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VNET Group Inc DRC VNET

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
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Market dataready · fetched 2026-10-22T14:57:07.660Z

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 · 2026-10-22T14:56:53.141184658Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T14:57:06.227584+00:00

Share price$3.82
1D-3.7%
$3.79$3.84$3.88$3.93$3.975:30 AM6:30 AM9:00 AM1:00 PMVNET
Sold putSold call

VNET Group Inc DRC options

Live interpolated VNET call and put midpoint premiums by absolute delta.VNET Group Inc DRC$0.10$0.62$1.15$1.67$2.20$2.13$3.54$4.94$6.35$7.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VNET spot · $3.81VNET PRICE$0.16$0.16$0.20$0.25$0.30$0.35$0.40$0.48$0.56$0.65$0.73$0.82$0.90$0.16$0.22$0.29$0.35$0.42$0.48$0.55$0.69$0.82$0.96$1.10$1.24$2.05
PutsFair1.04×
CallsExpensive1.55×
SkewBullish-11.08 pp
Implied moveBearish±$0.94
TiltBearish22.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.02190.6%114.6%3.13100.1%22.2%
25Δ4.98111.6%34.6%3.27100.9%20.1%
30Δ4.79111.4%30.8%3.42101.7%18.0%
35Δ4.60111.1%27.0%3.56102.5%15.9%
40Δ4.40110.8%23.3%3.71103.3%13.8%
45Δ4.21110.5%19.5%3.85104.1%11.7%
50Δ4.02110.2%15.7%4.00104.9%9.6%
55Δ3.86110.0%13.7%4.18105.1%8.4%
60Δ3.71109.8%11.9%4.37105.3%7.2%
65Δ3.55109.7%10.0%4.55105.4%6.0%
70Δ3.40109.5%8.2%4.73105.6%4.8%
75Δ3.24109.3%6.4%4.92105.7%3.6%
80Δ3.09109.1%4.6%5.76125.0%2.7%

20Δ

Calls
Pseudo strike
8.02
IV
190.6%
B/E move
114.6%
Puts
Pseudo strike
3.13
IV
100.1%
B/E move
22.2%

25Δ

Calls
Pseudo strike
4.98
IV
111.6%
B/E move
34.6%
Puts
Pseudo strike
3.27
IV
100.9%
B/E move
20.1%

30Δ

Calls
Pseudo strike
4.79
IV
111.4%
B/E move
30.8%
Puts
Pseudo strike
3.42
IV
101.7%
B/E move
18.0%

35Δ

Calls
Pseudo strike
4.60
IV
111.1%
B/E move
27.0%
Puts
Pseudo strike
3.56
IV
102.5%
B/E move
15.9%

40Δ

Calls
Pseudo strike
4.40
IV
110.8%
B/E move
23.3%
Puts
Pseudo strike
3.71
IV
103.3%
B/E move
13.8%

45Δ

Calls
Pseudo strike
4.21
IV
110.5%
B/E move
19.5%
Puts
Pseudo strike
3.85
IV
104.1%
B/E move
11.7%

50Δ

Calls
Pseudo strike
4.02
IV
110.2%
B/E move
15.7%
Puts
Pseudo strike
4.00
IV
104.9%
B/E move
9.6%

55Δ

Calls
Pseudo strike
3.86
IV
110.0%
B/E move
13.7%
Puts
Pseudo strike
4.18
IV
105.1%
B/E move
8.4%

60Δ

Calls
Pseudo strike
3.71
IV
109.8%
B/E move
11.9%
Puts
Pseudo strike
4.37
IV
105.3%
B/E move
7.2%

65Δ

Calls
Pseudo strike
3.55
IV
109.7%
B/E move
10.0%
Puts
Pseudo strike
4.55
IV
105.4%
B/E move
6.0%

70Δ

Calls
Pseudo strike
3.40
IV
109.5%
B/E move
8.2%
Puts
Pseudo strike
4.73
IV
105.6%
B/E move
4.8%

75Δ

Calls
Pseudo strike
3.24
IV
109.3%
B/E move
6.4%
Puts
Pseudo strike
4.92
IV
105.7%
B/E move
3.6%

80Δ

Calls
Pseudo strike
3.09
IV
109.1%
B/E move
4.6%
Puts
Pseudo strike
5.76
IV
125.0%
B/E move
2.7%

Options history

No recorded observations