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VNET Group, Inc. American Depositary Shares VNET

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Market datapartial · fetched 2026-11-05T22:05:15.551Z

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 · 2026-11-05T21:23:11.088000835Z

FundamentalsAlpha Vantage · unavailable

Share price$3.13
1D-13.8%
AH$2.91$3.12$3.33$3.55$3.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVNET
Sold putSold callAH

VNET Group, Inc. American Depositary Shares options

Live interpolated VNET call and put midpoint premiums by absolute delta.VNET Group, Inc. American Depositary Shares$0.05$0.49$0.94$1.38$1.82$1.90$2.50$3.10$3.69$4.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VNET spot · $3.13VNET PRICE$0.10$0.12$0.16$0.20$0.25$0.29$0.33$0.37$0.41$0.50$0.60$0.71$0.81$0.16$0.19$0.22$0.25$0.31$0.41$0.52$0.62$0.72$0.83$0.93$1.18$1.69
PutsExpensive1.21×
CallsExpensive1.17×
SkewBearish+10.67 pp
Implied moveBearish±$0.85
TiltBearish24.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.50167.0%47.0%2.32199.5%30.9%
25Δ4.05150.3%33.2%2.50182.4%26.0%
30Δ3.88148.0%29.0%2.69165.3%21.1%
35Δ3.74147.2%25.9%2.88148.3%16.2%
40Δ3.60146.5%22.8%3.05137.8%12.5%
45Δ3.46145.7%19.7%3.19140.4%11.3%
50Δ3.32145.0%16.6%3.33142.9%10.0%
55Δ3.18144.3%13.6%3.48145.4%8.7%
60Δ3.05143.5%10.5%3.62147.9%7.5%
65Δ2.90142.9%8.6%3.76150.5%6.2%
70Δ2.76142.2%7.3%3.91153.0%5.0%
75Δ2.61141.6%6.0%4.19159.0%3.9%
80Δ2.46141.0%4.7%4.73171.6%3.0%

20Δ

Calls
Pseudo strike
4.50
IV
167.0%
B/E move
47.0%
Puts
Pseudo strike
2.32
IV
199.5%
B/E move
30.9%

25Δ

Calls
Pseudo strike
4.05
IV
150.3%
B/E move
33.2%
Puts
Pseudo strike
2.50
IV
182.4%
B/E move
26.0%

30Δ

Calls
Pseudo strike
3.88
IV
148.0%
B/E move
29.0%
Puts
Pseudo strike
2.69
IV
165.3%
B/E move
21.1%

35Δ

Calls
Pseudo strike
3.74
IV
147.2%
B/E move
25.9%
Puts
Pseudo strike
2.88
IV
148.3%
B/E move
16.2%

40Δ

Calls
Pseudo strike
3.60
IV
146.5%
B/E move
22.8%
Puts
Pseudo strike
3.05
IV
137.8%
B/E move
12.5%

45Δ

Calls
Pseudo strike
3.46
IV
145.7%
B/E move
19.7%
Puts
Pseudo strike
3.19
IV
140.4%
B/E move
11.3%

50Δ

Calls
Pseudo strike
3.32
IV
145.0%
B/E move
16.6%
Puts
Pseudo strike
3.33
IV
142.9%
B/E move
10.0%

55Δ

Calls
Pseudo strike
3.18
IV
144.3%
B/E move
13.6%
Puts
Pseudo strike
3.48
IV
145.4%
B/E move
8.7%

60Δ

Calls
Pseudo strike
3.05
IV
143.5%
B/E move
10.5%
Puts
Pseudo strike
3.62
IV
147.9%
B/E move
7.5%

65Δ

Calls
Pseudo strike
2.90
IV
142.9%
B/E move
8.6%
Puts
Pseudo strike
3.76
IV
150.5%
B/E move
6.2%

70Δ

Calls
Pseudo strike
2.76
IV
142.2%
B/E move
7.3%
Puts
Pseudo strike
3.91
IV
153.0%
B/E move
5.0%

75Δ

Calls
Pseudo strike
2.61
IV
141.6%
B/E move
6.0%
Puts
Pseudo strike
4.19
IV
159.0%
B/E move
3.9%

80Δ

Calls
Pseudo strike
2.46
IV
141.0%
B/E move
4.7%
Puts
Pseudo strike
4.73
IV
171.6%
B/E move
3.0%

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%