IntraAlpha
Create free account Start free

Veeco Instruments Inc. Common Stock VECO

i

Market dataready · fetched 2026-11-14T01:47:20.517Z

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 · 2026-11-13T21:00:01.692240421Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-14T01:47:20.045199+00:00

Share price$39.06
1D-2.3%
AH$37.87$38.44$39.00$39.56$40.135:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVECO
Sold putSold callAH

Veeco Instruments Inc. Common Stock options

Live interpolated VECO call and put midpoint premiums by absolute delta.Veeco Instruments Inc. Common Stock$0.64$1.64$2.64$3.64$4.64$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEVECO PRICE$1.31$1.75$2.07$2.20$2.71$2.99$3.29$3.76$3.95$0.75$0.85$1.10$1.28$1.43$1.61$1.81$2.04$2.43$2.89$3.07$3.26$4.35
PutsExpensive1.07×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.60116.8%13.3%
25Δ36.0099.7%10.0%
30Δ36.72100.3%8.8%
35Δ41.96112.4%10.8%37.4795.3%7.4%
40Δ41.37123.5%10.4%38.1887.5%5.9%
45Δ40.57124.8%9.2%38.7782.0%4.9%
50Δ39.3178.2%4.0%
55Δ38.7694.5%4.9%39.8275.6%3.3%
60Δ38.08102.0%4.4%40.4076.7%2.8%
65Δ37.4697.7%3.6%41.0279.3%2.4%
70Δ36.8393.2%2.7%41.4273.5%1.8%
75Δ36.1393.1%2.1%41.8167.8%1.3%
80Δ35.7384.4%1.6%43.0076.9%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.60
IV
116.8%
B/E move
13.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.00
IV
99.7%
B/E move
10.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.72
IV
100.3%
B/E move
8.8%

35Δ

Calls
Pseudo strike
41.96
IV
112.4%
B/E move
10.8%
Puts
Pseudo strike
37.47
IV
95.3%
B/E move
7.4%

40Δ

Calls
Pseudo strike
41.37
IV
123.5%
B/E move
10.4%
Puts
Pseudo strike
38.18
IV
87.5%
B/E move
5.9%

45Δ

Calls
Pseudo strike
40.57
IV
124.8%
B/E move
9.2%
Puts
Pseudo strike
38.77
IV
82.0%
B/E move
4.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.31
IV
78.2%
B/E move
4.0%

55Δ

Calls
Pseudo strike
38.76
IV
94.5%
B/E move
4.9%
Puts
Pseudo strike
39.82
IV
75.6%
B/E move
3.3%

60Δ

Calls
Pseudo strike
38.08
IV
102.0%
B/E move
4.4%
Puts
Pseudo strike
40.40
IV
76.7%
B/E move
2.8%

65Δ

Calls
Pseudo strike
37.46
IV
97.7%
B/E move
3.6%
Puts
Pseudo strike
41.02
IV
79.3%
B/E move
2.4%

70Δ

Calls
Pseudo strike
36.83
IV
93.2%
B/E move
2.7%
Puts
Pseudo strike
41.42
IV
73.5%
B/E move
1.8%

75Δ

Calls
Pseudo strike
36.13
IV
93.1%
B/E move
2.1%
Puts
Pseudo strike
41.81
IV
67.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
35.73
IV
84.4%
B/E move
1.6%
Puts
Pseudo strike
43.00
IV
76.9%
B/E move
1.0%

Options history

IV · four-Friday blend80.26%
Daily EOD
VECO70.5%76.1%81.7%2026-10-19: 71.28%2026-10-20: 73.32%2026-10-21: 72.55%2026-10-22: 80.91%2026-10-23: 73.49%2026-10-26: 75.77%2026-10-27: 74.99%2026-10-28: 74.92%2026-10-29: 72.91%2026-10-30: 80.26%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
71.28%
73.32%
72.55%
80.91%
73.49%
75.77%
74.99%
74.92%
72.91%
80.26%