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VNET Group, Inc. American Depositary Shares VNET

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Market datapartial · fetched 2026-11-11T15:48:38.348Z

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: 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 · 2026-11-11T15:48:35.805540747Z

FundamentalsAlpha Vantage · unavailable

Share price$3.57
1D+9.4%
$3.19$3.30$3.40$3.51$3.625:30 AM6:30 AM9:00 AM1:00 PMVNET
Sold putSold call

VNET Group, Inc. American Depositary Shares options

Live interpolated VNET call and put midpoint premiums by absolute delta.VNET Group, Inc. American Depositary Shares$0.07$0.41$0.75$1.10$1.44$2.41$3.00$3.59$4.18$4.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VNET spot · $3.57VNET PRICE$0.10$0.12$0.14$0.16$0.20$0.24$0.28$0.32$0.36$0.40$0.44$0.48$0.52$0.11$0.18$0.24$0.31$0.37$0.44$0.50$0.57$0.63$0.78$0.97$1.16$1.34
PutsFair0.97×
CallsCheap0.76×
SkewBearish+28.87 pp
Implied moveBearish±$0.78
TiltBearish33.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.90193.9%40.2%3.06133.0%17.3%
25Δ4.57172.1%31.4%3.18137.4%15.9%
30Δ4.23150.2%22.5%3.29141.9%14.6%
35Δ3.97133.8%15.8%3.40146.4%13.3%
40Δ3.88130.1%14.5%3.52150.9%11.9%
45Δ3.80126.5%13.1%3.63155.3%10.6%
50Δ3.71122.8%11.7%3.74159.8%9.2%
55Δ3.62119.1%10.4%3.86164.3%7.9%
60Δ3.53115.4%9.0%3.97168.8%6.5%
65Δ3.44111.7%7.6%4.16172.1%5.5%
70Δ3.35108.0%6.2%4.38175.0%4.6%
75Δ3.26104.3%4.9%4.59177.9%3.7%
80Δ3.17100.6%3.5%4.81180.9%2.7%

20Δ

Calls
Pseudo strike
4.90
IV
193.9%
B/E move
40.2%
Puts
Pseudo strike
3.06
IV
133.0%
B/E move
17.3%

25Δ

Calls
Pseudo strike
4.57
IV
172.1%
B/E move
31.4%
Puts
Pseudo strike
3.18
IV
137.4%
B/E move
15.9%

30Δ

Calls
Pseudo strike
4.23
IV
150.2%
B/E move
22.5%
Puts
Pseudo strike
3.29
IV
141.9%
B/E move
14.6%

35Δ

Calls
Pseudo strike
3.97
IV
133.8%
B/E move
15.8%
Puts
Pseudo strike
3.40
IV
146.4%
B/E move
13.3%

40Δ

Calls
Pseudo strike
3.88
IV
130.1%
B/E move
14.5%
Puts
Pseudo strike
3.52
IV
150.9%
B/E move
11.9%

45Δ

Calls
Pseudo strike
3.80
IV
126.5%
B/E move
13.1%
Puts
Pseudo strike
3.63
IV
155.3%
B/E move
10.6%

50Δ

Calls
Pseudo strike
3.71
IV
122.8%
B/E move
11.7%
Puts
Pseudo strike
3.74
IV
159.8%
B/E move
9.2%

55Δ

Calls
Pseudo strike
3.62
IV
119.1%
B/E move
10.4%
Puts
Pseudo strike
3.86
IV
164.3%
B/E move
7.9%

60Δ

Calls
Pseudo strike
3.53
IV
115.4%
B/E move
9.0%
Puts
Pseudo strike
3.97
IV
168.8%
B/E move
6.5%

65Δ

Calls
Pseudo strike
3.44
IV
111.7%
B/E move
7.6%
Puts
Pseudo strike
4.16
IV
172.1%
B/E move
5.5%

70Δ

Calls
Pseudo strike
3.35
IV
108.0%
B/E move
6.2%
Puts
Pseudo strike
4.38
IV
175.0%
B/E move
4.6%

75Δ

Calls
Pseudo strike
3.26
IV
104.3%
B/E move
4.9%
Puts
Pseudo strike
4.59
IV
177.9%
B/E move
3.7%

80Δ

Calls
Pseudo strike
3.17
IV
100.6%
B/E move
3.5%
Puts
Pseudo strike
4.81
IV
180.9%
B/E move
2.7%

Options history

IV · four-Friday blend109.54%
Daily EOD
VNET84.2%97.8%111.4%2026-10-19: 89.57%2026-10-20: 87.38%2026-10-21: 87.92%2026-10-22: 96.41%2026-10-23: 87.21%2026-10-26: 97.16%2026-10-27: 86.05%2026-10-28: 91.62%2026-10-29: 96.48%2026-10-30: 109.54%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
89.57%
87.38%
87.92%
96.41%
87.21%
97.16%
86.05%
91.62%
96.48%
109.54%