IntraAlpha
Create free account Start free

Veeco Instruments Inc VECO

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
i

Market dataready · fetched 2026-10-23T01:38:05.320Z

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 · 2026-10-22T22:35:54.806738595Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T01:38:04.722128+00:00

Share price$41.41
1D-6.5%
AH$40$41$43$44$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$0.89$4.66$8.44$12.21$15.98$27.02$35.96$44.90$53.84$62.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VECO spot · $41.41VECO PRICE$1.30$1.35$1.83$2.36$2.73$3.11$3.67$4.20$4.83$5.33$6.14$6.82$7.89$1.66$1.90$2.24$2.75$3.45$4.21$4.94$5.90$6.93$8.28$10.02$12.31$14.89
PutsFair1.01×
CallsExpensive1.08×
SkewBearish+1.28 pp
Implied moveBearish±$8.61
TiltBearish21.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.07121.7%48.2%33.61109.7%22.8%
25Δ50.9788.2%26.3%35.9795.0%17.7%
30Δ49.2993.0%23.4%37.6087.9%14.6%
35Δ48.1199.2%21.9%38.9586.9%12.6%
40Δ46.0794.9%17.9%40.2389.0%11.2%
45Δ44.3591.0%14.6%41.5690.3%9.8%
50Δ42.9691.8%12.6%42.8989.7%8.4%
55Δ41.5790.6%10.5%44.3390.9%7.2%
60Δ40.2290.5%8.8%45.8491.4%6.0%
65Δ38.9586.8%6.9%47.6093.4%5.0%
70Δ37.6387.5%5.7%49.7196.4%4.1%
75Δ36.3884.8%4.3%52.3699.1%3.3%
80Δ34.8985.8%3.3%55.30102.7%2.4%

20Δ

Calls
Pseudo strike
60.07
IV
121.7%
B/E move
48.2%
Puts
Pseudo strike
33.61
IV
109.7%
B/E move
22.8%

25Δ

Calls
Pseudo strike
50.97
IV
88.2%
B/E move
26.3%
Puts
Pseudo strike
35.97
IV
95.0%
B/E move
17.7%

30Δ

Calls
Pseudo strike
49.29
IV
93.0%
B/E move
23.4%
Puts
Pseudo strike
37.60
IV
87.9%
B/E move
14.6%

35Δ

Calls
Pseudo strike
48.11
IV
99.2%
B/E move
21.9%
Puts
Pseudo strike
38.95
IV
86.9%
B/E move
12.6%

40Δ

Calls
Pseudo strike
46.07
IV
94.9%
B/E move
17.9%
Puts
Pseudo strike
40.23
IV
89.0%
B/E move
11.2%

45Δ

Calls
Pseudo strike
44.35
IV
91.0%
B/E move
14.6%
Puts
Pseudo strike
41.56
IV
90.3%
B/E move
9.8%

50Δ

Calls
Pseudo strike
42.96
IV
91.8%
B/E move
12.6%
Puts
Pseudo strike
42.89
IV
89.7%
B/E move
8.4%

55Δ

Calls
Pseudo strike
41.57
IV
90.6%
B/E move
10.5%
Puts
Pseudo strike
44.33
IV
90.9%
B/E move
7.2%

60Δ

Calls
Pseudo strike
40.22
IV
90.5%
B/E move
8.8%
Puts
Pseudo strike
45.84
IV
91.4%
B/E move
6.0%

65Δ

Calls
Pseudo strike
38.95
IV
86.8%
B/E move
6.9%
Puts
Pseudo strike
47.60
IV
93.4%
B/E move
5.0%

70Δ

Calls
Pseudo strike
37.63
IV
87.5%
B/E move
5.7%
Puts
Pseudo strike
49.71
IV
96.4%
B/E move
4.1%

75Δ

Calls
Pseudo strike
36.38
IV
84.8%
B/E move
4.3%
Puts
Pseudo strike
52.36
IV
99.1%
B/E move
3.3%

80Δ

Calls
Pseudo strike
34.89
IV
85.8%
B/E move
3.3%
Puts
Pseudo strike
55.30
IV
102.7%
B/E move
2.4%

Options history

No recorded observations