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VersaBank Common Shares VBNK

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Market datapartial · fetched 2026-10-22T18:13:47.758Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T18:12:46.520826097Z

FundamentalsAlpha Vantage · unavailable

Share price$22.75
1D-1.3%
$22.71$22.80$22.88$22.97$23.065:30 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$0.76$1.17$1.58$1.99$2.40$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEVBNK PRICE$1.15$0.98$0.80$0.86$1.10$1.33$1.57$1.81$2.04$2.28
PutsExpensive1.21×
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
30Δ20.4787.9%15.0%
35Δ21.3066.0%10.6%
40Δ22.1344.2%6.2%
45Δ22.6934.8%4.0%
50Δ23.0435.3%3.5%
55Δ23.3835.8%3.1%
60Δ23.7236.3%2.6%
65Δ24.0736.8%2.1%
70Δ24.4137.3%1.7%
75Δ24.7637.8%1.2%
80Δ

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
IV
B/E move
Puts
Pseudo strike
20.47
IV
87.9%
B/E move
15.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.30
IV
66.0%
B/E move
10.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.13
IV
44.2%
B/E move
6.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.69
IV
34.8%
B/E move
4.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.04
IV
35.3%
B/E move
3.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.38
IV
35.8%
B/E move
3.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.72
IV
36.3%
B/E move
2.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.07
IV
36.8%
B/E move
2.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.41
IV
37.3%
B/E move
1.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.76
IV
37.8%
B/E move
1.2%

80Δ

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

Options history

No recorded observations