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Veeco Instruments Inc VECO

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
i

Market dataready · fetched 2026-10-24T19:18:40.548Z

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 · 2026-10-23T20:00:00.082968525Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T19:18:40.870101+00:00

Share price$42.06
1D+1.9%
AH$40.71$41.40$42.08$42.76$43.455:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVECO
Sold putSold callAH

Veeco Instruments Inc options

Live interpolated VECO call and put midpoint premiums by absolute delta.Veeco Instruments Inc$0.80$3.28$5.76$8.24$10.73$27.99$36.66$45.33$54.00$62.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VECO spot · $42.06VECO PRICE$1.07$1.32$1.70$2.05$2.64$3.33$3.52$4.13$4.76$5.48$6.22$7.06$8.29$1.40$1.62$1.96$2.34$2.85$3.51$4.09$5.18$5.81$6.85$7.44$8.41$10.01
PutsCheap0.86×
CallsExpensive1.06×
SkewBullish-10.60 pp
Implied moveBearish±$7.61
TiltBearish8.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.1893.9%31.4%35.0396.2%20.1%
25Δ51.0286.8%24.4%37.1184.1%15.6%
30Δ49.2087.9%21.0%38.5379.8%13.0%
35Δ47.4385.8%17.6%39.7776.9%11.0%
40Δ46.3792.4%16.5%40.8976.9%9.5%
45Δ45.2899.9%15.6%42.0279.0%8.4%
50Δ43.4288.8%11.6%43.1477.9%7.1%
55Δ42.1590.4%10.0%44.5483.1%6.4%
60Δ40.8590.6%8.4%45.6680.8%5.3%
65Δ39.5491.2%7.0%47.0981.5%4.3%
70Δ38.2190.6%5.6%48.1377.0%3.3%
75Δ36.8589.9%4.4%49.4575.2%2.4%
80Δ35.2292.6%3.4%51.3374.7%1.8%

20Δ

Calls
Pseudo strike
54.18
IV
93.9%
B/E move
31.4%
Puts
Pseudo strike
35.03
IV
96.2%
B/E move
20.1%

25Δ

Calls
Pseudo strike
51.02
IV
86.8%
B/E move
24.4%
Puts
Pseudo strike
37.11
IV
84.1%
B/E move
15.6%

30Δ

Calls
Pseudo strike
49.20
IV
87.9%
B/E move
21.0%
Puts
Pseudo strike
38.53
IV
79.8%
B/E move
13.0%

35Δ

Calls
Pseudo strike
47.43
IV
85.8%
B/E move
17.6%
Puts
Pseudo strike
39.77
IV
76.9%
B/E move
11.0%

40Δ

Calls
Pseudo strike
46.37
IV
92.4%
B/E move
16.5%
Puts
Pseudo strike
40.89
IV
76.9%
B/E move
9.5%

45Δ

Calls
Pseudo strike
45.28
IV
99.9%
B/E move
15.6%
Puts
Pseudo strike
42.02
IV
79.0%
B/E move
8.4%

50Δ

Calls
Pseudo strike
43.42
IV
88.8%
B/E move
11.6%
Puts
Pseudo strike
43.14
IV
77.9%
B/E move
7.1%

55Δ

Calls
Pseudo strike
42.15
IV
90.4%
B/E move
10.0%
Puts
Pseudo strike
44.54
IV
83.1%
B/E move
6.4%

60Δ

Calls
Pseudo strike
40.85
IV
90.6%
B/E move
8.4%
Puts
Pseudo strike
45.66
IV
80.8%
B/E move
5.3%

65Δ

Calls
Pseudo strike
39.54
IV
91.2%
B/E move
7.0%
Puts
Pseudo strike
47.09
IV
81.5%
B/E move
4.3%

70Δ

Calls
Pseudo strike
38.21
IV
90.6%
B/E move
5.6%
Puts
Pseudo strike
48.13
IV
77.0%
B/E move
3.3%

75Δ

Calls
Pseudo strike
36.85
IV
89.9%
B/E move
4.4%
Puts
Pseudo strike
49.45
IV
75.2%
B/E move
2.4%

80Δ

Calls
Pseudo strike
35.22
IV
92.6%
B/E move
3.4%
Puts
Pseudo strike
51.33
IV
74.7%
B/E move
1.8%

Options history

No recorded observations