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V VFC 20.32 -0.61 -2.91%

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ATM IV
0.444
Put Call Ratio (OI)
0.734
Put Call Ratio (Vol)
1.36
IV Rank
21.4
IV Percentile
13.4
Max pain
17.5

Delta exposure (2026-11-05)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
1.0
806.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-19.2
19.2
View values by strike
VFC · Delta exposure · 2026-11-05. Delta-weighted share equivalents.
StrikeCallsPuts
2.50 4.24 K 0
3.00 7.4 K -23.8
5.00 72.5 K -255
6.00 0 -6.09
7.00 0 -27.3
7.50 119 K -6.1 K
8.00 294 K -3.51 K
9.00 94 -434
9.50 97.9 0
10.00 220 K -183 K
11.00 3.21 K -46.6 K
11.50 95.1 -14.8
12.00 294 K -87.2 K
12.50 219 K -15.5 K
13.00 174 K -61.9 K
13.50 1.03 K -76.5
14.00 91.1 K -553 K
14.50 2.29 K -220
15.00 369 K -129 K
15.50 649 -582
16.00 491 K -125 K
16.50 9.77 K -2.32 K
17.00 214 K -37.4 K
17.50 775 K -30 K
18.00 75.8 K -599 K
18.50 22.1 K -899
19.00 74.3 K -24.3 K
19.50 29.8 K -61.6 K
20.00 1.93 M -215 K
20.50 1.01 K -14.3 K
21.00 131 K -18.2 K
21.50 13.2 K 0
22.00 479 K -10.6 K
22.50 302 K -3.98 K
23.00 36.5 K -6.75 K
23.50 0 -438
24.00 10.7 K -6.02 K
24.50 0 -190
25.00 2.45 M -37.4 K
26.00 261 K 0
27.00 12.9 K -584
27.50 27.4 K 0
28.00 2.03 K -78.5
29.00 309 0
30.00 1.79 M -13.1 K
31.00 109 0
32.00 523 -2.14 K
32.50 13.1 K 0
35.00 69.5 K -761
37.50 559 0
40.00 3.25 K 0