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Viant Technology Inc. Class A Common Stock DSP

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Market dataready · fetched 2026-11-12T01:00:15.185Z

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 · 2026-11-12T00:37:46.657660282Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:54:45.403885+00:00

Share price$11.90
1D-4.5%
AH$11.84$12.03$12.22$12.40$12.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDSP
Sold putSold callAH

Viant Technology Inc. Class A Common Stock options

Live interpolated DSP call and put midpoint premiums by absolute delta.Viant Technology Inc. Class A Common Stock$0.43$0.87$1.32$1.76$2.21$8.87$10.33$11.78$13.24$14.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DSP spot · $11.90DSP PRICE$0.82$0.50$0.50$0.50$0.67$0.87$1.07$1.27$1.47$1.68$1.88$2.08$0.47$0.49$0.50$0.52$0.54$0.56$0.57$0.59$0.61$0.63$0.65$0.66
Puts——
Calls——
Skew——
Implied moveBullish±$1.44
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.49208.1%24.2%
25Δ21.80394.1%90.1%10.14169.5%18.9%
30Δ14.41170.4%25.3%10.36157.1%17.2%
35Δ13.53138.1%17.9%10.58144.7%15.5%
40Δ12.65105.9%10.5%10.80132.4%13.7%
45Δ12.25103.7%8.6%11.03120.0%12.0%
50Δ11.95107.9%7.7%11.25107.6%10.3%
55Δ11.65112.1%6.9%11.4795.3%8.6%
60Δ11.35116.3%6.1%11.6982.9%6.9%
65Δ11.05120.5%5.2%11.9270.5%5.1%
70Δ10.75124.7%4.4%12.1458.2%3.4%
75Δ10.45128.9%3.5%12.3645.8%1.7%
80Δ10.14133.1%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.49
IV
208.1%
B/E move
24.2%

25Δ

Calls
Pseudo strike
21.80
IV
394.1%
B/E move
90.1%
Puts
Pseudo strike
10.14
IV
169.5%
B/E move
18.9%

30Δ

Calls
Pseudo strike
14.41
IV
170.4%
B/E move
25.3%
Puts
Pseudo strike
10.36
IV
157.1%
B/E move
17.2%

35Δ

Calls
Pseudo strike
13.53
IV
138.1%
B/E move
17.9%
Puts
Pseudo strike
10.58
IV
144.7%
B/E move
15.5%

40Δ

Calls
Pseudo strike
12.65
IV
105.9%
B/E move
10.5%
Puts
Pseudo strike
10.80
IV
132.4%
B/E move
13.7%

45Δ

Calls
Pseudo strike
12.25
IV
103.7%
B/E move
8.6%
Puts
Pseudo strike
11.03
IV
120.0%
B/E move
12.0%

50Δ

Calls
Pseudo strike
11.95
IV
107.9%
B/E move
7.7%
Puts
Pseudo strike
11.25
IV
107.6%
B/E move
10.3%

55Δ

Calls
Pseudo strike
11.65
IV
112.1%
B/E move
6.9%
Puts
Pseudo strike
11.47
IV
95.3%
B/E move
8.6%

60Δ

Calls
Pseudo strike
11.35
IV
116.3%
B/E move
6.1%
Puts
Pseudo strike
11.69
IV
82.9%
B/E move
6.9%

65Δ

Calls
Pseudo strike
11.05
IV
120.5%
B/E move
5.2%
Puts
Pseudo strike
11.92
IV
70.5%
B/E move
5.1%

70Δ

Calls
Pseudo strike
10.75
IV
124.7%
B/E move
4.4%
Puts
Pseudo strike
12.14
IV
58.2%
B/E move
3.4%

75Δ

Calls
Pseudo strike
10.45
IV
128.9%
B/E move
3.5%
Puts
Pseudo strike
12.36
IV
45.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
10.14
IV
133.1%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend83.21%
Daily EOD
DSP68.7%76.5%84.3%2026-10-19: 70.43%2026-10-20: 70.48%2026-10-21: 73.10%2026-10-22: 69.74%2026-10-23: 71.92%2026-10-26: 73.24%2026-10-27: 75.85%2026-10-28: 74.93%2026-10-29: 70.79%2026-10-30: 83.21%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
70.43%
70.48%
73.10%
69.74%
71.92%
73.24%
75.85%
74.93%
70.79%
83.21%