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Veradermics, Incorporated MANE

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Market datapartial · fetched 2026-10-22T23:10:16.390Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.001626027Z

FundamentalsAlpha Vantage · unavailable

Share price$138.49
1D+2.9%
AH$134$136$138$140$1415:30 AM6:30 AM9:00 AM1:00 PM2:00 PMMANE
Sold putSold callAH

Veradermics, Incorporated options

Live interpolated MANE call and put midpoint premiums by absolute delta.Veradermics, Incorporated$1.79$8.10$14.41$20.72$27.03$91.57$117.02$142.47$167.92$193.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive MANE spot · $138.49MANE PRICE$2.47$3.21$4.15$4.99$6.24$7.53$8.83$10.38$12.08$14.01$15.93$17.84$22.29$3.20$4.22$5.28$6.45$7.72$9.25$10.91$12.81$14.80$17.00$19.86$22.39$25.21
PutsCheap0.66×
CallsCheap0.55×
SkewBullish-0.55 pp
Implied moveBearish±$19.74
TiltBearish10.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ163.6861.9%20.0%120.6766.7%15.2%
25Δ157.5658.8%16.1%124.6965.8%13.0%
30Δ154.3060.8%14.4%128.3664.2%11.1%
35Δ150.2759.3%12.1%131.7563.1%9.5%
40Δ147.2861.2%10.9%134.9462.5%8.1%
45Δ144.3162.9%9.6%138.0062.3%7.0%
50Δ141.1462.9%8.3%141.1062.2%6.0%
55Δ138.0063.7%7.1%144.2662.4%5.1%
60Δ134.8764.7%6.1%147.4661.9%4.2%
65Δ131.5965.3%5.1%150.7961.4%3.4%
70Δ128.3364.9%4.2%154.6162.0%2.7%
75Δ125.1063.5%3.2%158.1160.3%2.0%
80Δ119.9470.2%2.7%161.8358.4%1.4%

20Δ

Calls
Pseudo strike
163.68
IV
61.9%
B/E move
20.0%
Puts
Pseudo strike
120.67
IV
66.7%
B/E move
15.2%

25Δ

Calls
Pseudo strike
157.56
IV
58.8%
B/E move
16.1%
Puts
Pseudo strike
124.69
IV
65.8%
B/E move
13.0%

30Δ

Calls
Pseudo strike
154.30
IV
60.8%
B/E move
14.4%
Puts
Pseudo strike
128.36
IV
64.2%
B/E move
11.1%

35Δ

Calls
Pseudo strike
150.27
IV
59.3%
B/E move
12.1%
Puts
Pseudo strike
131.75
IV
63.1%
B/E move
9.5%

40Δ

Calls
Pseudo strike
147.28
IV
61.2%
B/E move
10.9%
Puts
Pseudo strike
134.94
IV
62.5%
B/E move
8.1%

45Δ

Calls
Pseudo strike
144.31
IV
62.9%
B/E move
9.6%
Puts
Pseudo strike
138.00
IV
62.3%
B/E move
7.0%

50Δ

Calls
Pseudo strike
141.14
IV
62.9%
B/E move
8.3%
Puts
Pseudo strike
141.10
IV
62.2%
B/E move
6.0%

55Δ

Calls
Pseudo strike
138.00
IV
63.7%
B/E move
7.1%
Puts
Pseudo strike
144.26
IV
62.4%
B/E move
5.1%

60Δ

Calls
Pseudo strike
134.87
IV
64.7%
B/E move
6.1%
Puts
Pseudo strike
147.46
IV
61.9%
B/E move
4.2%

65Δ

Calls
Pseudo strike
131.59
IV
65.3%
B/E move
5.1%
Puts
Pseudo strike
150.79
IV
61.4%
B/E move
3.4%

70Δ

Calls
Pseudo strike
128.33
IV
64.9%
B/E move
4.2%
Puts
Pseudo strike
154.61
IV
62.0%
B/E move
2.7%

75Δ

Calls
Pseudo strike
125.10
IV
63.5%
B/E move
3.2%
Puts
Pseudo strike
158.11
IV
60.3%
B/E move
2.0%

80Δ

Calls
Pseudo strike
119.94
IV
70.2%
B/E move
2.7%
Puts
Pseudo strike
161.83
IV
58.4%
B/E move
1.4%

Options history

No recorded observations