Between the Dragon Ball Z anime, the manga, guidebooks and the movies, there are only a handful of recorded Power Levels in the Dragon Ball franchise.
Vegeta doesn't have as many transformations as Goku, but that's simply because the Prince of All Saiyans doesn't need them.
Dragon Ball Daima revealed that Vegeta had indeed also unlock the Super Saiyan 3 form rather than seemingly skipping over it as teased by the future events seen in Dragon Ball Super, and this form ...
Vegeta has fallen behind Goku in power, but the new Dragon Ball anime will fix that with this transformation.