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VOC Energy Trust VOC

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Market datapartial · fetched 2026-10-16T22:47:08.435Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:30:00.003548296Z

FundamentalsAlpha Vantage · unavailable

Share price$3.39
1D+0.0%
AH$3.37$3.38$3.39$3.40$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$0.19$1.20$2.21$3.23$4.24$1.48$2.61$3.74$4.87$5.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VOC spot · $3.39VOC PRICE$0.44$0.51$0.58$0.65$0.73$0.80$0.87$0.94$1.01$1.08$0.30$0.45$0.60$0.75$0.90$1.05$1.20$1.35$1.50$1.65$1.79$2.77$3.95
PutsExpensive4.06×
CallsExpensive6.46×
SkewBullish-66.51 pp
Implied moveBearish±$1.85
TiltBearish41.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.82107.4%25.6%
25Δ3.03112.2%23.7%
30Δ3.25117.0%21.8%
35Δ7.04260.7%120.6%3.46121.8%20.0%
40Δ6.55248.7%108.3%3.68126.5%18.1%
45Δ6.06236.8%96.0%3.89131.3%16.2%
50Δ5.57224.8%83.7%4.10136.1%14.3%
55Δ5.09212.9%71.4%4.32140.9%12.4%
60Δ4.60200.9%59.1%4.53145.7%10.5%
65Δ4.11189.0%46.8%4.74150.5%8.6%
70Δ3.62177.1%34.5%4.96155.2%6.7%
75Δ3.14165.1%22.2%5.97177.2%5.5%
80Δ2.65153.2%9.9%7.19203.5%4.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.82
IV
107.4%
B/E move
25.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.03
IV
112.2%
B/E move
23.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.25
IV
117.0%
B/E move
21.8%

35Δ

Calls
Pseudo strike
7.04
IV
260.7%
B/E move
120.6%
Puts
Pseudo strike
3.46
IV
121.8%
B/E move
20.0%

40Δ

Calls
Pseudo strike
6.55
IV
248.7%
B/E move
108.3%
Puts
Pseudo strike
3.68
IV
126.5%
B/E move
18.1%

45Δ

Calls
Pseudo strike
6.06
IV
236.8%
B/E move
96.0%
Puts
Pseudo strike
3.89
IV
131.3%
B/E move
16.2%

50Δ

Calls
Pseudo strike
5.57
IV
224.8%
B/E move
83.7%
Puts
Pseudo strike
4.10
IV
136.1%
B/E move
14.3%

55Δ

Calls
Pseudo strike
5.09
IV
212.9%
B/E move
71.4%
Puts
Pseudo strike
4.32
IV
140.9%
B/E move
12.4%

60Δ

Calls
Pseudo strike
4.60
IV
200.9%
B/E move
59.1%
Puts
Pseudo strike
4.53
IV
145.7%
B/E move
10.5%

65Δ

Calls
Pseudo strike
4.11
IV
189.0%
B/E move
46.8%
Puts
Pseudo strike
4.74
IV
150.5%
B/E move
8.6%

70Δ

Calls
Pseudo strike
3.62
IV
177.1%
B/E move
34.5%
Puts
Pseudo strike
4.96
IV
155.2%
B/E move
6.7%

75Δ

Calls
Pseudo strike
3.14
IV
165.1%
B/E move
22.2%
Puts
Pseudo strike
5.97
IV
177.2%
B/E move
5.5%

80Δ

Calls
Pseudo strike
2.65
IV
153.2%
B/E move
9.9%
Puts
Pseudo strike
7.19
IV
203.5%
B/E move
4.4%