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VNET Group, Inc. American Depositary Shares VNET

TECHNOLOGY · INFORMATION TECHNOLOGY SERVICES
i

Market dataready · fetched 2026-11-03T15:43:26.444Z

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 · 2026-11-03T15:43:20.60029107Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T15:43:25.524692+00:00

Share price$2.98
1D-1.1%
$2.94$2.97$3.00$3.03$3.065:30 AM6:30 AM9:00 AM1:00 PMVNET
Sold putSold call

VNET Group, Inc. American Depositary Shares options

Live interpolated VNET call and put midpoint premiums by absolute delta.VNET Group, Inc. American Depositary Shares$0.06$0.31$0.56$0.81$1.07$1.97$2.59$3.22$3.84$4.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VNET spot · $2.98VNET PRICE$0.08$0.11$0.14$0.17$0.20$0.22$0.25$0.30$0.40$0.50$0.60$0.70$0.80$0.12$0.16$0.19$0.22$0.26$0.29$0.38$0.49$0.59$0.69$0.79$0.89$0.99
PutsExpensive1.21×
CallsExpensive1.37×
SkewBullish-4.92 pp
Implied moveBearish±$0.64
TiltBearish15.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.96129.8%35.8%2.35125.0%25.1%
25Δ3.82126.9%32.0%2.47122.9%22.0%
30Δ3.68124.0%28.2%2.60120.8%19.0%
35Δ3.53121.1%24.4%2.73118.7%15.9%
40Δ3.39118.1%20.7%2.85116.6%12.9%
45Δ3.25115.2%16.9%2.98114.5%9.8%
50Δ3.11112.3%13.1%3.11114.8%8.4%
55Δ2.97111.3%9.8%3.24115.6%7.4%
60Δ2.84117.1%8.7%3.37116.4%6.4%
65Δ2.70123.0%7.6%3.50117.2%5.5%
70Δ2.57128.8%6.5%3.63118.0%4.5%
75Δ2.44134.7%5.3%3.76118.8%3.5%
80Δ2.30140.6%4.2%3.90119.7%2.5%

20Δ

Calls
Pseudo strike
3.96
IV
129.8%
B/E move
35.8%
Puts
Pseudo strike
2.35
IV
125.0%
B/E move
25.1%

25Δ

Calls
Pseudo strike
3.82
IV
126.9%
B/E move
32.0%
Puts
Pseudo strike
2.47
IV
122.9%
B/E move
22.0%

30Δ

Calls
Pseudo strike
3.68
IV
124.0%
B/E move
28.2%
Puts
Pseudo strike
2.60
IV
120.8%
B/E move
19.0%

35Δ

Calls
Pseudo strike
3.53
IV
121.1%
B/E move
24.4%
Puts
Pseudo strike
2.73
IV
118.7%
B/E move
15.9%

40Δ

Calls
Pseudo strike
3.39
IV
118.1%
B/E move
20.7%
Puts
Pseudo strike
2.85
IV
116.6%
B/E move
12.9%

45Δ

Calls
Pseudo strike
3.25
IV
115.2%
B/E move
16.9%
Puts
Pseudo strike
2.98
IV
114.5%
B/E move
9.8%

50Δ

Calls
Pseudo strike
3.11
IV
112.3%
B/E move
13.1%
Puts
Pseudo strike
3.11
IV
114.8%
B/E move
8.4%

55Δ

Calls
Pseudo strike
2.97
IV
111.3%
B/E move
9.8%
Puts
Pseudo strike
3.24
IV
115.6%
B/E move
7.4%

60Δ

Calls
Pseudo strike
2.84
IV
117.1%
B/E move
8.7%
Puts
Pseudo strike
3.37
IV
116.4%
B/E move
6.4%

65Δ

Calls
Pseudo strike
2.70
IV
123.0%
B/E move
7.6%
Puts
Pseudo strike
3.50
IV
117.2%
B/E move
5.5%

70Δ

Calls
Pseudo strike
2.57
IV
128.8%
B/E move
6.5%
Puts
Pseudo strike
3.63
IV
118.0%
B/E move
4.5%

75Δ

Calls
Pseudo strike
2.44
IV
134.7%
B/E move
5.3%
Puts
Pseudo strike
3.76
IV
118.8%
B/E move
3.5%

80Δ

Calls
Pseudo strike
2.30
IV
140.6%
B/E move
4.2%
Puts
Pseudo strike
3.90
IV
119.7%
B/E move
2.5%

Options history

IV · four-Friday blend109.54%
Daily EOD
VNET84.2%97.8%111.4%2026-10-19: 89.57%2026-10-20: 87.38%2026-10-21: 87.92%2026-10-22: 96.41%2026-10-23: 87.21%2026-10-26: 97.16%2026-10-27: 86.05%2026-10-28: 91.62%2026-10-29: 96.48%2026-10-30: 109.54%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
89.57%
87.38%
87.92%
96.41%
87.21%
97.16%
86.05%
91.62%
96.48%
109.54%