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Vermilion Energy Inc. VET

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-23T00:20:49.593Z

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 · 2026-10-22T23:07:45.981653248Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:20:47.346844+00:00

Share price$13.44
1D-2.7%
AH$13.10$13.29$13.49$13.69$13.885:30 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.$0.26$0.74$1.22$1.69$2.17$10.51$11.93$13.35$14.77$16.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VET spot · $13.44VET PRICE$0.34$0.31$0.38$0.50$0.61$0.73$0.84$0.96$1.07$1.19$1.30$1.60$2.04$0.45$0.38$0.44$0.61$0.79$0.96$1.13$1.30$1.48$1.65$1.82
PutsExpensive1.41×
CallsExpensive1.22×
SkewBearish+4.91 pp
Implied moveBearish±$1.97
TiltBullish3.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.31107.8%46.3%10.29126.9%26.8%
25Δ15.9064.8%20.6%11.7875.7%15.2%
30Δ14.8053.3%13.0%12.6551.2%9.2%
35Δ14.5353.2%11.8%12.9352.1%8.4%
40Δ14.2553.1%10.6%13.2152.9%7.5%
45Δ13.9853.0%9.4%13.5053.8%6.7%
50Δ13.7152.9%8.3%13.7854.6%5.9%
55Δ13.4352.8%7.1%14.0755.5%5.1%
60Δ13.1652.7%5.9%14.3556.3%4.2%
65Δ12.8952.6%4.7%14.6357.2%3.4%
70Δ12.6152.5%3.5%14.9258.0%2.6%
75Δ12.2153.3%2.7%
80Δ11.7054.7%2.2%

20Δ

Calls
Pseudo strike
19.31
IV
107.8%
B/E move
46.3%
Puts
Pseudo strike
10.29
IV
126.9%
B/E move
26.8%

25Δ

Calls
Pseudo strike
15.90
IV
64.8%
B/E move
20.6%
Puts
Pseudo strike
11.78
IV
75.7%
B/E move
15.2%

30Δ

Calls
Pseudo strike
14.80
IV
53.3%
B/E move
13.0%
Puts
Pseudo strike
12.65
IV
51.2%
B/E move
9.2%

35Δ

Calls
Pseudo strike
14.53
IV
53.2%
B/E move
11.8%
Puts
Pseudo strike
12.93
IV
52.1%
B/E move
8.4%

40Δ

Calls
Pseudo strike
14.25
IV
53.1%
B/E move
10.6%
Puts
Pseudo strike
13.21
IV
52.9%
B/E move
7.5%

45Δ

Calls
Pseudo strike
13.98
IV
53.0%
B/E move
9.4%
Puts
Pseudo strike
13.50
IV
53.8%
B/E move
6.7%

50Δ

Calls
Pseudo strike
13.71
IV
52.9%
B/E move
8.3%
Puts
Pseudo strike
13.78
IV
54.6%
B/E move
5.9%

55Δ

Calls
Pseudo strike
13.43
IV
52.8%
B/E move
7.1%
Puts
Pseudo strike
14.07
IV
55.5%
B/E move
5.1%

60Δ

Calls
Pseudo strike
13.16
IV
52.7%
B/E move
5.9%
Puts
Pseudo strike
14.35
IV
56.3%
B/E move
4.2%

65Δ

Calls
Pseudo strike
12.89
IV
52.6%
B/E move
4.7%
Puts
Pseudo strike
14.63
IV
57.2%
B/E move
3.4%

70Δ

Calls
Pseudo strike
12.61
IV
52.5%
B/E move
3.5%
Puts
Pseudo strike
14.92
IV
58.0%
B/E move
2.6%

75Δ

Calls
Pseudo strike
12.21
IV
53.3%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
11.70
IV
54.7%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations