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Versant Media Group, Inc. Class A Common Stock VSNT

i

Market dataready · fetched 2026-11-12T17:27:22.555Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T17:26:55.688134827Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T17:27:20.054466+00:00

Share price$36.06
1D+0.0%
$35.78$35.92$36.07$36.21$36.355:30 AM6:30 AM9:00 AM1:00 PMVSNT
Sold putSold call

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$0.11$3.03$5.95$8.88$11.80$29.04$32.59$36.14$39.69$43.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VSNT spot · $36.06VSNT PRICE$0.43$0.63$0.84$1.05$1.26$1.47$1.67$1.88$2.09$2.42$3.22$4.03$4.83$0.55$0.70$0.85$1.00$1.95$3.08$4.20$5.33$6.45$7.58$8.71$9.83$10.96
PutsCheap0.94×
CallsCheap0.71×
SkewBearish+8.02 pp
Implied moveBearish±$5.88
TiltBearish40.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.8633.9%11.7%32.1440.7%12.4%
25Δ39.3134.1%10.8%33.0438.9%10.3%
30Δ38.7534.3%9.8%33.9437.0%8.2%
35Δ38.2034.5%8.8%34.8435.2%6.1%
40Δ37.6534.7%7.9%36.0837.0%5.4%
45Δ37.0934.9%6.9%37.3839.5%4.9%
50Δ36.5435.1%6.0%38.6942.1%4.4%
55Δ35.9935.3%5.0%39.9944.7%3.9%
60Δ35.4335.5%4.1%41.3047.2%3.4%
65Δ34.7936.2%3.2%42.6149.8%2.9%
70Δ33.8438.8%2.8%43.9152.4%2.4%
75Δ32.8941.4%2.4%45.2254.9%1.9%
80Δ31.9344.0%1.9%46.5357.5%1.4%

20Δ

Calls
Pseudo strike
39.86
IV
33.9%
B/E move
11.7%
Puts
Pseudo strike
32.14
IV
40.7%
B/E move
12.4%

25Δ

Calls
Pseudo strike
39.31
IV
34.1%
B/E move
10.8%
Puts
Pseudo strike
33.04
IV
38.9%
B/E move
10.3%

30Δ

Calls
Pseudo strike
38.75
IV
34.3%
B/E move
9.8%
Puts
Pseudo strike
33.94
IV
37.0%
B/E move
8.2%

35Δ

Calls
Pseudo strike
38.20
IV
34.5%
B/E move
8.8%
Puts
Pseudo strike
34.84
IV
35.2%
B/E move
6.1%

40Δ

Calls
Pseudo strike
37.65
IV
34.7%
B/E move
7.9%
Puts
Pseudo strike
36.08
IV
37.0%
B/E move
5.4%

45Δ

Calls
Pseudo strike
37.09
IV
34.9%
B/E move
6.9%
Puts
Pseudo strike
37.38
IV
39.5%
B/E move
4.9%

50Δ

Calls
Pseudo strike
36.54
IV
35.1%
B/E move
6.0%
Puts
Pseudo strike
38.69
IV
42.1%
B/E move
4.4%

55Δ

Calls
Pseudo strike
35.99
IV
35.3%
B/E move
5.0%
Puts
Pseudo strike
39.99
IV
44.7%
B/E move
3.9%

60Δ

Calls
Pseudo strike
35.43
IV
35.5%
B/E move
4.1%
Puts
Pseudo strike
41.30
IV
47.2%
B/E move
3.4%

65Δ

Calls
Pseudo strike
34.79
IV
36.2%
B/E move
3.2%
Puts
Pseudo strike
42.61
IV
49.8%
B/E move
2.9%

70Δ

Calls
Pseudo strike
33.84
IV
38.8%
B/E move
2.8%
Puts
Pseudo strike
43.91
IV
52.4%
B/E move
2.4%

75Δ

Calls
Pseudo strike
32.89
IV
41.4%
B/E move
2.4%
Puts
Pseudo strike
45.22
IV
54.9%
B/E move
1.9%

80Δ

Calls
Pseudo strike
31.93
IV
44.0%
B/E move
1.9%
Puts
Pseudo strike
46.53
IV
57.5%
B/E move
1.4%

Options history

IV · four-Friday blend44.11%
Daily EOD
VSNT41.8%44.2%46.7%2026-10-19: 42.11%2026-10-20: 43.73%2026-10-21: 43.38%2026-10-22: 42.81%2026-10-23: 43.26%2026-10-26: 45.62%2026-10-27: 46.36%2026-10-28: 45.15%2026-10-29: 43.82%2026-10-30: 44.11%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.11%
43.73%
43.38%
42.81%
43.26%
45.62%
46.36%
45.15%
43.82%
44.11%