IntraAlpha
Create free account Start free

Viper Energy, Inc. Class A Common Stock VNOM

i

Market dataready · fetched 2026-11-04T02:51:36.360Z

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 · 2026-11-04T00:00:33.579291098Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T02:51:35.929932+00:00

Share price$43.39
1D-2.3%
AH$44.07$44.44$44.80$45.17$45.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVNOM
Sold putSold callAH

Viper Energy, Inc. Class A Common Stock options

Live interpolated VNOM call and put midpoint premiums by absolute delta.Viper Energy, Inc. Class A Common Stock$0.19$1.74$3.30$4.85$6.41$38.71$41.23$43.76$46.29$48.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VNOM spot · $43.39VNOM PRICE$0.38$0.51$0.67$0.84$1.07$1.31$1.61$1.94$2.26$2.57$3.69$4.11$5.96$0.36$0.47$0.59$0.73$0.86$0.99$1.11$1.22$1.45$1.77
Puts——
CallsExpensive1.26×
Skew——
Implied moveBullish±$2.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.7237.6%8.5%41.0433.1%6.3%
25Δ46.0937.7%7.4%41.5432.4%5.4%
30Δ45.5838.7%6.6%42.0331.7%4.5%
35Δ45.1039.7%5.9%42.4331.3%3.9%
40Δ44.6341.4%5.3%42.8331.0%3.3%
45Δ44.1743.3%4.8%43.1930.0%2.8%
50Δ43.6645.3%4.3%43.5228.5%2.3%
55Δ43.1347.4%3.9%43.8527.0%1.8%
60Δ42.5747.7%3.3%44.2227.0%1.4%
65Δ42.0147.5%2.7%44.6328.4%1.2%
70Δ40.9460.5%2.8%
75Δ40.2458.5%2.2%
80Δ38.3776.0%2.2%

20Δ

Calls
Pseudo strike
46.72
IV
37.6%
B/E move
8.5%
Puts
Pseudo strike
41.04
IV
33.1%
B/E move
6.3%

25Δ

Calls
Pseudo strike
46.09
IV
37.7%
B/E move
7.4%
Puts
Pseudo strike
41.54
IV
32.4%
B/E move
5.4%

30Δ

Calls
Pseudo strike
45.58
IV
38.7%
B/E move
6.6%
Puts
Pseudo strike
42.03
IV
31.7%
B/E move
4.5%

35Δ

Calls
Pseudo strike
45.10
IV
39.7%
B/E move
5.9%
Puts
Pseudo strike
42.43
IV
31.3%
B/E move
3.9%

40Δ

Calls
Pseudo strike
44.63
IV
41.4%
B/E move
5.3%
Puts
Pseudo strike
42.83
IV
31.0%
B/E move
3.3%

45Δ

Calls
Pseudo strike
44.17
IV
43.3%
B/E move
4.8%
Puts
Pseudo strike
43.19
IV
30.0%
B/E move
2.8%

50Δ

Calls
Pseudo strike
43.66
IV
45.3%
B/E move
4.3%
Puts
Pseudo strike
43.52
IV
28.5%
B/E move
2.3%

55Δ

Calls
Pseudo strike
43.13
IV
47.4%
B/E move
3.9%
Puts
Pseudo strike
43.85
IV
27.0%
B/E move
1.8%

60Δ

Calls
Pseudo strike
42.57
IV
47.7%
B/E move
3.3%
Puts
Pseudo strike
44.22
IV
27.0%
B/E move
1.4%

65Δ

Calls
Pseudo strike
42.01
IV
47.5%
B/E move
2.7%
Puts
Pseudo strike
44.63
IV
28.4%
B/E move
1.2%

70Δ

Calls
Pseudo strike
40.94
IV
60.5%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
40.24
IV
58.5%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
38.37
IV
76.0%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend31.88%
Daily EOD
VNOM31.7%33.0%34.3%2026-10-19: 32.62%2026-10-20: 32.57%2026-10-21: 32.62%2026-10-22: 32.61%2026-10-23: 33.41%2026-10-26: 33.66%2026-10-27: 32.85%2026-10-28: 33.88%2026-10-29: 34.11%2026-10-30: 31.88%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
32.62%
32.57%
32.62%
32.61%
33.41%
33.66%
32.85%
33.88%
34.11%
31.88%