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Viper Energy, Inc. Class A Common Stock VNOM

ENERGY · OIL & GAS MIDSTREAM
i

Market dataready · fetched 2026-11-13T02:23:45.870Z

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 · 2026-11-13T00:00:50.134628208Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:23:45.503836+00:00

Share price$40.60
1D+0.5%
AH$40.28$40.55$40.82$41.09$41.365:30 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$0.17$0.64$1.10$1.57$2.04$36.68$38.61$40.54$42.47$44.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VNOM spot · $40.60VNOM PRICE$0.28$0.37$0.46$0.60$0.74$0.87$1.00$1.11$1.23$1.42$1.66$1.90$0.22$0.30$0.38$0.46$0.55$0.64$0.73$0.83$0.93$1.06$1.19$1.32$1.45
PutsCheap0.54×
Calls——
Skew——
Implied moveBullish±$1.73
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.9743.1%6.5%39.0831.9%4.3%
25Δ42.5242.4%5.6%39.3731.8%3.8%
30Δ42.0641.7%4.7%39.6631.7%3.3%
35Δ41.7242.4%4.2%39.9531.6%2.7%
40Δ41.3943.4%3.8%40.1930.9%2.4%
45Δ41.0644.4%3.3%40.4230.1%2.0%
50Δ40.7443.1%2.8%40.6529.3%1.7%
55Δ40.4341.3%2.3%40.8828.5%1.4%
60Δ40.1239.5%1.8%41.0927.7%1.1%
65Δ39.7939.1%1.5%41.3026.8%0.9%
70Δ39.4439.5%1.3%41.5025.9%0.7%
75Δ39.1039.9%1.0%41.7125.1%0.5%
80Δ41.9124.2%0.3%

20Δ

Calls
Pseudo strike
42.97
IV
43.1%
B/E move
6.5%
Puts
Pseudo strike
39.08
IV
31.9%
B/E move
4.3%

25Δ

Calls
Pseudo strike
42.52
IV
42.4%
B/E move
5.6%
Puts
Pseudo strike
39.37
IV
31.8%
B/E move
3.8%

30Δ

Calls
Pseudo strike
42.06
IV
41.7%
B/E move
4.7%
Puts
Pseudo strike
39.66
IV
31.7%
B/E move
3.3%

35Δ

Calls
Pseudo strike
41.72
IV
42.4%
B/E move
4.2%
Puts
Pseudo strike
39.95
IV
31.6%
B/E move
2.7%

40Δ

Calls
Pseudo strike
41.39
IV
43.4%
B/E move
3.8%
Puts
Pseudo strike
40.19
IV
30.9%
B/E move
2.4%

45Δ

Calls
Pseudo strike
41.06
IV
44.4%
B/E move
3.3%
Puts
Pseudo strike
40.42
IV
30.1%
B/E move
2.0%

50Δ

Calls
Pseudo strike
40.74
IV
43.1%
B/E move
2.8%
Puts
Pseudo strike
40.65
IV
29.3%
B/E move
1.7%

55Δ

Calls
Pseudo strike
40.43
IV
41.3%
B/E move
2.3%
Puts
Pseudo strike
40.88
IV
28.5%
B/E move
1.4%

60Δ

Calls
Pseudo strike
40.12
IV
39.5%
B/E move
1.8%
Puts
Pseudo strike
41.09
IV
27.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
39.79
IV
39.1%
B/E move
1.5%
Puts
Pseudo strike
41.30
IV
26.8%
B/E move
0.9%

70Δ

Calls
Pseudo strike
39.44
IV
39.5%
B/E move
1.3%
Puts
Pseudo strike
41.50
IV
25.9%
B/E move
0.7%

75Δ

Calls
Pseudo strike
39.10
IV
39.9%
B/E move
1.0%
Puts
Pseudo strike
41.71
IV
25.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.91
IV
24.2%
B/E move
0.3%

Options history

IV · four-Friday blend31.88%
Daily EOD
VNOM31.7%33.0%34.3%2026-10-19: 32.62%2026-10-20: 32.57%2026-10-21: 32.62%2026-10-22: 32.61%2026-10-23: 33.41%2026-10-26: 33.66%2026-10-27: 32.85%2026-10-28: 33.88%2026-10-29: 34.11%2026-10-30: 31.88%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
32.62%
32.57%
32.62%
32.61%
33.41%
33.66%
32.85%
33.88%
34.11%
31.88%