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Veeva Systems Inc. VEEV

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Market datapartial · fetched 2026-10-22T14:58:41.737Z

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 · 2026-10-22T14:58:26.440428383Z

FundamentalsAlpha Vantage · unavailable

Share price$321.88
1D-0.1%
$318$320$322$324$3265:30 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.$2.98$14.85$26.71$38.58$50.45$249.91$282.36$314.81$347.26$379.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VEEV spot · $321.88VEEV PRICE$4.26$5.73$7.31$9.02$10.92$12.92$15.34$17.84$20.72$23.68$27.59$31.95$37.24$5.27$7.11$9.20$11.49$13.65$15.87$19.33$22.78$26.23$30.14$34.44$40.14$47.03
PutsExpensive1.26×
CallsCheap0.92×
SkewBearish+2.72 pp
Implied moveBearish±$34.67
TiltBearish11.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ361.8144.5%13.7%290.4248.6%11.4%
25Δ354.5344.7%11.9%297.0048.6%9.9%
30Δ347.9945.0%10.4%303.1649.0%8.7%
35Δ341.9045.0%9.0%308.9649.5%7.6%
40Δ336.2445.1%7.9%314.6748.5%6.5%
45Δ330.7845.1%6.8%320.3647.4%5.4%
50Δ325.5445.5%5.9%326.0248.4%4.7%
55Δ320.3445.9%5.1%331.7149.0%4.0%
60Δ315.0545.9%4.3%337.4648.5%3.3%
65Δ309.7346.0%3.6%343.4748.1%2.7%
70Δ303.9046.5%3.0%349.6947.8%2.1%
75Δ297.6947.1%2.4%357.0447.8%1.5%
80Δ290.7448.0%1.9%365.4548.1%1.1%

20Δ

Calls
Pseudo strike
361.81
IV
44.5%
B/E move
13.7%
Puts
Pseudo strike
290.42
IV
48.6%
B/E move
11.4%

25Δ

Calls
Pseudo strike
354.53
IV
44.7%
B/E move
11.9%
Puts
Pseudo strike
297.00
IV
48.6%
B/E move
9.9%

30Δ

Calls
Pseudo strike
347.99
IV
45.0%
B/E move
10.4%
Puts
Pseudo strike
303.16
IV
49.0%
B/E move
8.7%

35Δ

Calls
Pseudo strike
341.90
IV
45.0%
B/E move
9.0%
Puts
Pseudo strike
308.96
IV
49.5%
B/E move
7.6%

40Δ

Calls
Pseudo strike
336.24
IV
45.1%
B/E move
7.9%
Puts
Pseudo strike
314.67
IV
48.5%
B/E move
6.5%

45Δ

Calls
Pseudo strike
330.78
IV
45.1%
B/E move
6.8%
Puts
Pseudo strike
320.36
IV
47.4%
B/E move
5.4%

50Δ

Calls
Pseudo strike
325.54
IV
45.5%
B/E move
5.9%
Puts
Pseudo strike
326.02
IV
48.4%
B/E move
4.7%

55Δ

Calls
Pseudo strike
320.34
IV
45.9%
B/E move
5.1%
Puts
Pseudo strike
331.71
IV
49.0%
B/E move
4.0%

60Δ

Calls
Pseudo strike
315.05
IV
45.9%
B/E move
4.3%
Puts
Pseudo strike
337.46
IV
48.5%
B/E move
3.3%

65Δ

Calls
Pseudo strike
309.73
IV
46.0%
B/E move
3.6%
Puts
Pseudo strike
343.47
IV
48.1%
B/E move
2.7%

70Δ

Calls
Pseudo strike
303.90
IV
46.5%
B/E move
3.0%
Puts
Pseudo strike
349.69
IV
47.8%
B/E move
2.1%

75Δ

Calls
Pseudo strike
297.69
IV
47.1%
B/E move
2.4%
Puts
Pseudo strike
357.04
IV
47.8%
B/E move
1.5%

80Δ

Calls
Pseudo strike
290.74
IV
48.0%
B/E move
1.9%
Puts
Pseudo strike
365.45
IV
48.1%
B/E move
1.1%

Options history

No recorded observations