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Vodafone Group Plc American Depositary Shares VOD

COMMUNICATION SERVICES · TELECOM SERVICES
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Market dataready · fetched 2026-11-10T22:22:34.664Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:00:09.175524542Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-10T22:22:33.728488+00:00

Share price$15.50
1D-0.5%
AH$15.30$15.42$15.54$15.66$15.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVOD
Sold putSold callAH

Vodafone Group Plc American Depositary Shares options

Live interpolated VOD call and put midpoint premiums by absolute delta.Vodafone Group Plc American Depositary Shares$0.11$0.69$1.26$1.83$2.41$14.91$15.17$15.44$15.70$15.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VOD spot · $15.50VOD PRICE$0.38$0.40$0.42$1.85$0.17$0.19$0.26$0.32$0.38$0.46$0.55$0.65$0.75$1.25$1.77$2.24
Puts——
Calls——
Skew——
Implied moveBearish±$0.87
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ14.7683.5%5.9%
30Δ15.0469.3%4.2%
35Δ15.1671.4%3.8%
40Δ15.95101.6%5.3%15.2973.5%3.4%
45Δ15.7590.2%4.2%15.4175.6%3.0%
50Δ15.5678.9%3.1%15.5577.4%2.6%
55Δ15.7078.6%2.3%
60Δ15.8479.7%2.0%
65Δ15.9980.9%1.6%
70Δ14.31213.3%4.3%16.51105.0%1.6%
75Δ17.04130.3%1.5%
80Δ17.53150.0%1.4%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.76
IV
83.5%
B/E move
5.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.04
IV
69.3%
B/E move
4.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.16
IV
71.4%
B/E move
3.8%

40Δ

Calls
Pseudo strike
15.95
IV
101.6%
B/E move
5.3%
Puts
Pseudo strike
15.29
IV
73.5%
B/E move
3.4%

45Δ

Calls
Pseudo strike
15.75
IV
90.2%
B/E move
4.2%
Puts
Pseudo strike
15.41
IV
75.6%
B/E move
3.0%

50Δ

Calls
Pseudo strike
15.56
IV
78.9%
B/E move
3.1%
Puts
Pseudo strike
15.55
IV
77.4%
B/E move
2.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.70
IV
78.6%
B/E move
2.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.84
IV
79.7%
B/E move
2.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.99
IV
80.9%
B/E move
1.6%

70Δ

Calls
Pseudo strike
14.31
IV
213.3%
B/E move
4.3%
Puts
Pseudo strike
16.51
IV
105.0%
B/E move
1.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.04
IV
130.3%
B/E move
1.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.53
IV
150.0%
B/E move
1.4%

Options history

IV · four-Friday blend48.00%
Daily close
VOD24.7%81.4%138.1%2026-08-12: 74.54%2026-08-13: 98.29%2026-08-14: 48.00%2026-08-17: 56.52%2026-08-18: 95.93%2026-08-19: 83.86%2026-08-20: 67.51%2026-08-21: 47.47%2026-08-24: 33.26%2026-08-25: 58.13%2026-08-26: 55.04%2026-08-27: 76.53%2026-08-28: 45.40%2026-08-31: 59.34%2026-09-01: 54.29%2026-09-02: 53.50%2026-09-03: 85.06%2026-09-04: 34.67%2026-09-08: 47.00%2026-09-09: 76.35%2026-09-10: 72.48%2026-09-11: 35.04%2026-09-14: 42.70%2026-09-15: 63.88%2026-09-16: 56.74%2026-09-17: 79.38%2026-09-18: 32.52%2026-09-21: 63.00%2026-09-22: 49.71%2026-09-23: 47.98%2026-09-24: 58.95%2026-09-25: 50.07%2026-09-28: 69.93%2026-09-29: 63.68%2026-09-30: 49.70%2026-10-01: 68.05%2026-10-02: 42.75%2026-10-05: 43.85%2026-10-06: 46.19%2026-10-07: 82.14%2026-10-08: 67.87%2026-10-09: 47.65%2026-10-12: 39.70%2026-10-13: 66.92%2026-10-14: 52.54%2026-10-16: 77.91%2026-10-19: 59.13%2026-10-20: 56.33%2026-10-21: 61.99%2026-10-22: 76.83%2026-10-23: 54.99%2026-10-26: 61.06%2026-10-27: 86.85%2026-10-28: 130.26%2026-10-29: 78.30%2026-10-30: 48.00%Aug 12Sep 21Oct 30
56 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
74.54%
98.29%
48.00%
56.52%
95.93%
83.86%
67.51%
47.47%
33.26%
58.13%
55.04%
76.53%
45.40%
59.34%
54.29%
53.50%
85.06%
34.67%
47.00%
76.35%
72.48%
35.04%
42.70%
63.88%
56.74%
79.38%
32.52%
63.00%
49.71%
47.98%
58.95%
50.07%
69.93%
63.68%
49.70%
68.05%
42.75%
43.85%
46.19%
82.14%
67.87%
47.65%
39.70%
66.92%
52.54%
77.91%
59.13%
56.33%
61.99%
76.83%
54.99%
61.06%
86.85%
130.26%
78.30%
48.00%