Toast the shrimp shells and heads in a wide pan over medium-high heat in olive oil, about 2 turns of the pan. Add leek, onion, lemon, garlic, peppercorns, bay and herbs; sweat a few minutes, add vermouth and reduce by half, then add stock and bring to boil. Reduce heat a bit and cook 45 minutes. Strain stock with fine strainer, return to boil and reduce to about 1½-2 cups of concentrated stock. Freeze leftover stock in ½ cup portions in freezer bags.