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Velo3D, Inc. Common Stock VELO

TECHNOLOGY · COMPUTER HARDWARE
i

Market dataready · fetched 2026-11-12T15:29:13.307Z

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 · 2026-11-12T15:29:07.784128037Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T15:29:12.576796+00:00

Share price$4.46
1D-7.3%
$4.42$4.53$4.64$4.74$4.855:30 AM6:30 AM9:00 AM1:00 PMVELO
Sold putSold call

Velo3D, Inc. Common Stock options

Live interpolated VELO call and put midpoint premiums by absolute delta.Velo3D, Inc. Common Stock$0.08$0.49$0.89$1.29$1.69$2.55$3.64$4.73$5.81$6.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VELO spot · $4.46VELO PRICE$0.13$0.16$0.22$0.31$0.40$0.49$0.58$0.66$0.75$0.90$1.23$1.57$0.13$0.18$0.23$0.27$0.32$0.37$0.42$0.47$0.52$0.57$0.62
Puts——
Calls——
Skew——
Implied moveBullish±$0.86
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ5.30133.3%21.7%4.05106.9%12.0%
30Δ5.10135.2%18.0%4.14106.3%11.0%
35Δ4.93142.3%15.5%4.24105.6%10.0%
40Δ4.80154.7%14.4%4.33104.9%9.0%
45Δ4.66167.2%13.4%4.43104.2%8.0%
50Δ4.52179.6%12.3%4.52103.6%7.0%
55Δ4.38192.1%11.2%4.61102.9%6.0%
60Δ4.25204.5%10.1%4.71102.2%5.0%
65Δ4.11217.0%9.0%4.80101.6%4.0%
70Δ3.92237.5%8.0%4.90100.9%3.0%
75Δ3.54289.0%7.2%4.99100.2%2.0%
80Δ3.17340.5%6.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
5.30
IV
133.3%
B/E move
21.7%
Puts
Pseudo strike
4.05
IV
106.9%
B/E move
12.0%

30Δ

Calls
Pseudo strike
5.10
IV
135.2%
B/E move
18.0%
Puts
Pseudo strike
4.14
IV
106.3%
B/E move
11.0%

35Δ

Calls
Pseudo strike
4.93
IV
142.3%
B/E move
15.5%
Puts
Pseudo strike
4.24
IV
105.6%
B/E move
10.0%

40Δ

Calls
Pseudo strike
4.80
IV
154.7%
B/E move
14.4%
Puts
Pseudo strike
4.33
IV
104.9%
B/E move
9.0%

45Δ

Calls
Pseudo strike
4.66
IV
167.2%
B/E move
13.4%
Puts
Pseudo strike
4.43
IV
104.2%
B/E move
8.0%

50Δ

Calls
Pseudo strike
4.52
IV
179.6%
B/E move
12.3%
Puts
Pseudo strike
4.52
IV
103.6%
B/E move
7.0%

55Δ

Calls
Pseudo strike
4.38
IV
192.1%
B/E move
11.2%
Puts
Pseudo strike
4.61
IV
102.9%
B/E move
6.0%

60Δ

Calls
Pseudo strike
4.25
IV
204.5%
B/E move
10.1%
Puts
Pseudo strike
4.71
IV
102.2%
B/E move
5.0%

65Δ

Calls
Pseudo strike
4.11
IV
217.0%
B/E move
9.0%
Puts
Pseudo strike
4.80
IV
101.6%
B/E move
4.0%

70Δ

Calls
Pseudo strike
3.92
IV
237.5%
B/E move
8.0%
Puts
Pseudo strike
4.90
IV
100.9%
B/E move
3.0%

75Δ

Calls
Pseudo strike
3.54
IV
289.0%
B/E move
7.2%
Puts
Pseudo strike
4.99
IV
100.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
3.17
IV
340.5%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend107.26%
Daily EOD
VELO102.0%106.2%110.5%2026-10-19: 104.32%2026-10-20: 102.85%2026-10-21: 102.59%2026-10-22: 107.74%2026-10-23: 105.04%2026-10-26: 104.64%2026-10-27: 108.12%2026-10-28: 109.87%2026-10-30: 107.26%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
104.32%
102.85%
102.59%
107.74%
105.04%
104.64%
108.12%
109.87%
107.26%