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VersaBank Common Shares VBNK

i

Market datapartial · fetched 2026-11-13T19:12:40.256Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17

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 · 2026-11-13T19:11:01.341789473Z

FundamentalsAlpha Vantage · unavailable

Share price$23.90
1D-1.1%
$23.30$23.59$23.88$24.17$24.465:30 AM6:30 AM9:00 AM1:00 PMVBNK
Sold putSold call

VersaBank Common Shares options

Live interpolated VBNK call and put midpoint premiums by absolute delta.VersaBank Common Shares$1.05$2.34$3.63$4.92$6.20$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ 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 PRICEVBNK PRICE$1.19$1.65$2.12$2.58$3.05$3.51$3.97$4.44$4.90$5.37$5.83
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ29.7236.8%29.3%
35Δ28.7536.4%27.2%
40Δ27.7836.1%25.1%
45Δ26.8135.7%23.0%
50Δ25.8435.4%20.9%
55Δ24.8835.0%18.7%
60Δ23.9134.7%16.6%
65Δ22.9434.3%14.5%
70Δ21.9733.9%12.4%
75Δ21.0033.6%10.3%
80Δ20.0433.2%8.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
29.72
IV
36.8%
B/E move
29.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
28.75
IV
36.4%
B/E move
27.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
27.78
IV
36.1%
B/E move
25.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
26.81
IV
35.7%
B/E move
23.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
25.84
IV
35.4%
B/E move
20.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
24.88
IV
35.0%
B/E move
18.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
23.91
IV
34.7%
B/E move
16.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
22.94
IV
34.3%
B/E move
14.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
21.97
IV
33.9%
B/E move
12.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
21.00
IV
33.6%
B/E move
10.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
20.04
IV
33.2%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend55.49%
Daily EOD
VBNK43.2%49.8%56.4%2026-10-19: 44.13%2026-10-20: 50.14%2026-10-21: 48.33%2026-10-22: 44.93%2026-10-23: 45.25%2026-10-26: 47.57%2026-10-29: 50.13%2026-10-30: 55.49%Oct 19Oct 22Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
44.13%
50.14%
48.33%
44.93%
45.25%
47.57%
50.13%
55.49%