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Vivani Medical, Inc. Common Stock (DE) VANI

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Market datapartial · fetched 2026-10-23T00:41:18.935Z

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 · 2026-10-22T23:46:08.359090307Z

FundamentalsAlpha Vantage · unavailable

Share price$1.09
1D-6.8%
AH$1.06$1.09$1.12$1.15$1.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVANI
Sold putSold callAH

Vivani Medical, Inc. Common Stock (DE) options

Live interpolated VANI call and put midpoint premiums by absolute delta.Vivani Medical, Inc. Common Stock (DE)$0.00$1.09$2.18$3.27$4.36$-0.98$-0.16$0.65$1.47$2.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VANI spot · $1.09VANI PRICE$0.06$0.12$0.14$0.15$0.16$0.17$0.18$0.20$0.21$0.22$1.70$2.01$2.32$2.64$2.95$3.28$3.66$4.04
PutsExpensive7.88×
CallsExpensive4.34×
SkewBearish+284.80 pp
Implied moveBearish±$3.14
TiltBearish86.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.28215.0%114.0%
25Δ4.68410.9%339.6%
30Δ4.59402.2%333.5%2.23653.6%51.0%
35Δ4.10367.6%289.4%2.60629.8%45.9%
40Δ3.60333.0%245.3%2.97606.1%40.8%
45Δ3.11298.4%201.2%3.34582.3%35.7%
50Δ2.62263.7%157.1%3.71558.5%30.6%
55Δ2.12229.1%113.0%4.09535.6%25.8%
60Δ1.63194.5%68.9%4.51515.8%21.9%
65Δ1.14159.9%24.8%4.93496.1%18.1%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
2.28
IV
215.0%
B/E move
114.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
4.68
IV
410.9%
B/E move
339.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
4.59
IV
402.2%
B/E move
333.5%
Puts
Pseudo strike
2.23
IV
653.6%
B/E move
51.0%

35Δ

Calls
Pseudo strike
4.10
IV
367.6%
B/E move
289.4%
Puts
Pseudo strike
2.60
IV
629.8%
B/E move
45.9%

40Δ

Calls
Pseudo strike
3.60
IV
333.0%
B/E move
245.3%
Puts
Pseudo strike
2.97
IV
606.1%
B/E move
40.8%

45Δ

Calls
Pseudo strike
3.11
IV
298.4%
B/E move
201.2%
Puts
Pseudo strike
3.34
IV
582.3%
B/E move
35.7%

50Δ

Calls
Pseudo strike
2.62
IV
263.7%
B/E move
157.1%
Puts
Pseudo strike
3.71
IV
558.5%
B/E move
30.6%

55Δ

Calls
Pseudo strike
2.12
IV
229.1%
B/E move
113.0%
Puts
Pseudo strike
4.09
IV
535.6%
B/E move
25.8%

60Δ

Calls
Pseudo strike
1.63
IV
194.5%
B/E move
68.9%
Puts
Pseudo strike
4.51
IV
515.8%
B/E move
21.9%

65Δ

Calls
Pseudo strike
1.14
IV
159.9%
B/E move
24.8%
Puts
Pseudo strike
4.93
IV
496.1%
B/E move
18.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations