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Versant Media Group, Inc. Class A Common Stock VSNT

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Market datapartial · fetched 2026-10-22T23:57:21.402Z

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 · 2026-10-22T20:00:05.655701927Z

FundamentalsAlpha Vantage · unavailable

Share price$32.29
1D+2.7%
AH$31.37$31.65$31.93$32.20$32.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVSNT
Sold putSold callAH

Versant Media Group, Inc. Class A Common Stock options

Live interpolated VSNT call and put midpoint premiums by absolute delta.Versant Media Group, Inc. Class A Common Stock$0.24$3.04$5.83$8.63$11.43$25.89$28.79$31.69$34.59$37.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VSNT spot · $32.29VSNT PRICE$0.55$0.64$0.75$0.97$1.19$1.41$1.63$1.85$2.07$2.29$2.51$2.73$3.66$0.84$0.65$1.00$1.35$1.71$2.06$2.42$2.77$3.12$3.48$5.34$7.98$10.62
PutsExpensive1.27×
CallsExpensive1.13×
SkewBearish+13.16 pp
Implied moveBearish±$4.04
TiltBearish32.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.1366.5%26.0%26.7188.1%19.9%
25Δ37.4455.6%17.9%29.9445.4%9.3%
30Δ34.9545.6%10.6%30.5945.8%8.4%
35Δ34.4344.8%9.6%31.1946.9%7.6%
40Δ33.9244.0%8.7%31.7948.1%6.8%
45Δ33.4043.2%7.8%32.3949.2%6.1%
50Δ32.8842.5%6.9%32.9950.3%5.3%
55Δ32.3641.7%5.9%33.5951.5%4.5%
60Δ31.8540.9%5.0%34.1952.6%3.8%
65Δ31.3340.1%4.1%34.8053.7%3.0%
70Δ30.8139.4%3.2%36.8162.4%2.5%
75Δ30.2938.6%2.3%39.5674.8%2.2%
80Δ29.1542.2%1.6%42.3187.3%1.9%

20Δ

Calls
Pseudo strike
40.13
IV
66.5%
B/E move
26.0%
Puts
Pseudo strike
26.71
IV
88.1%
B/E move
19.9%

25Δ

Calls
Pseudo strike
37.44
IV
55.6%
B/E move
17.9%
Puts
Pseudo strike
29.94
IV
45.4%
B/E move
9.3%

30Δ

Calls
Pseudo strike
34.95
IV
45.6%
B/E move
10.6%
Puts
Pseudo strike
30.59
IV
45.8%
B/E move
8.4%

35Δ

Calls
Pseudo strike
34.43
IV
44.8%
B/E move
9.6%
Puts
Pseudo strike
31.19
IV
46.9%
B/E move
7.6%

40Δ

Calls
Pseudo strike
33.92
IV
44.0%
B/E move
8.7%
Puts
Pseudo strike
31.79
IV
48.1%
B/E move
6.8%

45Δ

Calls
Pseudo strike
33.40
IV
43.2%
B/E move
7.8%
Puts
Pseudo strike
32.39
IV
49.2%
B/E move
6.1%

50Δ

Calls
Pseudo strike
32.88
IV
42.5%
B/E move
6.9%
Puts
Pseudo strike
32.99
IV
50.3%
B/E move
5.3%

55Δ

Calls
Pseudo strike
32.36
IV
41.7%
B/E move
5.9%
Puts
Pseudo strike
33.59
IV
51.5%
B/E move
4.5%

60Δ

Calls
Pseudo strike
31.85
IV
40.9%
B/E move
5.0%
Puts
Pseudo strike
34.19
IV
52.6%
B/E move
3.8%

65Δ

Calls
Pseudo strike
31.33
IV
40.1%
B/E move
4.1%
Puts
Pseudo strike
34.80
IV
53.7%
B/E move
3.0%

70Δ

Calls
Pseudo strike
30.81
IV
39.4%
B/E move
3.2%
Puts
Pseudo strike
36.81
IV
62.4%
B/E move
2.5%

75Δ

Calls
Pseudo strike
30.29
IV
38.6%
B/E move
2.3%
Puts
Pseudo strike
39.56
IV
74.8%
B/E move
2.2%

80Δ

Calls
Pseudo strike
29.15
IV
42.2%
B/E move
1.6%
Puts
Pseudo strike
42.31
IV
87.3%
B/E move
1.9%

Options history

No recorded observations