
29.82%
29.23%
28.17%
30.41%
32.94%
34.31%
31.37%
34.31%
35.33%
28.32%
27.06%
30.12%
27.33%
26.07%