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VERMILION ENERGY INC. VET

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Market datapartial · fetched 2026-10-22T18:27:17.140Z

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 · 2026-10-22T18:26:13.089820434Z

FundamentalsAlpha Vantage · unavailable

Share price$13.61
1D-1.5%
$13.10$13.29$13.49$13.69$13.885:30 AM6:30 AM9:00 AM1:00 PMVET
Sold putSold call

VERMILION ENERGY INC. options

Live interpolated VET call and put midpoint premiums by absolute delta.VERMILION ENERGY INC.$0.18$1.18$2.18$3.17$4.17$10.39$11.79$13.19$14.59$15.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VET spot · $13.61VET PRICE$0.33$0.29$0.34$0.43$0.52$0.60$0.69$0.78$0.87$0.96$1.05$1.13$1.22$0.47$0.42$0.52$0.71$0.90$1.09$1.28$1.47$1.66$1.85$2.48$3.18$3.88
PutsExpensive1.57×
CallsFair0.99×
SkewBearish+22.39 pp
Implied moveBearish±$1.97
TiltBearish36.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.36103.9%44.7%10.43127.4%26.8%
25Δ15.9560.1%19.3%11.9576.8%15.3%
30Δ14.8447.0%11.5%12.7059.1%10.5%
35Δ14.6245.8%10.6%13.0360.2%9.5%
40Δ14.4044.6%9.6%13.3561.3%8.5%
45Δ14.1843.5%8.6%13.6762.4%7.6%
50Δ13.9642.3%7.6%13.9963.5%6.6%
55Δ13.7441.1%6.7%14.3164.6%5.6%
60Δ13.5239.9%5.7%14.6365.7%4.7%
65Δ13.2938.8%4.7%14.9566.8%3.7%
70Δ13.0737.6%3.7%15.6766.8%3.0%
75Δ12.8536.4%2.8%16.4666.6%2.4%
80Δ12.6335.3%1.8%17.2566.4%1.8%

20Δ

Calls
Pseudo strike
19.36
IV
103.9%
B/E move
44.7%
Puts
Pseudo strike
10.43
IV
127.4%
B/E move
26.8%

25Δ

Calls
Pseudo strike
15.95
IV
60.1%
B/E move
19.3%
Puts
Pseudo strike
11.95
IV
76.8%
B/E move
15.3%

30Δ

Calls
Pseudo strike
14.84
IV
47.0%
B/E move
11.5%
Puts
Pseudo strike
12.70
IV
59.1%
B/E move
10.5%

35Δ

Calls
Pseudo strike
14.62
IV
45.8%
B/E move
10.6%
Puts
Pseudo strike
13.03
IV
60.2%
B/E move
9.5%

40Δ

Calls
Pseudo strike
14.40
IV
44.6%
B/E move
9.6%
Puts
Pseudo strike
13.35
IV
61.3%
B/E move
8.5%

45Δ

Calls
Pseudo strike
14.18
IV
43.5%
B/E move
8.6%
Puts
Pseudo strike
13.67
IV
62.4%
B/E move
7.6%

50Δ

Calls
Pseudo strike
13.96
IV
42.3%
B/E move
7.6%
Puts
Pseudo strike
13.99
IV
63.5%
B/E move
6.6%

55Δ

Calls
Pseudo strike
13.74
IV
41.1%
B/E move
6.7%
Puts
Pseudo strike
14.31
IV
64.6%
B/E move
5.6%

60Δ

Calls
Pseudo strike
13.52
IV
39.9%
B/E move
5.7%
Puts
Pseudo strike
14.63
IV
65.7%
B/E move
4.7%

65Δ

Calls
Pseudo strike
13.29
IV
38.8%
B/E move
4.7%
Puts
Pseudo strike
14.95
IV
66.8%
B/E move
3.7%

70Δ

Calls
Pseudo strike
13.07
IV
37.6%
B/E move
3.7%
Puts
Pseudo strike
15.67
IV
66.8%
B/E move
3.0%

75Δ

Calls
Pseudo strike
12.85
IV
36.4%
B/E move
2.8%
Puts
Pseudo strike
16.46
IV
66.6%
B/E move
2.4%

80Δ

Calls
Pseudo strike
12.63
IV
35.3%
B/E move
1.8%
Puts
Pseudo strike
17.25
IV
66.4%
B/E move
1.8%

Options history

No recorded observations