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Veradermics, Incorporated MANE

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-11T15:27:06.574Z

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 · 2026-11-11T15:25:57.861493571Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T15:27:06.301019+00:00

Share price$149.27
1D+0.9%
$147$148$149$150$1515:30 AM6:30 AM9:00 AM1:00 PMMANE
Sold putSold call

Veradermics, Incorporated options

Live interpolated MANE call and put midpoint premiums by absolute delta.Veradermics, Incorporated$1.42$4.77$8.13$11.49$14.84$120.04$134.49$148.94$163.38$177.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MANE spot · $149.27MANE PRICE$2.46$2.61$3.16$3.71$4.27$4.82$5.37$6.33$7.30$8.38$9.89$11.41$13.32$1.78$2.32$2.95$3.58$4.54$5.58$6.64$7.85$9.07$10.15$11.16$12.18$13.87
PutsCheap0.71×
CallsCheap0.71×
SkewBullish-5.66 pp
Implied moveBearish±$12.01
TiltBearish5.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ173.13100.6%17.6%137.7464.4%8.9%
25Δ164.1978.5%11.7%140.4163.0%7.5%
30Δ161.3875.0%10.2%142.5162.1%6.5%
35Δ158.5771.5%8.7%144.6161.3%5.5%
40Δ155.7667.9%7.2%146.5062.7%4.9%
45Δ152.9664.4%5.7%148.3664.6%4.3%
50Δ150.1560.9%4.2%150.2366.2%3.8%
55Δ148.2960.8%3.6%152.2566.3%3.3%
60Δ146.4861.0%3.0%154.2866.4%2.7%
65Δ144.6161.3%2.5%156.1264.5%2.2%
70Δ142.4762.4%2.1%157.8761.4%1.7%
75Δ140.3463.6%1.7%159.6258.4%1.2%
80Δ137.8663.7%1.3%161.8456.6%0.9%

20Δ

Calls
Pseudo strike
173.13
IV
100.6%
B/E move
17.6%
Puts
Pseudo strike
137.74
IV
64.4%
B/E move
8.9%

25Δ

Calls
Pseudo strike
164.19
IV
78.5%
B/E move
11.7%
Puts
Pseudo strike
140.41
IV
63.0%
B/E move
7.5%

30Δ

Calls
Pseudo strike
161.38
IV
75.0%
B/E move
10.2%
Puts
Pseudo strike
142.51
IV
62.1%
B/E move
6.5%

35Δ

Calls
Pseudo strike
158.57
IV
71.5%
B/E move
8.7%
Puts
Pseudo strike
144.61
IV
61.3%
B/E move
5.5%

40Δ

Calls
Pseudo strike
155.76
IV
67.9%
B/E move
7.2%
Puts
Pseudo strike
146.50
IV
62.7%
B/E move
4.9%

45Δ

Calls
Pseudo strike
152.96
IV
64.4%
B/E move
5.7%
Puts
Pseudo strike
148.36
IV
64.6%
B/E move
4.3%

50Δ

Calls
Pseudo strike
150.15
IV
60.9%
B/E move
4.2%
Puts
Pseudo strike
150.23
IV
66.2%
B/E move
3.8%

55Δ

Calls
Pseudo strike
148.29
IV
60.8%
B/E move
3.6%
Puts
Pseudo strike
152.25
IV
66.3%
B/E move
3.3%

60Δ

Calls
Pseudo strike
146.48
IV
61.0%
B/E move
3.0%
Puts
Pseudo strike
154.28
IV
66.4%
B/E move
2.7%

65Δ

Calls
Pseudo strike
144.61
IV
61.3%
B/E move
2.5%
Puts
Pseudo strike
156.12
IV
64.5%
B/E move
2.2%

70Δ

Calls
Pseudo strike
142.47
IV
62.4%
B/E move
2.1%
Puts
Pseudo strike
157.87
IV
61.4%
B/E move
1.7%

75Δ

Calls
Pseudo strike
140.34
IV
63.6%
B/E move
1.7%
Puts
Pseudo strike
159.62
IV
58.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
137.86
IV
63.7%
B/E move
1.3%
Puts
Pseudo strike
161.84
IV
56.6%
B/E move
0.9%

Options history

IV · four-Friday blend61.06%
Daily EOD
MANE56.2%58.8%61.4%2026-10-19: 56.54%2026-10-20: 57.72%2026-10-21: 58.50%2026-10-22: 59.84%2026-10-23: 59.54%2026-10-26: 60.51%2026-10-27: 58.28%2026-10-28: 57.58%2026-10-29: 58.10%2026-10-30: 61.06%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
56.54%
57.72%
58.50%
59.84%
59.54%
60.51%
58.28%
57.58%
58.10%
61.06%