VMC Delta Exposure (DEX)

Vulcan Materials Company(Holding Company) VMC 297.69 13.09 4.6%

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ATM IV

0.291

Put Call Ratio (OI)

0.493

Put Call Ratio (Vol)

0.154

IV Rank

27.8

IV Percentile

55.1

Max pain

260

Delta exposure (2026-11-04)

Delta

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.

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|\Delta|

Moneyness

View values by strike

VMC · Delta exposure · 2026-11-04. Delta-weighted share equivalents.
Strike	Calls	Puts
155.00	97.9	-11.5
160.00	196	-2.5
165.00	293	-2.5
170.00	195	-4.03
175.00	0	-7.12
180.00	495	-8.28
185.00	197	-14
190.00	595	-36.9
195.00	0	-24.2
200.00	684	-125
210.00	0	-73.8
220.00	194	-2.48 K
230.00	0	-3.63 K
240.00	2.24 K	-674
250.00	3.5 K	-4.08 K
260.00	58.4 K	-1.77 K
270.00	47.9 K	-5.24 K
280.00	114 K	-5.32 K
290.00	20.8 K	-610
300.00	23.8 K	-1.21 K
310.00	25.1 K	-1.28 K
320.00	13.5 K	0
330.00	2.26 K	0
340.00	889	-70.6
350.00	6.44 K	0
360.00	1.32 K	0
370.00	367	0
380.00	311	0
390.00	60.2	0
400.00	561	0
410.00	13.2	0
420.00	19.8	0
430.00	12.7	0
440.00	5.9	0
450.00	2.25	0
460.00	2.17	0
470.00	2.1	0
480.00	6.09	0

Vulcan Materials Company(Holding Company) VMC 297.69 13.09 4.6%

Delta exposure (2026-11-04) Delta 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. Got it

Delta exposure (2026-11-04)

Delta

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.