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Vermilion Energy Inc. VET

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-22T18:43:28.960Z

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 · 2026-10-22T18:43:24.013227193Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T18:43:27.788810+00:00

Share price$13.59
1D-1.7%
$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.$0.13$1.59$3.04$4.50$5.95$10.25$11.68$13.12$14.55$15.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VET spot · $13.59VET PRICE$0.33$0.29$0.34$0.43$0.52$0.61$0.70$0.79$0.88$0.97$1.07$1.16$1.25$0.47$0.42$0.51$0.70$0.89$1.08$1.26$1.45$1.64$1.83$2.86$4.20$5.53
PutsExpensive1.64×
CallsFair1.00×
SkewBearish+24.57 pp
Implied moveBearish±$1.97
TiltBearish41.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.31103.8%44.6%10.39128.3%27.0%
25Δ15.8759.4%18.9%11.9078.1%15.6%
30Δ14.8347.4%11.7%12.6958.6%10.4%
35Δ14.6146.3%10.7%13.0159.6%9.4%
40Δ14.3845.2%9.7%13.3360.6%8.5%
45Δ14.1544.2%8.7%13.6461.6%7.5%
50Δ13.9343.1%7.7%13.9662.6%6.6%
55Δ13.7042.0%6.7%14.2863.7%5.6%
60Δ13.4840.9%5.7%14.6064.7%4.6%
65Δ13.2539.8%4.7%14.9265.7%3.7%
70Δ13.0238.7%3.7%16.0472.1%3.0%
75Δ12.8037.7%2.7%17.4680.4%2.4%
80Δ12.5736.6%1.7%18.8888.7%1.8%

20Δ

Calls
Pseudo strike
19.31
IV
103.8%
B/E move
44.6%
Puts
Pseudo strike
10.39
IV
128.3%
B/E move
27.0%

25Δ

Calls
Pseudo strike
15.87
IV
59.4%
B/E move
18.9%
Puts
Pseudo strike
11.90
IV
78.1%
B/E move
15.6%

30Δ

Calls
Pseudo strike
14.83
IV
47.4%
B/E move
11.7%
Puts
Pseudo strike
12.69
IV
58.6%
B/E move
10.4%

35Δ

Calls
Pseudo strike
14.61
IV
46.3%
B/E move
10.7%
Puts
Pseudo strike
13.01
IV
59.6%
B/E move
9.4%

40Δ

Calls
Pseudo strike
14.38
IV
45.2%
B/E move
9.7%
Puts
Pseudo strike
13.33
IV
60.6%
B/E move
8.5%

45Δ

Calls
Pseudo strike
14.15
IV
44.2%
B/E move
8.7%
Puts
Pseudo strike
13.64
IV
61.6%
B/E move
7.5%

50Δ

Calls
Pseudo strike
13.93
IV
43.1%
B/E move
7.7%
Puts
Pseudo strike
13.96
IV
62.6%
B/E move
6.6%

55Δ

Calls
Pseudo strike
13.70
IV
42.0%
B/E move
6.7%
Puts
Pseudo strike
14.28
IV
63.7%
B/E move
5.6%

60Δ

Calls
Pseudo strike
13.48
IV
40.9%
B/E move
5.7%
Puts
Pseudo strike
14.60
IV
64.7%
B/E move
4.6%

65Δ

Calls
Pseudo strike
13.25
IV
39.8%
B/E move
4.7%
Puts
Pseudo strike
14.92
IV
65.7%
B/E move
3.7%

70Δ

Calls
Pseudo strike
13.02
IV
38.7%
B/E move
3.7%
Puts
Pseudo strike
16.04
IV
72.1%
B/E move
3.0%

75Δ

Calls
Pseudo strike
12.80
IV
37.7%
B/E move
2.7%
Puts
Pseudo strike
17.46
IV
80.4%
B/E move
2.4%

80Δ

Calls
Pseudo strike
12.57
IV
36.6%
B/E move
1.7%
Puts
Pseudo strike
18.88
IV
88.7%
B/E move
1.8%

Options history

No recorded observations