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VEON Ltd. ADS VEON

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Market datapartial · fetched 2026-10-22T20:51:37.884Z

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 · 2026-10-22T20:00:00.16725552Z

FundamentalsAlpha Vantage · unavailable

Share price$79.27
1D-3.5%
AH$78$79$80$82$835:30 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$1.03$4.04$7.04$10.05$13.05$63.93$71.65$79.38$87.10$94.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VEON spot · $79.27VEON PRICE$1.36$1.74$2.28$2.83$3.36$3.87$4.38$5.09$5.88$6.67$7.66$8.94$10.23$1.68$2.06$2.44$3.10$3.90$4.71$5.62$6.78$7.94$8.99$9.91$10.84$12.18
PutsExpensive1.20×
CallsFair0.98×
SkewBearish+0.31 pp
Implied moveBearish±$10.01
TiltBearish11.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ93.0059.1%19.0%69.6062.3%14.3%
25Δ89.5555.6%15.2%72.0357.3%11.7%
30Δ87.7256.8%13.5%74.2353.1%9.4%
35Δ85.8958.0%11.9%75.9752.5%8.1%
40Δ84.0857.6%10.3%77.4853.8%7.2%
45Δ82.2955.7%8.7%78.9855.2%6.3%
50Δ80.5053.8%7.1%80.5756.3%5.5%
55Δ78.9253.2%6.0%82.3257.2%4.7%
60Δ77.4152.9%5.1%84.0758.0%4.0%
65Δ75.9152.7%4.2%85.7057.2%3.2%
70Δ74.3052.8%3.4%87.2054.5%2.5%
75Δ72.5153.2%2.8%88.6951.8%1.8%
80Δ70.7253.7%2.1%90.5750.0%1.1%

20Δ

Calls
Pseudo strike
93.00
IV
59.1%
B/E move
19.0%
Puts
Pseudo strike
69.60
IV
62.3%
B/E move
14.3%

25Δ

Calls
Pseudo strike
89.55
IV
55.6%
B/E move
15.2%
Puts
Pseudo strike
72.03
IV
57.3%
B/E move
11.7%

30Δ

Calls
Pseudo strike
87.72
IV
56.8%
B/E move
13.5%
Puts
Pseudo strike
74.23
IV
53.1%
B/E move
9.4%

35Δ

Calls
Pseudo strike
85.89
IV
58.0%
B/E move
11.9%
Puts
Pseudo strike
75.97
IV
52.5%
B/E move
8.1%

40Δ

Calls
Pseudo strike
84.08
IV
57.6%
B/E move
10.3%
Puts
Pseudo strike
77.48
IV
53.8%
B/E move
7.2%

45Δ

Calls
Pseudo strike
82.29
IV
55.7%
B/E move
8.7%
Puts
Pseudo strike
78.98
IV
55.2%
B/E move
6.3%

50Δ

Calls
Pseudo strike
80.50
IV
53.8%
B/E move
7.1%
Puts
Pseudo strike
80.57
IV
56.3%
B/E move
5.5%

55Δ

Calls
Pseudo strike
78.92
IV
53.2%
B/E move
6.0%
Puts
Pseudo strike
82.32
IV
57.2%
B/E move
4.7%

60Δ

Calls
Pseudo strike
77.41
IV
52.9%
B/E move
5.1%
Puts
Pseudo strike
84.07
IV
58.0%
B/E move
4.0%

65Δ

Calls
Pseudo strike
75.91
IV
52.7%
B/E move
4.2%
Puts
Pseudo strike
85.70
IV
57.2%
B/E move
3.2%

70Δ

Calls
Pseudo strike
74.30
IV
52.8%
B/E move
3.4%
Puts
Pseudo strike
87.20
IV
54.5%
B/E move
2.5%

75Δ

Calls
Pseudo strike
72.51
IV
53.2%
B/E move
2.8%
Puts
Pseudo strike
88.69
IV
51.8%
B/E move
1.8%

80Δ

Calls
Pseudo strike
70.72
IV
53.7%
B/E move
2.1%
Puts
Pseudo strike
90.57
IV
50.0%
B/E move
1.1%

Options history

No recorded observations