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Vitesse Energy, Inc.. VTS

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-12T01:25:53.093Z

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: 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 · 2026-11-12T00:00:00.003036294Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:25:52.734436+00:00

Share price$15.23
1D+1.4%
AH$14.82$14.93$15.04$15.15$15.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVTS
Sold putSold callAH

Vitesse Energy, Inc.. options

Live interpolated VTS call and put midpoint premiums by absolute delta.Vitesse Energy, Inc..$0.00$1.65$3.29$4.94$6.58$12.82$13.98$15.13$16.29$17.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ 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 VTS spot · $15.23VTS PRICE$0.18$0.21$0.23$0.26$0.28$0.31$0.34$0.36$0.20$0.24$0.28$0.33$0.37$0.63$0.91$1.19$1.48$1.76$2.04$2.32$6.11
PutsExpensive1.41×
Calls——
Skew——
Implied moveBearish±$1.20
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.3982.6%13.4%
25Δ13.7975.1%11.1%
30Δ16.6352.6%10.4%14.1867.7%8.8%
35Δ16.4148.8%9.1%14.5760.3%6.5%
40Δ16.1945.1%7.9%14.9652.8%4.2%
45Δ15.9741.3%6.6%15.3057.9%3.7%
50Δ15.7537.6%5.3%15.6364.3%3.4%
55Δ15.5333.8%4.0%15.9570.6%3.1%
60Δ15.3130.1%2.8%16.2877.0%2.8%
65Δ15.0926.3%1.5%16.6183.3%2.5%
70Δ16.9389.7%2.2%
75Δ17.2696.1%1.9%
80Δ20.90199.8%2.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.39
IV
82.6%
B/E move
13.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.79
IV
75.1%
B/E move
11.1%

30Δ

Calls
Pseudo strike
16.63
IV
52.6%
B/E move
10.4%
Puts
Pseudo strike
14.18
IV
67.7%
B/E move
8.8%

35Δ

Calls
Pseudo strike
16.41
IV
48.8%
B/E move
9.1%
Puts
Pseudo strike
14.57
IV
60.3%
B/E move
6.5%

40Δ

Calls
Pseudo strike
16.19
IV
45.1%
B/E move
7.9%
Puts
Pseudo strike
14.96
IV
52.8%
B/E move
4.2%

45Δ

Calls
Pseudo strike
15.97
IV
41.3%
B/E move
6.6%
Puts
Pseudo strike
15.30
IV
57.9%
B/E move
3.7%

50Δ

Calls
Pseudo strike
15.75
IV
37.6%
B/E move
5.3%
Puts
Pseudo strike
15.63
IV
64.3%
B/E move
3.4%

55Δ

Calls
Pseudo strike
15.53
IV
33.8%
B/E move
4.0%
Puts
Pseudo strike
15.95
IV
70.6%
B/E move
3.1%

60Δ

Calls
Pseudo strike
15.31
IV
30.1%
B/E move
2.8%
Puts
Pseudo strike
16.28
IV
77.0%
B/E move
2.8%

65Δ

Calls
Pseudo strike
15.09
IV
26.3%
B/E move
1.5%
Puts
Pseudo strike
16.61
IV
83.3%
B/E move
2.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.93
IV
89.7%
B/E move
2.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.26
IV
96.1%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.90
IV
199.8%
B/E move
2.9%

Options history

IV · four-Friday blend48.05%
Daily EOD
VTS42.6%46.0%49.4%2026-10-21: 45.85%2026-10-22: 43.04%2026-10-23: 43.30%2026-10-27: 48.95%2026-10-28: 48.05%Oct 21Oct 23Oct 28
5 observations2026-10-21 — 2026-10-28
Table
DateIV (%)
45.85%
43.04%
43.30%
48.95%
48.05%