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VERMILION ENERGY INC. VET

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Market datapartial · fetched 2026-11-12T03:07:39.623Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T00:00:00.002446562Z

FundamentalsAlpha Vantage · unavailable

Share price$10.64
1D+2.0%
AH$10.41$10.48$10.56$10.63$10.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVET
Sold putSold callAH

VERMILION ENERGY INC. options

Live interpolated VET call and put midpoint premiums by absolute delta.VERMILION ENERGY INC.$0.05$1.30$2.56$3.81$5.06$7.65$9.51$11.37$13.23$15.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VET spot · $10.64VET PRICE$0.19$0.26$0.34$0.42$0.50$0.58$0.65$0.73$0.81$0.89$0.97$1.79$2.71$0.25$0.30$0.36$0.53$0.73$0.94$1.14$1.35$1.55$1.75$1.96$2.50$4.70
PutsCheap0.92×
CallsCheap0.79×
SkewBearish+12.80 pp
Implied moveBearish±$1.80
TiltBearish25.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.3246.2%17.5%8.8466.0%19.3%
25Δ12.0946.0%16.1%9.3659.1%14.9%
30Δ11.8645.8%14.7%9.8852.1%10.6%
35Δ11.6345.5%13.3%10.2251.8%8.9%
40Δ11.4045.3%11.9%10.5153.6%8.1%
45Δ11.1745.0%10.4%10.8055.4%7.3%
50Δ10.9544.8%9.0%11.0957.1%6.5%
55Δ10.7244.6%7.6%11.3958.9%5.6%
60Δ10.4944.3%6.2%11.6860.7%4.8%
65Δ10.2644.1%4.7%11.9762.4%4.0%
70Δ10.0343.9%3.3%12.2664.2%3.2%
75Δ9.1562.4%2.8%12.8870.2%2.4%
80Δ8.1883.5%2.4%15.1296.4%2.1%

20Δ

Calls
Pseudo strike
12.32
IV
46.2%
B/E move
17.5%
Puts
Pseudo strike
8.84
IV
66.0%
B/E move
19.3%

25Δ

Calls
Pseudo strike
12.09
IV
46.0%
B/E move
16.1%
Puts
Pseudo strike
9.36
IV
59.1%
B/E move
14.9%

30Δ

Calls
Pseudo strike
11.86
IV
45.8%
B/E move
14.7%
Puts
Pseudo strike
9.88
IV
52.1%
B/E move
10.6%

35Δ

Calls
Pseudo strike
11.63
IV
45.5%
B/E move
13.3%
Puts
Pseudo strike
10.22
IV
51.8%
B/E move
8.9%

40Δ

Calls
Pseudo strike
11.40
IV
45.3%
B/E move
11.9%
Puts
Pseudo strike
10.51
IV
53.6%
B/E move
8.1%

45Δ

Calls
Pseudo strike
11.17
IV
45.0%
B/E move
10.4%
Puts
Pseudo strike
10.80
IV
55.4%
B/E move
7.3%

50Δ

Calls
Pseudo strike
10.95
IV
44.8%
B/E move
9.0%
Puts
Pseudo strike
11.09
IV
57.1%
B/E move
6.5%

55Δ

Calls
Pseudo strike
10.72
IV
44.6%
B/E move
7.6%
Puts
Pseudo strike
11.39
IV
58.9%
B/E move
5.6%

60Δ

Calls
Pseudo strike
10.49
IV
44.3%
B/E move
6.2%
Puts
Pseudo strike
11.68
IV
60.7%
B/E move
4.8%

65Δ

Calls
Pseudo strike
10.26
IV
44.1%
B/E move
4.7%
Puts
Pseudo strike
11.97
IV
62.4%
B/E move
4.0%

70Δ

Calls
Pseudo strike
10.03
IV
43.9%
B/E move
3.3%
Puts
Pseudo strike
12.26
IV
64.2%
B/E move
3.2%

75Δ

Calls
Pseudo strike
9.15
IV
62.4%
B/E move
2.8%
Puts
Pseudo strike
12.88
IV
70.2%
B/E move
2.4%

80Δ

Calls
Pseudo strike
8.18
IV
83.5%
B/E move
2.4%
Puts
Pseudo strike
15.12
IV
96.4%
B/E move
2.1%

Options history

IV · four-Friday blend51.04%
Daily EOD
VET46.1%48.9%51.6%2026-10-19: 51.26%2026-10-20: 46.49%2026-10-21: 49.12%2026-10-22: 49.43%2026-10-23: 51.04%Oct 19Oct 21Oct 23
5 observations2026-10-19 — 2026-10-23
Table
DateIV (%)
51.26%
46.49%
49.12%
49.43%
51.04%