In a large wide stockpot or Dutch oven, heat the olive oil over low heat; add the aromatics (onion, shallot, celery, leek) and saute for 5 minutes, allowing them to give up their juices. (That's why the heat needs to be low, so that they sweat, not brown).
If the fish bones are large, use a knife to break through them (mine came in nice pieces so I didn't need to do this); wash well under cold water then add them to the aromatics; add salt and about 10 - 15 white peppercorns; cover the pot and over low heat, allow the bones and aromatics to continue to sweat, the bones should just be opaque after about 15 minutes. Add the vermouth and water; bring to a simmer; lower the heat so that bubbles are just breaking the surface; simmer for 15 minutes. Do not overcook or the stock will become bitter.
After 15 minutes, remove from the heat, cover, and let sit for 1 hour.
Strain pressing to remove all liquid from the solids. Allow to cool uncovered in the refrigerator, or better, place the bowl in an ice bath to cool quickly. Once cool, portion into 1 cup servings in some storage containers and freeze. Will freeze well for 6 months (I put mine in a seal a meal after they are frozen...)