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Velo3D, Inc. VELO

TECHNOLOGY · COMPUTER HARDWARE
i

Market dataready · fetched 2026-10-23T04:07:24.332Z

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 · ready · quarter 2026-06-30 · fetched 2026-10-23T04:07:23.960010+00:00

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. options

Live interpolated VELO call and put midpoint premiums by absolute delta.Velo3D, Inc.$0.14$0.95$1.76$2.58$3.39$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$1.46$1.83$2.28$2.72$3.16
PutsFair0.97×
CallsExpensive1.16×
SkewBearish+3.04 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
20Δ9.34120.1%48.1%5.10128.6%26.1%
25Δ8.87120.2%41.8%5.39127.3%23.8%
30Δ8.39120.2%35.5%5.68126.0%21.5%
35Δ7.91120.3%29.2%5.97124.6%19.2%
40Δ7.46120.3%23.5%6.26123.3%16.9%
45Δ7.17120.1%21.2%6.55122.0%14.6%
50Δ6.89119.8%18.9%6.85120.7%12.3%
55Δ6.60119.6%16.6%7.14119.4%10.0%
60Δ6.32119.4%14.3%7.43118.1%7.7%
65Δ6.03119.1%12.0%7.89118.9%6.3%
70Δ5.74118.9%9.7%8.40120.4%5.2%
75Δ5.46118.7%7.4%8.92121.9%4.1%
80Δ5.17118.4%5.1%9.43123.4%2.9%

20Δ

Calls
Pseudo strike
9.34
IV
120.1%
B/E move
48.1%
Puts
Pseudo strike
5.10
IV
128.6%
B/E move
26.1%

25Δ

Calls
Pseudo strike
8.87
IV
120.2%
B/E move
41.8%
Puts
Pseudo strike
5.39
IV
127.3%
B/E move
23.8%

30Δ

Calls
Pseudo strike
8.39
IV
120.2%
B/E move
35.5%
Puts
Pseudo strike
5.68
IV
126.0%
B/E move
21.5%

35Δ

Calls
Pseudo strike
7.91
IV
120.3%
B/E move
29.2%
Puts
Pseudo strike
5.97
IV
124.6%
B/E move
19.2%

40Δ

Calls
Pseudo strike
7.46
IV
120.3%
B/E move
23.5%
Puts
Pseudo strike
6.26
IV
123.3%
B/E move
16.9%

45Δ

Calls
Pseudo strike
7.17
IV
120.1%
B/E move
21.2%
Puts
Pseudo strike
6.55
IV
122.0%
B/E move
14.6%

50Δ

Calls
Pseudo strike
6.89
IV
119.8%
B/E move
18.9%
Puts
Pseudo strike
6.85
IV
120.7%
B/E move
12.3%

55Δ

Calls
Pseudo strike
6.60
IV
119.6%
B/E move
16.6%
Puts
Pseudo strike
7.14
IV
119.4%
B/E move
10.0%

60Δ

Calls
Pseudo strike
6.32
IV
119.4%
B/E move
14.3%
Puts
Pseudo strike
7.43
IV
118.1%
B/E move
7.7%

65Δ

Calls
Pseudo strike
6.03
IV
119.1%
B/E move
12.0%
Puts
Pseudo strike
7.89
IV
118.9%
B/E move
6.3%

70Δ

Calls
Pseudo strike
5.74
IV
118.9%
B/E move
9.7%
Puts
Pseudo strike
8.40
IV
120.4%
B/E move
5.2%

75Δ

Calls
Pseudo strike
5.46
IV
118.7%
B/E move
7.4%
Puts
Pseudo strike
8.92
IV
121.9%
B/E move
4.1%

80Δ

Calls
Pseudo strike
5.17
IV
118.4%
B/E move
5.1%
Puts
Pseudo strike
9.43
IV
123.4%
B/E move
2.9%

Options history

No recorded observations