Bull Call Spreads on High-Beta Names
Bull Call Spread32 trades pass on VFC
- Return on risk
- 110.5% to 1,000%+
- Probability of profit
- 30.9% to 51.6%
V F Corp · Consumer
As of the close on . In the app, data is refreshed intraday.
VFC closed at $14.41 on Oct 1, 2026 with 30-day implied volatility of 56.4%. That is in the lower half of its one-year range (IV rank 41), so premiums are on the modest side for VFC. Measured by IV percentile, IV is higher than 60% of the past year's readings. Options expiring Oct 30 (29 days out) price a one standard deviation move of about $2.31, or 16.0%.
The price is above its 50-day moving average (+1.4%) but still below its 200-day (-16.3%). It is 33.1% below its 52-week high and 14.2% above its 52-week low. The 14-day RSI of 58.5 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $0.50, about 3.5% of the price, a measure of a typical day's range.
Option volume at the close (17.7K contracts) was 1.5x its average, busier than usual. A beta of 1.76 means VFC has tended to move about 1.8 times as much as the broad market. 4 of our preset screens found trades on VFC at the close, led by Bull Call Spreads on High-Beta Names with 32 trades.
Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Oct 9, 20268 days | 39.1% | ±$0.83 (5.8%) | $13.58 to $15.24 | $0.67 |
| Oct 30, 202629 days | 56.9% | ±$2.31 (16.0%) | $12.10 to $16.72 | $1.85 |
| Nov 20, 202650 days | 51.6% | ±$2.75 (19.1%) | $11.66 to $17.16 | $2.19 |
| Jan 15, 2027106 days | 46.8% | ±$3.64 (25.2%) | $10.77 to $18.05 | $2.95 |
Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.
Counts and ranges for VFC from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.
32 trades pass on VFC
17 trades pass on VFC
12 trades pass on VFC
1 trade passes on VFC
Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.