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VEON Ltd VEON

COMMUNICATION SERVICES · TELECOM SERVICES
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Market dataready · fetched 2026-10-23T00:20:50.866Z

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 · 2026-10-22T21:41:00.689468732Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:20:49.447809+00:00

Share price$78.80
1D-3.5%
AH$78$79$80$82$835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVEON
Sold putSold callAH

VEON Ltd options

Live interpolated VEON call and put midpoint premiums by absolute delta.VEON Ltd$1.08$3.86$6.65$9.44$12.22$64.14$71.77$79.39$87.02$94.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VEON spot · $78.80VEON PRICE$1.38$1.78$2.34$2.91$3.45$3.98$4.51$5.34$6.17$7.00$8.28$9.67$11.42$1.66$2.00$2.37$2.91$3.68$4.45$5.22$6.31$7.40$8.49$9.31$10.12$10.92
PutsExpensive1.14×
CallsFair1.04×
SkewBullish-5.35 pp
Implied moveBearish±$9.74
TiltBearish4.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.7760.5%19.5%69.0762.6%14.5%
25Δ89.4057.5%15.7%71.7256.3%11.5%
30Δ87.5258.9%14.0%73.8152.1%9.3%
35Δ85.6560.2%12.4%75.6350.2%7.7%
40Δ83.7859.5%10.7%77.0751.3%6.9%
45Δ81.9157.8%9.0%78.5152.3%6.0%
50Δ80.0456.0%7.3%79.9553.4%5.2%
55Δ78.4556.1%6.3%81.6053.9%4.4%
60Δ76.8756.3%5.4%83.2554.4%3.7%
65Δ75.2956.4%4.4%84.9154.8%3.0%
70Δ73.4257.6%3.7%86.2351.9%2.4%
75Δ71.5058.9%3.0%87.5348.8%1.8%
80Δ69.2561.5%2.4%88.8345.6%1.1%

20Δ

Calls
Pseudo strike
92.77
IV
60.5%
B/E move
19.5%
Puts
Pseudo strike
69.07
IV
62.6%
B/E move
14.5%

25Δ

Calls
Pseudo strike
89.40
IV
57.5%
B/E move
15.7%
Puts
Pseudo strike
71.72
IV
56.3%
B/E move
11.5%

30Δ

Calls
Pseudo strike
87.52
IV
58.9%
B/E move
14.0%
Puts
Pseudo strike
73.81
IV
52.1%
B/E move
9.3%

35Δ

Calls
Pseudo strike
85.65
IV
60.2%
B/E move
12.4%
Puts
Pseudo strike
75.63
IV
50.2%
B/E move
7.7%

40Δ

Calls
Pseudo strike
83.78
IV
59.5%
B/E move
10.7%
Puts
Pseudo strike
77.07
IV
51.3%
B/E move
6.9%

45Δ

Calls
Pseudo strike
81.91
IV
57.8%
B/E move
9.0%
Puts
Pseudo strike
78.51
IV
52.3%
B/E move
6.0%

50Δ

Calls
Pseudo strike
80.04
IV
56.0%
B/E move
7.3%
Puts
Pseudo strike
79.95
IV
53.4%
B/E move
5.2%

55Δ

Calls
Pseudo strike
78.45
IV
56.1%
B/E move
6.3%
Puts
Pseudo strike
81.60
IV
53.9%
B/E move
4.4%

60Δ

Calls
Pseudo strike
76.87
IV
56.3%
B/E move
5.4%
Puts
Pseudo strike
83.25
IV
54.4%
B/E move
3.7%

65Δ

Calls
Pseudo strike
75.29
IV
56.4%
B/E move
4.4%
Puts
Pseudo strike
84.91
IV
54.8%
B/E move
3.0%

70Δ

Calls
Pseudo strike
73.42
IV
57.6%
B/E move
3.7%
Puts
Pseudo strike
86.23
IV
51.9%
B/E move
2.4%

75Δ

Calls
Pseudo strike
71.50
IV
58.9%
B/E move
3.0%
Puts
Pseudo strike
87.53
IV
48.8%
B/E move
1.8%

80Δ

Calls
Pseudo strike
69.25
IV
61.5%
B/E move
2.4%
Puts
Pseudo strike
88.83
IV
45.6%
B/E move
1.1%

Options history

No recorded observations