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Venture Global, Inc. VG

i

Market dataready · fetched 2026-11-07T01:14:26.185Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:51:08.492941753Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-07T01:14:25.724045+00:00

Share price$11.61
1D+0.2%
AH$11.35$11.44$11.53$11.62$11.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVG
Sold putSold callAH

Venture Global, Inc. options

Live interpolated VG call and put midpoint premiums by absolute delta.Venture Global, Inc.$0.10$0.76$1.42$2.08$2.73$9.13$10.64$12.15$13.66$15.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VG spot · $11.61VG PRICE$0.17$0.23$0.30$0.37$0.43$0.50$0.58$0.66$0.77$0.88$0.98$1.09$1.20$0.21$0.29$0.37$0.46$0.58$0.70$0.84$0.99$1.18$1.40$1.68$2.12$2.54
PutsExpensive1.46×
CallsExpensive1.57×
SkewBearish+21.50 pp
Implied moveBearish±$1.42
TiltBearish24.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.26103.7%15.7%10.35107.9%12.7%
25Δ12.90101.3%13.1%10.60109.3%11.1%
30Δ12.67104.1%11.7%10.84110.1%9.8%
35Δ12.43105.1%10.2%11.08111.3%8.6%
40Δ12.17101.8%8.6%11.30113.2%7.6%
45Δ11.9399.2%7.1%11.53115.0%6.6%
50Δ11.7397.9%6.1%11.78116.6%5.8%
55Δ11.5396.6%5.0%12.02118.1%5.0%
60Δ11.3395.9%4.2%12.29120.1%4.3%
65Δ11.1495.3%3.5%12.59122.6%3.6%
70Δ10.9593.6%2.8%12.94126.7%3.0%
75Δ10.7789.5%2.1%13.44136.7%2.5%
80Δ10.5985.5%1.5%13.93141.2%1.9%

20Δ

Calls
Pseudo strike
13.26
IV
103.7%
B/E move
15.7%
Puts
Pseudo strike
10.35
IV
107.9%
B/E move
12.7%

25Δ

Calls
Pseudo strike
12.90
IV
101.3%
B/E move
13.1%
Puts
Pseudo strike
10.60
IV
109.3%
B/E move
11.1%

30Δ

Calls
Pseudo strike
12.67
IV
104.1%
B/E move
11.7%
Puts
Pseudo strike
10.84
IV
110.1%
B/E move
9.8%

35Δ

Calls
Pseudo strike
12.43
IV
105.1%
B/E move
10.2%
Puts
Pseudo strike
11.08
IV
111.3%
B/E move
8.6%

40Δ

Calls
Pseudo strike
12.17
IV
101.8%
B/E move
8.6%
Puts
Pseudo strike
11.30
IV
113.2%
B/E move
7.6%

45Δ

Calls
Pseudo strike
11.93
IV
99.2%
B/E move
7.1%
Puts
Pseudo strike
11.53
IV
115.0%
B/E move
6.6%

50Δ

Calls
Pseudo strike
11.73
IV
97.9%
B/E move
6.1%
Puts
Pseudo strike
11.78
IV
116.6%
B/E move
5.8%

55Δ

Calls
Pseudo strike
11.53
IV
96.6%
B/E move
5.0%
Puts
Pseudo strike
12.02
IV
118.1%
B/E move
5.0%

60Δ

Calls
Pseudo strike
11.33
IV
95.9%
B/E move
4.2%
Puts
Pseudo strike
12.29
IV
120.1%
B/E move
4.3%

65Δ

Calls
Pseudo strike
11.14
IV
95.3%
B/E move
3.5%
Puts
Pseudo strike
12.59
IV
122.6%
B/E move
3.6%

70Δ

Calls
Pseudo strike
10.95
IV
93.6%
B/E move
2.8%
Puts
Pseudo strike
12.94
IV
126.7%
B/E move
3.0%

75Δ

Calls
Pseudo strike
10.77
IV
89.5%
B/E move
2.1%
Puts
Pseudo strike
13.44
IV
136.7%
B/E move
2.5%

80Δ

Calls
Pseudo strike
10.59
IV
85.5%
B/E move
1.5%
Puts
Pseudo strike
13.93
IV
141.2%
B/E move
1.9%

Options history

IV · four-Friday blend74.08%
Daily close
VG48.8%76.1%103.4%2026-08-10: 99.67%2026-08-11: 69.30%2026-08-12: 67.68%2026-08-13: 66.49%2026-08-14: 59.20%2026-08-17: 63.07%2026-08-18: 62.25%2026-08-19: 59.36%2026-08-20: 63.13%2026-08-21: 58.26%2026-08-24: 62.03%2026-08-25: 60.14%2026-08-26: 58.59%2026-08-27: 60.25%2026-08-28: 54.50%2026-08-31: 57.70%2026-09-01: 59.30%2026-09-02: 59.31%2026-09-03: 54.87%2026-09-04: 53.82%2026-09-08: 60.08%2026-09-09: 59.54%2026-09-11: 57.87%2026-09-14: 62.19%2026-09-15: 63.07%2026-09-16: 61.56%2026-09-17: 61.36%2026-09-18: 56.04%2026-09-21: 60.69%2026-09-22: 61.41%2026-09-23: 61.25%2026-09-24: 64.60%2026-09-25: 61.37%2026-09-28: 62.39%2026-09-29: 63.84%2026-09-30: 63.31%2026-10-01: 59.72%2026-10-02: 57.01%2026-10-05: 58.70%2026-10-06: 54.15%2026-10-07: 57.17%2026-10-08: 55.81%2026-10-09: 52.55%2026-10-12: 56.51%2026-10-13: 54.81%2026-10-14: 58.28%2026-10-15: 60.43%2026-10-16: 65.29%2026-10-19: 63.92%2026-10-20: 66.21%2026-10-21: 63.80%2026-10-22: 71.26%2026-10-23: 66.85%2026-10-26: 70.20%2026-10-27: 71.40%2026-10-28: 71.57%2026-10-29: 70.65%2026-10-30: 74.08%Aug 10Sep 21Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
99.67%
69.30%
67.68%
66.49%
59.20%
63.07%
62.25%
59.36%
63.13%
58.26%
62.03%
60.14%
58.59%
60.25%
54.50%
57.70%
59.30%
59.31%
54.87%
53.82%
60.08%
59.54%
57.87%
62.19%
63.07%
61.56%
61.36%
56.04%
60.69%
61.41%
61.25%
64.60%
61.37%
62.39%
63.84%
63.31%
59.72%
57.01%
58.70%
54.15%
57.17%
55.81%
52.55%
56.51%
54.81%
58.28%
60.43%
65.29%
63.92%
66.21%
63.80%
71.26%
66.85%
70.20%
71.40%
71.57%
70.65%
74.08%