IntraAlpha
Create free account Start free

Viper Energy, Inc. Class A Common Stock VNOM

i

Market datapartial · fetched 2026-10-22T18:29:38.824Z

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 · 2026-10-22T18:29:25.961078975Z

FundamentalsAlpha Vantage · unavailable

Share price$45.48
1D-0.9%
$44.34$44.77$45.19$45.61$46.045:30 AM6:30 AM9:00 AM1:00 PMVNOM
Sold putSold call

Viper Energy, Inc. Class A Common Stock options

Live interpolated VNOM call and put midpoint premiums by absolute delta.Viper Energy, Inc. Class A Common Stock$0.05$3.14$6.24$9.33$12.43$37.94$41.60$45.26$48.92$52.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VNOM spot · $45.48VNOM PRICE$0.39$0.49$0.66$0.85$1.05$1.27$1.45$1.56$1.70$1.94$2.18$2.51$2.86$0.58$0.79$1.00$1.22$1.60$1.99$2.41$2.92$3.60$4.52$5.95$8.37$11.53
PutsExpensive1.29×
CallsCheap0.61×
SkewBearish+20.45 pp
Implied moveBearish±$3.85
TiltBearish42.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.9128.0%8.4%41.9338.0%9.1%
25Δ48.1126.4%6.9%42.6338.7%8.0%
30Δ47.6427.4%6.2%43.3338.6%6.9%
35Δ47.2228.9%5.7%44.0338.0%5.9%
40Δ46.7729.9%5.2%44.6340.3%5.4%
45Δ46.2930.5%4.6%45.2742.2%4.8%
50Δ45.8129.9%3.9%45.9743.4%4.2%
55Δ45.3527.7%3.2%46.7344.8%3.7%
60Δ44.9125.8%2.5%47.6347.3%3.2%
65Δ44.4925.4%2.1%48.7350.9%2.8%
70Δ44.0725.0%1.7%50.3156.6%2.4%
75Δ43.6024.8%1.4%52.8965.4%2.1%
80Δ43.1224.7%1.1%56.2176.1%1.8%

20Δ

Calls
Pseudo strike
48.91
IV
28.0%
B/E move
8.4%
Puts
Pseudo strike
41.93
IV
38.0%
B/E move
9.1%

25Δ

Calls
Pseudo strike
48.11
IV
26.4%
B/E move
6.9%
Puts
Pseudo strike
42.63
IV
38.7%
B/E move
8.0%

30Δ

Calls
Pseudo strike
47.64
IV
27.4%
B/E move
6.2%
Puts
Pseudo strike
43.33
IV
38.6%
B/E move
6.9%

35Δ

Calls
Pseudo strike
47.22
IV
28.9%
B/E move
5.7%
Puts
Pseudo strike
44.03
IV
38.0%
B/E move
5.9%

40Δ

Calls
Pseudo strike
46.77
IV
29.9%
B/E move
5.2%
Puts
Pseudo strike
44.63
IV
40.3%
B/E move
5.4%

45Δ

Calls
Pseudo strike
46.29
IV
30.5%
B/E move
4.6%
Puts
Pseudo strike
45.27
IV
42.2%
B/E move
4.8%

50Δ

Calls
Pseudo strike
45.81
IV
29.9%
B/E move
3.9%
Puts
Pseudo strike
45.97
IV
43.4%
B/E move
4.2%

55Δ

Calls
Pseudo strike
45.35
IV
27.7%
B/E move
3.2%
Puts
Pseudo strike
46.73
IV
44.8%
B/E move
3.7%

60Δ

Calls
Pseudo strike
44.91
IV
25.8%
B/E move
2.5%
Puts
Pseudo strike
47.63
IV
47.3%
B/E move
3.2%

65Δ

Calls
Pseudo strike
44.49
IV
25.4%
B/E move
2.1%
Puts
Pseudo strike
48.73
IV
50.9%
B/E move
2.8%

70Δ

Calls
Pseudo strike
44.07
IV
25.0%
B/E move
1.7%
Puts
Pseudo strike
50.31
IV
56.6%
B/E move
2.4%

75Δ

Calls
Pseudo strike
43.60
IV
24.8%
B/E move
1.4%
Puts
Pseudo strike
52.89
IV
65.4%
B/E move
2.1%

80Δ

Calls
Pseudo strike
43.12
IV
24.7%
B/E move
1.1%
Puts
Pseudo strike
56.21
IV
76.1%
B/E move
1.8%

Options history

No recorded observations