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Viper Energy, Inc. Class A Common Stock VNOM

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Market datapartial · fetched 2026-10-22T23:24:06.788Z

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 · 2026-10-22T20:41:43.720071337Z

FundamentalsAlpha Vantage · unavailable

Share price$45.01
1D-1.9%
AH$44.34$44.77$45.19$45.61$46.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVNOM
Sold putSold callAH

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$0.19$2.17$4.15$6.13$8.11$38.43$41.81$45.18$48.55$51.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VNOM spot · $45.01VNOM PRICE$0.40$0.54$0.71$0.90$1.11$1.33$1.54$1.78$2.08$2.45$2.93$3.38$4.20$0.53$0.70$0.88$1.09$1.30$1.52$1.93$2.42$2.91$3.53$4.44$5.52$7.54
PutsFair1.04×
CallsCheap0.73×
SkewBearish+6.45 pp
Implied moveBearish±$3.46
TiltBearish19.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.5729.1%8.8%41.7734.7%8.4%
25Δ47.9029.2%7.6%42.4235.2%7.3%
30Δ47.4030.3%6.9%43.1034.6%6.2%
35Δ46.8931.3%6.2%43.6934.4%5.4%
40Δ46.3832.0%5.5%44.2634.0%4.6%
45Δ45.8732.5%4.9%44.8133.4%3.8%
50Δ45.3432.0%4.2%45.4135.2%3.4%
55Δ44.8231.8%3.5%46.0338.2%3.1%
60Δ44.3032.1%3.0%46.7339.3%2.6%
65Δ43.7333.0%2.6%47.5441.0%2.2%
70Δ43.1034.6%2.3%48.6044.3%1.9%
75Δ42.4634.7%1.8%49.8547.3%1.5%
80Δ41.4937.4%1.5%52.0352.3%1.2%

20Δ

Calls
Pseudo strike
48.57
IV
29.1%
B/E move
8.8%
Puts
Pseudo strike
41.77
IV
34.7%
B/E move
8.4%

25Δ

Calls
Pseudo strike
47.90
IV
29.2%
B/E move
7.6%
Puts
Pseudo strike
42.42
IV
35.2%
B/E move
7.3%

30Δ

Calls
Pseudo strike
47.40
IV
30.3%
B/E move
6.9%
Puts
Pseudo strike
43.10
IV
34.6%
B/E move
6.2%

35Δ

Calls
Pseudo strike
46.89
IV
31.3%
B/E move
6.2%
Puts
Pseudo strike
43.69
IV
34.4%
B/E move
5.4%

40Δ

Calls
Pseudo strike
46.38
IV
32.0%
B/E move
5.5%
Puts
Pseudo strike
44.26
IV
34.0%
B/E move
4.6%

45Δ

Calls
Pseudo strike
45.87
IV
32.5%
B/E move
4.9%
Puts
Pseudo strike
44.81
IV
33.4%
B/E move
3.8%

50Δ

Calls
Pseudo strike
45.34
IV
32.0%
B/E move
4.2%
Puts
Pseudo strike
45.41
IV
35.2%
B/E move
3.4%

55Δ

Calls
Pseudo strike
44.82
IV
31.8%
B/E move
3.5%
Puts
Pseudo strike
46.03
IV
38.2%
B/E move
3.1%

60Δ

Calls
Pseudo strike
44.30
IV
32.1%
B/E move
3.0%
Puts
Pseudo strike
46.73
IV
39.3%
B/E move
2.6%

65Δ

Calls
Pseudo strike
43.73
IV
33.0%
B/E move
2.6%
Puts
Pseudo strike
47.54
IV
41.0%
B/E move
2.2%

70Δ

Calls
Pseudo strike
43.10
IV
34.6%
B/E move
2.3%
Puts
Pseudo strike
48.60
IV
44.3%
B/E move
1.9%

75Δ

Calls
Pseudo strike
42.46
IV
34.7%
B/E move
1.8%
Puts
Pseudo strike
49.85
IV
47.3%
B/E move
1.5%

80Δ

Calls
Pseudo strike
41.49
IV
37.4%
B/E move
1.5%
Puts
Pseudo strike
52.03
IV
52.3%
B/E move
1.2%

Options history

No recorded observations