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VOC Energy Trust VOC

ENERGY · OIL & GAS E&P
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Market dataready · fetched 2026-10-15T20:33:51.363Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.003022258Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:50.655592+00:00

Share price$3.39
1D+0.3%
AH$3.35$3.37$3.38$3.39$3.405:30 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$0.17$0.50$0.83$1.15$1.48$1.98$2.69$3.40$4.11$4.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $3.39OPTION PRICELive VOC spot · $3.39VOC PRICE$0.21$0.28$0.36$0.43$0.50$0.57$0.65$0.72$0.79$0.87$0.94$1.01$1.09$0.42$0.50$0.58$0.66$0.74$0.82$0.90$0.98$1.06$1.15$1.23$1.31$1.39
PutsExpensive10.67×
CallsExpensive23.61×
SkewBullish-14.57 pp
Implied moveBearish±$1.55
TiltBearish16.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.58531.5%41.3%2.59787.2%36.0%
25Δ4.41552.9%38.6%2.75763.5%33.6%
30Δ4.25574.3%35.8%2.91739.9%31.3%
35Δ4.08595.7%33.1%3.07716.3%28.9%
40Δ3.92617.1%30.3%3.23692.6%26.5%
45Δ3.75638.5%27.6%3.39669.0%24.1%
50Δ3.59659.9%24.9%3.56645.4%21.7%
55Δ3.42681.3%22.1%3.72621.7%19.4%
60Δ3.25702.7%19.4%3.88598.1%17.0%
65Δ3.09724.1%16.6%4.04574.5%14.6%
70Δ2.92745.6%13.9%4.20550.8%12.2%
75Δ2.76767.0%11.2%4.36527.2%9.8%
80Δ2.59788.4%8.4%4.52503.6%7.5%

20Δ

Calls
Pseudo strike
4.58
IV
531.5%
B/E move
41.3%
Puts
Pseudo strike
2.59
IV
787.2%
B/E move
36.0%

25Δ

Calls
Pseudo strike
4.41
IV
552.9%
B/E move
38.6%
Puts
Pseudo strike
2.75
IV
763.5%
B/E move
33.6%

30Δ

Calls
Pseudo strike
4.25
IV
574.3%
B/E move
35.8%
Puts
Pseudo strike
2.91
IV
739.9%
B/E move
31.3%

35Δ

Calls
Pseudo strike
4.08
IV
595.7%
B/E move
33.1%
Puts
Pseudo strike
3.07
IV
716.3%
B/E move
28.9%

40Δ

Calls
Pseudo strike
3.92
IV
617.1%
B/E move
30.3%
Puts
Pseudo strike
3.23
IV
692.6%
B/E move
26.5%

45Δ

Calls
Pseudo strike
3.75
IV
638.5%
B/E move
27.6%
Puts
Pseudo strike
3.39
IV
669.0%
B/E move
24.1%

50Δ

Calls
Pseudo strike
3.59
IV
659.9%
B/E move
24.9%
Puts
Pseudo strike
3.56
IV
645.4%
B/E move
21.7%

55Δ

Calls
Pseudo strike
3.42
IV
681.3%
B/E move
22.1%
Puts
Pseudo strike
3.72
IV
621.7%
B/E move
19.4%

60Δ

Calls
Pseudo strike
3.25
IV
702.7%
B/E move
19.4%
Puts
Pseudo strike
3.88
IV
598.1%
B/E move
17.0%

65Δ

Calls
Pseudo strike
3.09
IV
724.1%
B/E move
16.6%
Puts
Pseudo strike
4.04
IV
574.5%
B/E move
14.6%

70Δ

Calls
Pseudo strike
2.92
IV
745.6%
B/E move
13.9%
Puts
Pseudo strike
4.20
IV
550.8%
B/E move
12.2%

75Δ

Calls
Pseudo strike
2.76
IV
767.0%
B/E move
11.2%
Puts
Pseudo strike
4.36
IV
527.2%
B/E move
9.8%

80Δ

Calls
Pseudo strike
2.59
IV
788.4%
B/E move
8.4%
Puts
Pseudo strike
4.52
IV
503.6%
B/E move
7.5%