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Velo3D, Inc. Common Stock VELO

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Market datapartial · fetched 2026-10-23T03:14:50.355Z

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 · 2026-10-22T23:56:31.158249722Z

FundamentalsAlpha Vantage · unavailable

Share price$6.46
1D-2.4%
AH$6.28$6.40$6.53$6.65$6.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVELO
Sold putSold callAH

Velo3D, Inc. Common Stock options

Live interpolated VELO call and put midpoint premiums by absolute delta.Velo3D, Inc. Common Stock$0.14$0.95$1.77$2.58$3.40$3.28$5.59$7.89$10.20$12.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VELO spot · $6.46VELO PRICE$0.22$0.30$0.37$0.44$0.52$0.66$0.79$0.93$1.07$1.21$1.34$1.48$1.62$0.32$0.47$0.61$0.75$0.89$1.04$1.18$1.32$1.47$1.84$2.28$2.72$3.16
PutsFair0.96×
CallsExpensive1.15×
SkewBearish+3.11 pp
Implied moveBearish±$1.97
TiltBearish24.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.34119.5%48.1%5.10126.4%26.1%
25Δ8.87119.2%41.8%5.39125.1%23.8%
30Δ8.39118.8%35.5%5.68123.8%21.5%
35Δ7.91118.5%29.2%5.97122.5%19.2%
40Δ7.46118.2%23.5%6.26121.2%16.9%
45Δ7.17117.9%21.2%6.56120.0%14.6%
50Δ6.89117.7%18.9%6.85118.7%12.3%
55Δ6.60117.5%16.6%7.14117.4%10.0%
60Δ6.32117.2%14.3%7.43116.1%7.7%
65Δ6.03117.0%12.0%7.89117.2%6.3%
70Δ5.74116.8%9.7%8.40119.1%5.2%
75Δ5.46116.5%7.4%8.92121.0%4.0%
80Δ5.17116.3%5.1%9.43122.9%2.9%

20Δ

Calls
Pseudo strike
9.34
IV
119.5%
B/E move
48.1%
Puts
Pseudo strike
5.10
IV
126.4%
B/E move
26.1%

25Δ

Calls
Pseudo strike
8.87
IV
119.2%
B/E move
41.8%
Puts
Pseudo strike
5.39
IV
125.1%
B/E move
23.8%

30Δ

Calls
Pseudo strike
8.39
IV
118.8%
B/E move
35.5%
Puts
Pseudo strike
5.68
IV
123.8%
B/E move
21.5%

35Δ

Calls
Pseudo strike
7.91
IV
118.5%
B/E move
29.2%
Puts
Pseudo strike
5.97
IV
122.5%
B/E move
19.2%

40Δ

Calls
Pseudo strike
7.46
IV
118.2%
B/E move
23.5%
Puts
Pseudo strike
6.26
IV
121.2%
B/E move
16.9%

45Δ

Calls
Pseudo strike
7.17
IV
117.9%
B/E move
21.2%
Puts
Pseudo strike
6.56
IV
120.0%
B/E move
14.6%

50Δ

Calls
Pseudo strike
6.89
IV
117.7%
B/E move
18.9%
Puts
Pseudo strike
6.85
IV
118.7%
B/E move
12.3%

55Δ

Calls
Pseudo strike
6.60
IV
117.5%
B/E move
16.6%
Puts
Pseudo strike
7.14
IV
117.4%
B/E move
10.0%

60Δ

Calls
Pseudo strike
6.32
IV
117.2%
B/E move
14.3%
Puts
Pseudo strike
7.43
IV
116.1%
B/E move
7.7%

65Δ

Calls
Pseudo strike
6.03
IV
117.0%
B/E move
12.0%
Puts
Pseudo strike
7.89
IV
117.2%
B/E move
6.3%

70Δ

Calls
Pseudo strike
5.74
IV
116.8%
B/E move
9.7%
Puts
Pseudo strike
8.40
IV
119.1%
B/E move
5.2%

75Δ

Calls
Pseudo strike
5.46
IV
116.5%
B/E move
7.4%
Puts
Pseudo strike
8.92
IV
121.0%
B/E move
4.0%

80Δ

Calls
Pseudo strike
5.17
IV
116.3%
B/E move
5.1%
Puts
Pseudo strike
9.43
IV
122.9%
B/E move
2.9%

Options history

No recorded observations