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Veeva Systems Inc. VEEV

i

Market dataready · fetched 2026-11-11T15:56:42.207Z

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 · 2026-11-11T15:56:32.119066122Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-11T15:56:41.825790+00:00

Share price$307.35
1D-0.1%
$306$307$309$310$3115:30 AM6:30 AM9:00 AM1:00 PMVEEV
Sold putSold call

Veeva Systems Inc. options

Live interpolated VEEV call and put midpoint premiums by absolute delta.Veeva Systems Inc.$1.88$7.00$12.11$17.23$22.34$273.22$290.06$306.90$323.74$340.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VEEV spot · $307.35VEEV PRICE$2.44$3.05$3.73$4.58$5.43$6.28$7.62$9.13$10.65$12.17$14.64$17.32$20.01$2.58$3.29$4.00$4.82$5.90$6.98$8.05$9.34$11.23$13.12$15.00$17.70$20.86
PutsCheap0.73×
CallsCheap0.78×
SkewBullish-1.24 pp
Implied moveBearish±$15.67
TiltBearish2.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ328.5046.9%7.7%290.1546.2%6.4%
25Δ323.5744.1%6.3%293.8044.1%5.5%
30Δ319.2241.8%5.1%297.4542.1%4.5%
35Δ316.4041.1%4.4%300.7440.5%3.7%
40Δ313.5740.4%3.8%303.2240.2%3.3%
45Δ310.7539.6%3.1%305.7039.9%2.8%
50Δ308.1240.0%2.7%308.1739.6%2.4%
55Δ305.5740.8%2.4%310.7239.5%1.9%
60Δ303.0241.5%2.1%313.4740.0%1.7%
65Δ300.4742.3%1.7%316.2340.4%1.4%
70Δ297.1643.5%1.4%318.9840.9%1.1%
75Δ293.6844.8%1.2%322.4341.3%0.8%
80Δ290.1946.1%0.9%326.3041.7%0.6%

20Δ

Calls
Pseudo strike
328.50
IV
46.9%
B/E move
7.7%
Puts
Pseudo strike
290.15
IV
46.2%
B/E move
6.4%

25Δ

Calls
Pseudo strike
323.57
IV
44.1%
B/E move
6.3%
Puts
Pseudo strike
293.80
IV
44.1%
B/E move
5.5%

30Δ

Calls
Pseudo strike
319.22
IV
41.8%
B/E move
5.1%
Puts
Pseudo strike
297.45
IV
42.1%
B/E move
4.5%

35Δ

Calls
Pseudo strike
316.40
IV
41.1%
B/E move
4.4%
Puts
Pseudo strike
300.74
IV
40.5%
B/E move
3.7%

40Δ

Calls
Pseudo strike
313.57
IV
40.4%
B/E move
3.8%
Puts
Pseudo strike
303.22
IV
40.2%
B/E move
3.3%

45Δ

Calls
Pseudo strike
310.75
IV
39.6%
B/E move
3.1%
Puts
Pseudo strike
305.70
IV
39.9%
B/E move
2.8%

50Δ

Calls
Pseudo strike
308.12
IV
40.0%
B/E move
2.7%
Puts
Pseudo strike
308.17
IV
39.6%
B/E move
2.4%

55Δ

Calls
Pseudo strike
305.57
IV
40.8%
B/E move
2.4%
Puts
Pseudo strike
310.72
IV
39.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
303.02
IV
41.5%
B/E move
2.1%
Puts
Pseudo strike
313.47
IV
40.0%
B/E move
1.7%

65Δ

Calls
Pseudo strike
300.47
IV
42.3%
B/E move
1.7%
Puts
Pseudo strike
316.23
IV
40.4%
B/E move
1.4%

70Δ

Calls
Pseudo strike
297.16
IV
43.5%
B/E move
1.4%
Puts
Pseudo strike
318.98
IV
40.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
293.68
IV
44.8%
B/E move
1.2%
Puts
Pseudo strike
322.43
IV
41.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
290.19
IV
46.1%
B/E move
0.9%
Puts
Pseudo strike
326.30
IV
41.7%
B/E move
0.6%

Options history

IV · four-Friday blend48.14%
Daily close
VEEV39.4%46.2%53.1%2026-08-13: 46.17%2026-08-14: 45.87%2026-08-17: 49.30%2026-08-18: 48.22%2026-08-19: 49.68%2026-08-20: 51.93%2026-08-21: 49.43%2026-08-24: 50.48%2026-08-25: 49.99%2026-08-26: 52.12%2026-08-27: 42.75%2026-08-28: 40.33%2026-08-31: 41.42%2026-09-01: 41.69%2026-09-02: 41.05%2026-09-03: 40.73%2026-09-04: 40.81%2026-09-08: 43.20%2026-09-09: 42.84%2026-09-10: 43.08%2026-09-11: 41.94%2026-09-14: 44.31%2026-09-15: 44.76%2026-09-16: 45.09%2026-09-18: 41.49%2026-09-21: 41.84%2026-09-22: 41.88%2026-09-23: 42.75%2026-09-24: 42.25%2026-09-25: 41.77%2026-09-28: 42.75%2026-09-29: 42.34%2026-09-30: 42.21%2026-10-01: 41.80%2026-10-02: 41.46%2026-10-05: 42.58%2026-10-06: 41.98%2026-10-07: 42.79%2026-10-08: 42.44%2026-10-09: 41.59%2026-10-12: 42.83%2026-10-13: 43.54%2026-10-14: 45.42%2026-10-15: 48.10%2026-10-16: 46.88%2026-10-19: 45.41%2026-10-20: 46.48%2026-10-21: 46.29%2026-10-22: 46.52%2026-10-23: 46.28%2026-10-26: 47.00%2026-10-27: 47.08%2026-10-28: 47.37%2026-10-29: 47.09%2026-10-30: 48.14%Aug 13Sep 23Oct 30
55 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
46.17%
45.87%
49.30%
48.22%
49.68%
51.93%
49.43%
50.48%
49.99%
52.12%
42.75%
40.33%
41.42%
41.69%
41.05%
40.73%
40.81%
43.20%
42.84%
43.08%
41.94%
44.31%
44.76%
45.09%
41.49%
41.84%
41.88%
42.75%
42.25%
41.77%
42.75%
42.34%
42.21%
41.80%
41.46%
42.58%
41.98%
42.79%
42.44%
41.59%
42.83%
43.54%
45.42%
48.10%
46.88%
45.41%
46.48%
46.29%
46.52%
46.28%
47.00%
47.08%
47.37%
47.09%
48.14%