IntraAlpha
Create free account Start free

Versant Media Group, Inc. VSNT

COMMUNICATION SERVICES · ENTERTAINMENT
i

Market dataready · fetched 2026-10-24T04:30:42.818Z

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 · 2026-10-23T20:00:09.477645568Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:30:43.080155+00:00

Share price$31.43
1D-2.2%
AH$31.30$31.54$31.78$32.03$32.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVSNT
Sold putSold callAH

Versant Media Group, Inc. options

Live interpolated VSNT call and put midpoint premiums by absolute delta.Versant Media Group, Inc.$0.45$1.95$3.44$4.94$6.44$25.91$28.73$31.56$34.38$37.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VSNT spot · $31.43VSNT PRICE$0.71$0.61$0.80$1.00$1.19$1.38$1.58$1.77$1.97$2.16$2.74$4.38$6.01$0.99$0.92$0.85$1.02$1.32$1.62$1.92$2.21$2.51$2.81$3.11$3.41$3.71
PutsExpensive1.13×
CallsExpensive1.36×
SkewBullish-2.90 pp
Implied moveBearish±$3.49
TiltBalanced0.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.6695.8%38.0%24.94109.2%23.8%
25Δ34.9751.1%13.2%27.0981.5%16.7%
30Δ34.4050.1%12.0%29.2453.7%9.7%
35Δ33.8349.1%10.8%30.3243.7%6.8%
40Δ33.2648.1%9.6%30.8343.3%6.1%
45Δ32.6947.1%8.4%31.3343.0%5.5%
50Δ32.1246.2%7.2%31.8342.6%4.8%
55Δ31.5545.2%6.0%32.3342.3%4.2%
60Δ30.9844.2%4.8%32.8441.9%3.5%
65Δ30.4143.2%3.6%33.3441.6%2.9%
70Δ29.5346.5%2.7%33.8441.2%2.2%
75Δ27.8261.0%2.4%34.3440.9%1.6%
80Δ26.1175.5%2.2%34.8540.5%0.9%

20Δ

Calls
Pseudo strike
42.66
IV
95.8%
B/E move
38.0%
Puts
Pseudo strike
24.94
IV
109.2%
B/E move
23.8%

25Δ

Calls
Pseudo strike
34.97
IV
51.1%
B/E move
13.2%
Puts
Pseudo strike
27.09
IV
81.5%
B/E move
16.7%

30Δ

Calls
Pseudo strike
34.40
IV
50.1%
B/E move
12.0%
Puts
Pseudo strike
29.24
IV
53.7%
B/E move
9.7%

35Δ

Calls
Pseudo strike
33.83
IV
49.1%
B/E move
10.8%
Puts
Pseudo strike
30.32
IV
43.7%
B/E move
6.8%

40Δ

Calls
Pseudo strike
33.26
IV
48.1%
B/E move
9.6%
Puts
Pseudo strike
30.83
IV
43.3%
B/E move
6.1%

45Δ

Calls
Pseudo strike
32.69
IV
47.1%
B/E move
8.4%
Puts
Pseudo strike
31.33
IV
43.0%
B/E move
5.5%

50Δ

Calls
Pseudo strike
32.12
IV
46.2%
B/E move
7.2%
Puts
Pseudo strike
31.83
IV
42.6%
B/E move
4.8%

55Δ

Calls
Pseudo strike
31.55
IV
45.2%
B/E move
6.0%
Puts
Pseudo strike
32.33
IV
42.3%
B/E move
4.2%

60Δ

Calls
Pseudo strike
30.98
IV
44.2%
B/E move
4.8%
Puts
Pseudo strike
32.84
IV
41.9%
B/E move
3.5%

65Δ

Calls
Pseudo strike
30.41
IV
43.2%
B/E move
3.6%
Puts
Pseudo strike
33.34
IV
41.6%
B/E move
2.9%

70Δ

Calls
Pseudo strike
29.53
IV
46.5%
B/E move
2.7%
Puts
Pseudo strike
33.84
IV
41.2%
B/E move
2.2%

75Δ

Calls
Pseudo strike
27.82
IV
61.0%
B/E move
2.4%
Puts
Pseudo strike
34.34
IV
40.9%
B/E move
1.6%

80Δ

Calls
Pseudo strike
26.11
IV
75.5%
B/E move
2.2%
Puts
Pseudo strike
34.85
IV
40.5%
B/E move
0.9%

Options history

No recorded observations