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VEON Ltd VEON

COMMUNICATION SERVICES · TELECOM SERVICES
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Market dataready · fetched 2026-10-22T18:27:35.929Z

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 · 2026-10-22T18:26:17.270220392Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T18:26:27.901367+00:00

Share price$78.78
1D-4.1%
$78$79$80$82$835:30 AM6:30 AM9:00 AM1:00 PMVEON
Sold putSold call

VEON Ltd options

Live interpolated VEON call and put midpoint premiums by absolute delta.VEON Ltd$1.05$3.87$6.68$9.49$12.31$64.62$72.14$79.66$87.18$94.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VEON spot · $78.78VEON PRICE$1.36$1.81$2.35$2.89$3.43$3.99$4.54$5.38$6.23$7.08$8.40$9.80$11.50$1.72$1.95$2.15$2.66$3.33$4.01$4.68$5.80$7.02$8.24$9.26$10.23$11.21
PutsExpensive1.09×
CallsFair1.04×
SkewBullish-7.91 pp
Implied moveBalanced±$9.22
TiltBearish2.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.0457.7%18.6%68.5965.1%15.1%
25Δ89.6759.0%16.1%71.7255.6%11.4%
30Δ87.6459.5%14.2%74.1348.0%8.6%
35Δ85.6260.0%12.3%75.8445.8%7.1%
40Δ83.7259.2%10.6%77.1546.6%6.3%
45Δ81.8857.8%9.0%78.4647.3%5.5%
50Δ80.0456.4%7.4%79.7748.1%4.7%
55Δ78.4356.7%6.4%81.3849.7%4.1%
60Δ76.8356.9%5.4%83.0551.4%3.5%
65Δ75.2357.2%4.5%84.7253.2%2.9%
70Δ73.3358.5%3.7%86.2151.5%2.3%
75Δ71.3960.0%3.1%87.6649.1%1.7%
80Δ69.1761.9%2.4%89.1246.7%1.1%

20Δ

Calls
Pseudo strike
92.04
IV
57.7%
B/E move
18.6%
Puts
Pseudo strike
68.59
IV
65.1%
B/E move
15.1%

25Δ

Calls
Pseudo strike
89.67
IV
59.0%
B/E move
16.1%
Puts
Pseudo strike
71.72
IV
55.6%
B/E move
11.4%

30Δ

Calls
Pseudo strike
87.64
IV
59.5%
B/E move
14.2%
Puts
Pseudo strike
74.13
IV
48.0%
B/E move
8.6%

35Δ

Calls
Pseudo strike
85.62
IV
60.0%
B/E move
12.3%
Puts
Pseudo strike
75.84
IV
45.8%
B/E move
7.1%

40Δ

Calls
Pseudo strike
83.72
IV
59.2%
B/E move
10.6%
Puts
Pseudo strike
77.15
IV
46.6%
B/E move
6.3%

45Δ

Calls
Pseudo strike
81.88
IV
57.8%
B/E move
9.0%
Puts
Pseudo strike
78.46
IV
47.3%
B/E move
5.5%

50Δ

Calls
Pseudo strike
80.04
IV
56.4%
B/E move
7.4%
Puts
Pseudo strike
79.77
IV
48.1%
B/E move
4.7%

55Δ

Calls
Pseudo strike
78.43
IV
56.7%
B/E move
6.4%
Puts
Pseudo strike
81.38
IV
49.7%
B/E move
4.1%

60Δ

Calls
Pseudo strike
76.83
IV
56.9%
B/E move
5.4%
Puts
Pseudo strike
83.05
IV
51.4%
B/E move
3.5%

65Δ

Calls
Pseudo strike
75.23
IV
57.2%
B/E move
4.5%
Puts
Pseudo strike
84.72
IV
53.2%
B/E move
2.9%

70Δ

Calls
Pseudo strike
73.33
IV
58.5%
B/E move
3.7%
Puts
Pseudo strike
86.21
IV
51.5%
B/E move
2.3%

75Δ

Calls
Pseudo strike
71.39
IV
60.0%
B/E move
3.1%
Puts
Pseudo strike
87.66
IV
49.1%
B/E move
1.7%

80Δ

Calls
Pseudo strike
69.17
IV
61.9%
B/E move
2.4%
Puts
Pseudo strike
89.12
IV
46.7%
B/E move
1.1%

Options history

No recorded observations