Share price$320.15
1D-0.6%
Sold putSold call
Veeva Systems Inc. VEEV
i
Market datapartial · fetched 2026-10-22T14:05:41.638Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T14:05:03.972189736Z
FundamentalsAlpha Vantage · unavailable
Veeva Systems Inc. options
PutsExpensive1.24×
CallsCheap0.93×
SkewBearish+1.24 pp
Implied moveBearish±$34.09
TiltBearish10.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 361.79 | 46.4% | 14.4% | 289.74 | 47.0% | 11.1% |
| 25Δ | 354.11 | 46.6% | 12.5% | 296.09 | 47.1% | 9.6% |
| 30Δ | 347.22 | 46.7% | 10.8% | 302.10 | 47.3% | 8.4% |
| 35Δ | 340.99 | 47.0% | 9.4% | 307.65 | 47.8% | 7.4% |
| 40Δ | 335.05 | 46.6% | 8.1% | 313.13 | 47.5% | 6.3% |
| 45Δ | 329.24 | 46.2% | 6.9% | 318.57 | 46.5% | 5.3% |
| 50Δ | 323.93 | 46.2% | 6.0% | 324.13 | 47.1% | 4.6% |
| 55Δ | 318.64 | 46.1% | 5.1% | 329.72 | 48.2% | 3.9% |
| 60Δ | 313.43 | 45.7% | 4.3% | 335.56 | 48.1% | 3.3% |
| 65Δ | 308.08 | 45.6% | 3.6% | 341.56 | 48.1% | 2.6% |
| 70Δ | 302.46 | 46.0% | 3.0% | 348.05 | 48.0% | 2.1% |
| 75Δ | 296.33 | 46.5% | 2.4% | 355.17 | 47.9% | 1.6% |
| 80Δ | 289.78 | 47.0% | 1.9% | 363.51 | 48.1% | 1.1% |
20Δ
- Pseudo strike
- 361.79
- IV
- 46.4%
- B/E move
- 14.4%
- Pseudo strike
- 289.74
- IV
- 47.0%
- B/E move
- 11.1%
25Δ
- Pseudo strike
- 354.11
- IV
- 46.6%
- B/E move
- 12.5%
- Pseudo strike
- 296.09
- IV
- 47.1%
- B/E move
- 9.6%
30Δ
- Pseudo strike
- 347.22
- IV
- 46.7%
- B/E move
- 10.8%
- Pseudo strike
- 302.10
- IV
- 47.3%
- B/E move
- 8.4%
35Δ
- Pseudo strike
- 340.99
- IV
- 47.0%
- B/E move
- 9.4%
- Pseudo strike
- 307.65
- IV
- 47.8%
- B/E move
- 7.4%
40Δ
- Pseudo strike
- 335.05
- IV
- 46.6%
- B/E move
- 8.1%
- Pseudo strike
- 313.13
- IV
- 47.5%
- B/E move
- 6.3%
45Δ
- Pseudo strike
- 329.24
- IV
- 46.2%
- B/E move
- 6.9%
- Pseudo strike
- 318.57
- IV
- 46.5%
- B/E move
- 5.3%
50Δ
- Pseudo strike
- 323.93
- IV
- 46.2%
- B/E move
- 6.0%
- Pseudo strike
- 324.13
- IV
- 47.1%
- B/E move
- 4.6%
55Δ
- Pseudo strike
- 318.64
- IV
- 46.1%
- B/E move
- 5.1%
- Pseudo strike
- 329.72
- IV
- 48.2%
- B/E move
- 3.9%
60Δ
- Pseudo strike
- 313.43
- IV
- 45.7%
- B/E move
- 4.3%
- Pseudo strike
- 335.56
- IV
- 48.1%
- B/E move
- 3.3%
65Δ
- Pseudo strike
- 308.08
- IV
- 45.6%
- B/E move
- 3.6%
- Pseudo strike
- 341.56
- IV
- 48.1%
- B/E move
- 2.6%
70Δ
- Pseudo strike
- 302.46
- IV
- 46.0%
- B/E move
- 3.0%
- Pseudo strike
- 348.05
- IV
- 48.0%
- B/E move
- 2.1%
75Δ
- Pseudo strike
- 296.33
- IV
- 46.5%
- B/E move
- 2.4%
- Pseudo strike
- 355.17
- IV
- 47.9%
- B/E move
- 1.6%
80Δ
- Pseudo strike
- 289.78
- IV
- 47.0%
- B/E move
- 1.9%
- Pseudo strike
- 363.51
- IV
- 48.1%
- B/E move
- 1.1%
Options history
No recorded observations