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Veracyte Inc VCYT

HEALTHCARE · DIAGNOSTICS & RESEARCH
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Market dataready · fetched 2026-10-23T03:17:29.921Z

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 · 2026-10-22T20:00:07.323632053Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:17:29.245705+00:00

Share price$46.04
1D+0.2%
AH$45.28$45.60$45.92$46.24$46.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVCYT
Sold putSold callAH

Veracyte Inc options

Live interpolated VCYT call and put midpoint premiums by absolute delta.Veracyte Inc$1.54$5.11$8.68$12.24$15.81$29.82$37.49$45.16$52.84$60.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VCYT spot · $46.04VCYT PRICE$1.93$2.12$2.33$2.55$3.20$3.86$4.52$5.22$6.12$7.02$7.91$9.07$2.18$2.47$3.23$4.14$5.06$5.63$6.16$6.69$7.68$9.14$10.60$12.65$14.78
PutsExpensive1.66×
CallsExpensive1.49×
SkewBearish+13.58 pp
Implied moveBearish±$10.02
TiltBearish23.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ35.36135.5%27.9%
25Δ60.99117.4%36.7%39.04111.3%20.6%
30Δ55.7099.5%25.6%41.30106.9%17.3%
35Δ52.7088.2%19.5%43.06109.5%15.5%
40Δ50.0177.8%14.2%44.82112.1%13.6%
45Δ48.6980.1%12.7%46.33106.3%11.6%
50Δ47.3882.6%11.3%47.8099.6%9.6%
55Δ46.0685.0%9.9%49.2792.9%7.5%
60Δ44.7187.1%8.5%50.9790.1%6.0%
65Δ43.2287.7%7.2%52.8891.3%5.0%
70Δ41.7288.3%5.9%54.8092.4%4.0%
75Δ40.2388.9%4.6%57.2793.2%3.1%
80Δ38.5986.8%3.5%59.8093.9%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.36
IV
135.5%
B/E move
27.9%

25Δ

Calls
Pseudo strike
60.99
IV
117.4%
B/E move
36.7%
Puts
Pseudo strike
39.04
IV
111.3%
B/E move
20.6%

30Δ

Calls
Pseudo strike
55.70
IV
99.5%
B/E move
25.6%
Puts
Pseudo strike
41.30
IV
106.9%
B/E move
17.3%

35Δ

Calls
Pseudo strike
52.70
IV
88.2%
B/E move
19.5%
Puts
Pseudo strike
43.06
IV
109.5%
B/E move
15.5%

40Δ

Calls
Pseudo strike
50.01
IV
77.8%
B/E move
14.2%
Puts
Pseudo strike
44.82
IV
112.1%
B/E move
13.6%

45Δ

Calls
Pseudo strike
48.69
IV
80.1%
B/E move
12.7%
Puts
Pseudo strike
46.33
IV
106.3%
B/E move
11.6%

50Δ

Calls
Pseudo strike
47.38
IV
82.6%
B/E move
11.3%
Puts
Pseudo strike
47.80
IV
99.6%
B/E move
9.6%

55Δ

Calls
Pseudo strike
46.06
IV
85.0%
B/E move
9.9%
Puts
Pseudo strike
49.27
IV
92.9%
B/E move
7.5%

60Δ

Calls
Pseudo strike
44.71
IV
87.1%
B/E move
8.5%
Puts
Pseudo strike
50.97
IV
90.1%
B/E move
6.0%

65Δ

Calls
Pseudo strike
43.22
IV
87.7%
B/E move
7.2%
Puts
Pseudo strike
52.88
IV
91.3%
B/E move
5.0%

70Δ

Calls
Pseudo strike
41.72
IV
88.3%
B/E move
5.9%
Puts
Pseudo strike
54.80
IV
92.4%
B/E move
4.0%

75Δ

Calls
Pseudo strike
40.23
IV
88.9%
B/E move
4.6%
Puts
Pseudo strike
57.27
IV
93.2%
B/E move
3.1%

80Δ

Calls
Pseudo strike
38.59
IV
86.8%
B/E move
3.5%
Puts
Pseudo strike
59.80
IV
93.9%
B/E move
2.2%

Options history

No recorded observations