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Viper Energy, Inc. Class A Common Stock VNOM

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Market datapartial · fetched 2026-10-23T20:33:12.422Z

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 · 2026-10-23T20:27:52.416105388Z

FundamentalsAlpha Vantage · unavailable

Share price$47.15
1D+3.3%
AH$45.51$46.01$46.51$47.01$47.515:30 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$0.11$3.12$6.14$9.15$12.16$38.16$42.25$46.34$50.43$54.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VNOM spot · $47.15VNOM PRICE$0.43$0.51$0.59$0.76$0.96$1.16$1.39$1.63$2.09$2.49$2.71$2.94$3.24$0.65$0.80$1.08$1.40$1.74$2.11$2.49$2.92$3.36$3.68$5.28$7.59$11.29
PutsExpensive1.31×
CallsCheap0.65×
SkewBearish+17.79 pp
Implied moveBearish±$3.88
TiltBearish36.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.6237.7%14.6%43.1442.2%9.9%
25Δ49.9127.2%6.9%44.3038.1%7.7%
30Δ49.1324.5%5.5%44.8740.7%7.1%
35Δ48.6825.0%4.9%45.5242.2%6.4%
40Δ48.2926.3%4.4%46.2143.3%5.7%
45Δ47.8827.3%4.0%46.9244.1%5.0%
50Δ47.4327.6%3.5%47.6544.0%4.2%
55Δ46.9728.1%3.1%48.3944.1%3.6%
60Δ46.4131.0%2.9%49.1343.9%2.9%
65Δ45.8732.7%2.6%49.7741.7%2.3%
70Δ45.4030.8%2.0%51.5148.1%2.0%
75Δ44.9429.0%1.5%53.8759.4%1.9%
80Δ44.4827.5%1.2%57.6574.2%1.7%

20Δ

Calls
Pseudo strike
53.62
IV
37.7%
B/E move
14.6%
Puts
Pseudo strike
43.14
IV
42.2%
B/E move
9.9%

25Δ

Calls
Pseudo strike
49.91
IV
27.2%
B/E move
6.9%
Puts
Pseudo strike
44.30
IV
38.1%
B/E move
7.7%

30Δ

Calls
Pseudo strike
49.13
IV
24.5%
B/E move
5.5%
Puts
Pseudo strike
44.87
IV
40.7%
B/E move
7.1%

35Δ

Calls
Pseudo strike
48.68
IV
25.0%
B/E move
4.9%
Puts
Pseudo strike
45.52
IV
42.2%
B/E move
6.4%

40Δ

Calls
Pseudo strike
48.29
IV
26.3%
B/E move
4.4%
Puts
Pseudo strike
46.21
IV
43.3%
B/E move
5.7%

45Δ

Calls
Pseudo strike
47.88
IV
27.3%
B/E move
4.0%
Puts
Pseudo strike
46.92
IV
44.1%
B/E move
5.0%

50Δ

Calls
Pseudo strike
47.43
IV
27.6%
B/E move
3.5%
Puts
Pseudo strike
47.65
IV
44.0%
B/E move
4.2%

55Δ

Calls
Pseudo strike
46.97
IV
28.1%
B/E move
3.1%
Puts
Pseudo strike
48.39
IV
44.1%
B/E move
3.6%

60Δ

Calls
Pseudo strike
46.41
IV
31.0%
B/E move
2.9%
Puts
Pseudo strike
49.13
IV
43.9%
B/E move
2.9%

65Δ

Calls
Pseudo strike
45.87
IV
32.7%
B/E move
2.6%
Puts
Pseudo strike
49.77
IV
41.7%
B/E move
2.3%

70Δ

Calls
Pseudo strike
45.40
IV
30.8%
B/E move
2.0%
Puts
Pseudo strike
51.51
IV
48.1%
B/E move
2.0%

75Δ

Calls
Pseudo strike
44.94
IV
29.0%
B/E move
1.5%
Puts
Pseudo strike
53.87
IV
59.4%
B/E move
1.9%

80Δ

Calls
Pseudo strike
44.48
IV
27.5%
B/E move
1.2%
Puts
Pseudo strike
57.65
IV
74.2%
B/E move
1.7%

Options history

No recorded observations