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Veracyte, Inc. Common Stock VCYT

i

Market dataready · fetched 2026-11-12T14:57:49.252Z

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 · 2026-11-12T14:57:36.351918067Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T14:57:47.424970+00:00

Share price$24.67
1D-0.8%
$24.34$24.56$24.78$25.01$25.235:30 AM6:30 AM9:00 AM1:00 PMVCYT
Sold putSold call

Veracyte, Inc. Common Stock options

Live interpolated VCYT call and put midpoint premiums by absolute delta.Veracyte, Inc. Common Stock$0.07$3.00$5.93$8.86$11.79$7.95$20.27$32.58$44.90$57.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VCYT spot · $24.67VCYT PRICE$0.62$0.74$0.86$0.97$1.10$1.23$1.37$1.51$1.64$1.78$1.92$0.39$0.66$0.94$1.22$1.50$1.78$2.31$3.75$5.19$6.63$8.07$9.51$10.95
PutsCheap0.38×
Calls——
Skew——
Implied moveBearish±$3.41
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.6675.3%9.7%
25Δ23.0683.7%9.2%
30Δ27.3185.6%13.2%23.4792.2%8.7%
35Δ26.6884.6%11.1%23.87100.6%8.2%
40Δ26.0583.5%9.1%24.28109.0%7.7%
45Δ25.4282.5%7.0%24.68117.4%7.2%
50Δ24.9080.4%5.4%25.35125.2%6.6%
55Δ24.6276.2%4.8%26.96130.8%5.9%
60Δ24.3372.1%4.2%28.57136.4%5.2%
65Δ24.0567.9%3.6%30.18141.9%4.5%
70Δ23.7663.8%3.0%31.80147.5%3.8%
75Δ23.4859.6%2.4%33.41153.0%3.1%
80Δ23.1955.5%1.8%35.02158.6%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.66
IV
75.3%
B/E move
9.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.06
IV
83.7%
B/E move
9.2%

30Δ

Calls
Pseudo strike
27.31
IV
85.6%
B/E move
13.2%
Puts
Pseudo strike
23.47
IV
92.2%
B/E move
8.7%

35Δ

Calls
Pseudo strike
26.68
IV
84.6%
B/E move
11.1%
Puts
Pseudo strike
23.87
IV
100.6%
B/E move
8.2%

40Δ

Calls
Pseudo strike
26.05
IV
83.5%
B/E move
9.1%
Puts
Pseudo strike
24.28
IV
109.0%
B/E move
7.7%

45Δ

Calls
Pseudo strike
25.42
IV
82.5%
B/E move
7.0%
Puts
Pseudo strike
24.68
IV
117.4%
B/E move
7.2%

50Δ

Calls
Pseudo strike
24.90
IV
80.4%
B/E move
5.4%
Puts
Pseudo strike
25.35
IV
125.2%
B/E move
6.6%

55Δ

Calls
Pseudo strike
24.62
IV
76.2%
B/E move
4.8%
Puts
Pseudo strike
26.96
IV
130.8%
B/E move
5.9%

60Δ

Calls
Pseudo strike
24.33
IV
72.1%
B/E move
4.2%
Puts
Pseudo strike
28.57
IV
136.4%
B/E move
5.2%

65Δ

Calls
Pseudo strike
24.05
IV
67.9%
B/E move
3.6%
Puts
Pseudo strike
30.18
IV
141.9%
B/E move
4.5%

70Δ

Calls
Pseudo strike
23.76
IV
63.8%
B/E move
3.0%
Puts
Pseudo strike
31.80
IV
147.5%
B/E move
3.8%

75Δ

Calls
Pseudo strike
23.48
IV
59.6%
B/E move
2.4%
Puts
Pseudo strike
33.41
IV
153.0%
B/E move
3.1%

80Δ

Calls
Pseudo strike
23.19
IV
55.5%
B/E move
1.8%
Puts
Pseudo strike
35.02
IV
158.6%
B/E move
2.4%

Options history

IV · four-Friday blend74.04%
Daily EOD
VCYT67.0%71.2%75.5%2026-10-19: 74.89%2026-10-20: 74.04%2026-10-21: 70.14%2026-10-22: 74.40%2026-10-23: 69.51%2026-10-26: 67.59%2026-10-27: 70.06%2026-10-28: 70.75%2026-10-29: 69.56%2026-10-30: 74.04%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
74.89%
74.04%
70.14%
74.40%
69.51%
67.59%
70.06%
70.75%
69.56%
74.04%