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VEON Ltd. ADS VEON

COMMUNICATION SERVICES · TELECOM SERVICES
i

Market dataready · fetched 2026-11-12T03:07:48.924Z

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: 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 · 2026-11-11T21:00:00.437951849Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T03:07:48.344594+00:00

Share price$76.42
1D+4.2%
AH$72$73$75$76$775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVEON
Sold putSold callAH

VEON Ltd. ADS options

Live interpolated VEON call and put midpoint premiums by absolute delta.VEON Ltd. ADS$0.65$2.48$4.31$6.15$7.98$64.36$70.36$76.36$82.36$88.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VEON spot · $76.42VEON PRICE$0.84$1.05$1.26$1.53$1.86$2.19$2.52$2.84$3.17$4.04$5.10$6.15$7.20$1.36$1.73$1.97$2.21$2.45$2.85$3.27$3.69$4.11$4.53$5.19$6.32$7.45
PutsCheap0.83×
CallsCheap0.72×
SkewBearish+9.67 pp
Implied moveBearish±$5.79
TiltBearish8.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.2267.5%11.3%68.1494.5%12.6%
25Δ82.4963.2%9.3%70.1891.4%10.4%
30Δ80.7658.9%7.3%71.7383.5%8.7%
35Δ79.5256.5%6.1%73.2975.6%7.0%
40Δ78.6655.5%5.4%74.8467.6%5.3%
45Δ77.7954.5%4.7%75.8164.9%4.5%
50Δ76.9353.5%4.0%76.7162.8%3.9%
55Δ76.0752.5%3.3%77.6160.7%3.3%
60Δ75.2151.5%2.6%78.5158.5%2.6%
65Δ74.0454.6%2.2%79.4156.4%2.0%
70Δ72.7859.1%1.9%80.4755.3%1.5%
75Δ71.5163.5%1.6%81.8456.2%1.2%
80Δ70.2467.9%1.3%83.2057.0%0.9%

20Δ

Calls
Pseudo strike
84.22
IV
67.5%
B/E move
11.3%
Puts
Pseudo strike
68.14
IV
94.5%
B/E move
12.6%

25Δ

Calls
Pseudo strike
82.49
IV
63.2%
B/E move
9.3%
Puts
Pseudo strike
70.18
IV
91.4%
B/E move
10.4%

30Δ

Calls
Pseudo strike
80.76
IV
58.9%
B/E move
7.3%
Puts
Pseudo strike
71.73
IV
83.5%
B/E move
8.7%

35Δ

Calls
Pseudo strike
79.52
IV
56.5%
B/E move
6.1%
Puts
Pseudo strike
73.29
IV
75.6%
B/E move
7.0%

40Δ

Calls
Pseudo strike
78.66
IV
55.5%
B/E move
5.4%
Puts
Pseudo strike
74.84
IV
67.6%
B/E move
5.3%

45Δ

Calls
Pseudo strike
77.79
IV
54.5%
B/E move
4.7%
Puts
Pseudo strike
75.81
IV
64.9%
B/E move
4.5%

50Δ

Calls
Pseudo strike
76.93
IV
53.5%
B/E move
4.0%
Puts
Pseudo strike
76.71
IV
62.8%
B/E move
3.9%

55Δ

Calls
Pseudo strike
76.07
IV
52.5%
B/E move
3.3%
Puts
Pseudo strike
77.61
IV
60.7%
B/E move
3.3%

60Δ

Calls
Pseudo strike
75.21
IV
51.5%
B/E move
2.6%
Puts
Pseudo strike
78.51
IV
58.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
74.04
IV
54.6%
B/E move
2.2%
Puts
Pseudo strike
79.41
IV
56.4%
B/E move
2.0%

70Δ

Calls
Pseudo strike
72.78
IV
59.1%
B/E move
1.9%
Puts
Pseudo strike
80.47
IV
55.3%
B/E move
1.5%

75Δ

Calls
Pseudo strike
71.51
IV
63.5%
B/E move
1.6%
Puts
Pseudo strike
81.84
IV
56.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
70.24
IV
67.9%
B/E move
1.3%
Puts
Pseudo strike
83.20
IV
57.0%
B/E move
0.9%

Options history

IV · four-Friday blend51.02%
Daily EOD
VEON46.9%49.1%51.3%2026-10-19: 48.48%2026-10-20: 48.64%2026-10-21: 48.18%2026-10-22: 48.41%2026-10-23: 49.07%2026-10-26: 49.82%2026-10-27: 47.96%2026-10-28: 47.25%2026-10-29: 47.70%2026-10-30: 51.02%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
48.48%
48.64%
48.18%
48.41%
49.07%
49.82%
47.96%
47.25%
47.70%
51.02%