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VOC ENERGY TRUST VOC

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-04T03:41:29.789Z

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 · 2026-11-04T00:00:00.001380745Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T03:41:29.347896+00:00

Share price$2.96
1D-0.1%
AH$2.93$2.96$2.98$3.01$3.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVOC
Sold putSold callAH

VOC ENERGY TRUST options

Live interpolated VOC call and put midpoint premiums by absolute delta.VOC ENERGY TRUST$0.06$0.50$0.94$1.38$1.82$1.93$2.49$3.06$3.62$4.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VOC spot · $2.96VOC PRICE$0.11$0.13$0.16$0.18$0.21$0.23$0.26$0.28$0.31$0.33$0.36$0.38$0.41$0.16$0.29$0.41$0.54$0.67$0.80$0.92$1.05$1.18$1.31$1.43$1.56$1.69
PutsCheap0.87×
CallsExpensive1.31×
SkewBullish-47.60 pp
Implied moveBearish±$1.18
TiltBearish56.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.81231.2%133.7%2.6490.6%16.3%
25Δ6.51219.1%124.6%2.8094.1%15.2%
30Δ6.22207.1%115.5%2.9597.5%14.2%
35Δ5.93195.1%106.5%3.11101.0%13.1%
40Δ5.63183.1%97.4%3.27104.5%12.0%
45Δ5.34171.0%88.3%3.43108.0%10.9%
50Δ5.05159.0%79.3%3.59111.4%9.8%
55Δ4.75147.0%70.2%3.75114.9%8.8%
60Δ4.46135.0%61.1%3.91118.4%7.7%
65Δ4.17122.9%52.1%4.07121.8%6.6%
70Δ3.87110.9%43.0%4.23125.3%5.5%
75Δ3.5898.9%33.9%4.39128.8%4.5%
80Δ3.2986.9%24.9%4.55132.2%3.4%

20Δ

Calls
Pseudo strike
6.81
IV
231.2%
B/E move
133.7%
Puts
Pseudo strike
2.64
IV
90.6%
B/E move
16.3%

25Δ

Calls
Pseudo strike
6.51
IV
219.1%
B/E move
124.6%
Puts
Pseudo strike
2.80
IV
94.1%
B/E move
15.2%

30Δ

Calls
Pseudo strike
6.22
IV
207.1%
B/E move
115.5%
Puts
Pseudo strike
2.95
IV
97.5%
B/E move
14.2%

35Δ

Calls
Pseudo strike
5.93
IV
195.1%
B/E move
106.5%
Puts
Pseudo strike
3.11
IV
101.0%
B/E move
13.1%

40Δ

Calls
Pseudo strike
5.63
IV
183.1%
B/E move
97.4%
Puts
Pseudo strike
3.27
IV
104.5%
B/E move
12.0%

45Δ

Calls
Pseudo strike
5.34
IV
171.0%
B/E move
88.3%
Puts
Pseudo strike
3.43
IV
108.0%
B/E move
10.9%

50Δ

Calls
Pseudo strike
5.05
IV
159.0%
B/E move
79.3%
Puts
Pseudo strike
3.59
IV
111.4%
B/E move
9.8%

55Δ

Calls
Pseudo strike
4.75
IV
147.0%
B/E move
70.2%
Puts
Pseudo strike
3.75
IV
114.9%
B/E move
8.8%

60Δ

Calls
Pseudo strike
4.46
IV
135.0%
B/E move
61.1%
Puts
Pseudo strike
3.91
IV
118.4%
B/E move
7.7%

65Δ

Calls
Pseudo strike
4.17
IV
122.9%
B/E move
52.1%
Puts
Pseudo strike
4.07
IV
121.8%
B/E move
6.6%

70Δ

Calls
Pseudo strike
3.87
IV
110.9%
B/E move
43.0%
Puts
Pseudo strike
4.23
IV
125.3%
B/E move
5.5%

75Δ

Calls
Pseudo strike
3.58
IV
98.9%
B/E move
33.9%
Puts
Pseudo strike
4.39
IV
128.8%
B/E move
4.5%

80Δ

Calls
Pseudo strike
3.29
IV
86.9%
B/E move
24.9%
Puts
Pseudo strike
4.55
IV
132.2%
B/E move
3.4%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations