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Vitesse Energy Inc VTS

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-10-22T23:49:51.113Z

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 · 2026-10-22T23:00:00.003138323Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:49:49.663663+00:00

Share price$17.84
1D-0.8%
AH$17.63$17.73$17.83$17.93$18.035:30 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$0.19$2.06$3.93$5.81$7.68$14.06$15.81$17.57$19.32$21.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VTS spot · $17.84VTS PRICE$0.39$0.44$0.49$0.53$0.58$0.63$0.68$0.73$0.78$1.05$1.49$1.94$2.38$0.39$0.40$0.41$0.42$0.56$0.92$1.28$1.63$1.99$2.35$2.83$4.99$7.14
PutsExpensive1.18×
CallsFair1.01×
SkewBearish+10.79 pp
Implied moveBearish±$1.96
TiltBearish35.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.3579.4%27.4%14.1690.7%22.8%
25Δ21.7773.4%24.5%15.0974.0%17.7%
30Δ21.2067.5%21.6%16.0157.3%12.5%
35Δ20.6361.6%18.6%16.9440.5%7.4%
40Δ20.0555.7%15.7%17.6532.5%4.2%
45Δ19.4849.7%12.7%18.0538.0%4.0%
50Δ18.9043.8%9.8%18.4543.5%3.8%
55Δ18.3337.9%6.8%18.8449.0%3.5%
60Δ17.7632.0%3.9%19.2454.5%3.3%
65Δ17.2332.4%2.4%19.6360.0%3.1%
70Δ16.7438.0%2.2%20.1666.7%2.9%
75Δ16.2543.6%1.9%22.3588.1%2.7%
80Δ15.7649.1%1.7%24.54109.4%2.5%

20Δ

Calls
Pseudo strike
22.35
IV
79.4%
B/E move
27.4%
Puts
Pseudo strike
14.16
IV
90.7%
B/E move
22.8%

25Δ

Calls
Pseudo strike
21.77
IV
73.4%
B/E move
24.5%
Puts
Pseudo strike
15.09
IV
74.0%
B/E move
17.7%

30Δ

Calls
Pseudo strike
21.20
IV
67.5%
B/E move
21.6%
Puts
Pseudo strike
16.01
IV
57.3%
B/E move
12.5%

35Δ

Calls
Pseudo strike
20.63
IV
61.6%
B/E move
18.6%
Puts
Pseudo strike
16.94
IV
40.5%
B/E move
7.4%

40Δ

Calls
Pseudo strike
20.05
IV
55.7%
B/E move
15.7%
Puts
Pseudo strike
17.65
IV
32.5%
B/E move
4.2%

45Δ

Calls
Pseudo strike
19.48
IV
49.7%
B/E move
12.7%
Puts
Pseudo strike
18.05
IV
38.0%
B/E move
4.0%

50Δ

Calls
Pseudo strike
18.90
IV
43.8%
B/E move
9.8%
Puts
Pseudo strike
18.45
IV
43.5%
B/E move
3.8%

55Δ

Calls
Pseudo strike
18.33
IV
37.9%
B/E move
6.8%
Puts
Pseudo strike
18.84
IV
49.0%
B/E move
3.5%

60Δ

Calls
Pseudo strike
17.76
IV
32.0%
B/E move
3.9%
Puts
Pseudo strike
19.24
IV
54.5%
B/E move
3.3%

65Δ

Calls
Pseudo strike
17.23
IV
32.4%
B/E move
2.4%
Puts
Pseudo strike
19.63
IV
60.0%
B/E move
3.1%

70Δ

Calls
Pseudo strike
16.74
IV
38.0%
B/E move
2.2%
Puts
Pseudo strike
20.16
IV
66.7%
B/E move
2.9%

75Δ

Calls
Pseudo strike
16.25
IV
43.6%
B/E move
1.9%
Puts
Pseudo strike
22.35
IV
88.1%
B/E move
2.7%

80Δ

Calls
Pseudo strike
15.76
IV
49.1%
B/E move
1.7%
Puts
Pseudo strike
24.54
IV
109.4%
B/E move
2.5%

Options history

No recorded observations