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VERMILION ENERGY INC. VET

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Market datapartial · fetched 2026-10-22T20:53:20.386Z

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 · 2026-10-22T20:10:00.004124866Z

FundamentalsAlpha Vantage · unavailable

Share price$13.45
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.$0.19$1.32$2.45$3.58$4.71$10.44$12.02$13.60$15.17$16.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VET spot · $13.45VET PRICE$0.34$0.31$0.38$0.50$0.61$0.72$0.84$0.95$1.07$1.18$1.29$2.38$4.38$0.45$0.38$0.44$0.62$0.79$0.97$1.14$1.31$1.49$1.66$1.84
PutsExpensive1.42×
CallsExpensive1.50×
SkewBullish-7.74 pp
Implied moveBearish±$1.98
TiltBullish14.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.33107.6%46.3%10.31126.1%26.6%
25Δ15.9465.0%20.8%11.8174.8%15.0%
30Δ14.8053.1%12.9%12.6551.5%9.2%
35Δ14.5353.0%11.7%12.9452.4%8.4%
40Δ14.2652.8%10.6%13.2253.3%7.6%
45Δ13.9952.7%9.4%13.5154.2%6.7%
50Δ13.7252.5%8.2%13.8055.1%5.9%
55Δ13.4552.4%7.1%14.0856.0%5.1%
60Δ13.1752.2%5.9%14.3756.9%4.3%
65Δ12.9052.1%4.7%14.6557.8%3.4%
70Δ12.6351.9%3.5%14.9458.7%2.6%
75Δ11.4696.3%2.9%
80Δ9.45182.3%2.9%

20Δ

Calls
Pseudo strike
19.33
IV
107.6%
B/E move
46.3%
Puts
Pseudo strike
10.31
IV
126.1%
B/E move
26.6%

25Δ

Calls
Pseudo strike
15.94
IV
65.0%
B/E move
20.8%
Puts
Pseudo strike
11.81
IV
74.8%
B/E move
15.0%

30Δ

Calls
Pseudo strike
14.80
IV
53.1%
B/E move
12.9%
Puts
Pseudo strike
12.65
IV
51.5%
B/E move
9.2%

35Δ

Calls
Pseudo strike
14.53
IV
53.0%
B/E move
11.7%
Puts
Pseudo strike
12.94
IV
52.4%
B/E move
8.4%

40Δ

Calls
Pseudo strike
14.26
IV
52.8%
B/E move
10.6%
Puts
Pseudo strike
13.22
IV
53.3%
B/E move
7.6%

45Δ

Calls
Pseudo strike
13.99
IV
52.7%
B/E move
9.4%
Puts
Pseudo strike
13.51
IV
54.2%
B/E move
6.7%

50Δ

Calls
Pseudo strike
13.72
IV
52.5%
B/E move
8.2%
Puts
Pseudo strike
13.80
IV
55.1%
B/E move
5.9%

55Δ

Calls
Pseudo strike
13.45
IV
52.4%
B/E move
7.1%
Puts
Pseudo strike
14.08
IV
56.0%
B/E move
5.1%

60Δ

Calls
Pseudo strike
13.17
IV
52.2%
B/E move
5.9%
Puts
Pseudo strike
14.37
IV
56.9%
B/E move
4.3%

65Δ

Calls
Pseudo strike
12.90
IV
52.1%
B/E move
4.7%
Puts
Pseudo strike
14.65
IV
57.8%
B/E move
3.4%

70Δ

Calls
Pseudo strike
12.63
IV
51.9%
B/E move
3.5%
Puts
Pseudo strike
14.94
IV
58.7%
B/E move
2.6%

75Δ

Calls
Pseudo strike
11.46
IV
96.3%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
9.45
IV
182.3%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations