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VOC ENERGY TRUST VOC

i

Market datapartial · fetched 2026-11-07T07:28:57.123Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-11-07T00:00:00.002925622Z

FundamentalsAlpha Vantage · unavailable

Share price$2.95
1D-2.6%
AH$2.93$2.96$2.98$3.01$3.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVOC
Sold putSold callAH

VOC ENERGY TRUST options

Live interpolated VOC call and put midpoint premiums by absolute delta.VOC ENERGY TRUST$0.05$1.25$2.45$3.64$4.84$1.37$2.15$2.93$3.70$4.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive VOC spot · $2.95VOC PRICE$0.18$0.24$0.29$0.35$0.41$0.47$0.53$0.59$0.64$0.70$0.76$0.78$0.98$1.18$1.39$1.59$1.80$2.00$2.21$3.16$4.50
Puts——
Calls——
Skew——
Implied moveBearish±$2.12
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.29105.9%153.3%
25Δ6.85102.8%140.0%
30Δ6.4099.7%126.8%2.73120.8%33.8%
35Δ5.9596.6%113.6%3.04118.0%30.2%
40Δ5.5093.5%100.3%3.35115.3%26.7%
45Δ5.0590.3%87.1%3.66112.5%23.1%
50Δ4.6087.2%73.9%3.97109.8%19.5%
55Δ4.1584.1%60.6%4.28107.0%16.0%
60Δ3.7081.0%47.4%4.59104.3%12.4%
65Δ3.2677.9%34.2%4.89101.6%8.8%
70Δ2.8174.7%20.9%5.93109.5%6.1%
75Δ7.34123.0%3.7%
80Δ

20Δ

Calls
Pseudo strike
7.29
IV
105.9%
B/E move
153.3%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.85
IV
102.8%
B/E move
140.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.40
IV
99.7%
B/E move
126.8%
Puts
Pseudo strike
2.73
IV
120.8%
B/E move
33.8%

35Δ

Calls
Pseudo strike
5.95
IV
96.6%
B/E move
113.6%
Puts
Pseudo strike
3.04
IV
118.0%
B/E move
30.2%

40Δ

Calls
Pseudo strike
5.50
IV
93.5%
B/E move
100.3%
Puts
Pseudo strike
3.35
IV
115.3%
B/E move
26.7%

45Δ

Calls
Pseudo strike
5.05
IV
90.3%
B/E move
87.1%
Puts
Pseudo strike
3.66
IV
112.5%
B/E move
23.1%

50Δ

Calls
Pseudo strike
4.60
IV
87.2%
B/E move
73.9%
Puts
Pseudo strike
3.97
IV
109.8%
B/E move
19.5%

55Δ

Calls
Pseudo strike
4.15
IV
84.1%
B/E move
60.6%
Puts
Pseudo strike
4.28
IV
107.0%
B/E move
16.0%

60Δ

Calls
Pseudo strike
3.70
IV
81.0%
B/E move
47.4%
Puts
Pseudo strike
4.59
IV
104.3%
B/E move
12.4%

65Δ

Calls
Pseudo strike
3.26
IV
77.9%
B/E move
34.2%
Puts
Pseudo strike
4.89
IV
101.6%
B/E move
8.8%

70Δ

Calls
Pseudo strike
2.81
IV
74.7%
B/E move
20.9%
Puts
Pseudo strike
5.93
IV
109.5%
B/E move
6.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.34
IV
123.0%
B/E move
3.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations