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Vera Therapeutics, Inc. Class A Common Stock VERA

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Market datapartial · fetched 2026-10-23T04:45:25.201Z

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 · 2026-10-22T23:22:33.858224814Z

FundamentalsAlpha Vantage · unavailable

Share price$30.20
1D-6.5%
AH$28.53$29.36$30.20$31.04$31.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVERA
Sold putSold callAH

Vera Therapeutics, Inc. Class A Common Stock options

Live interpolated VERA call and put midpoint premiums by absolute delta.Vera Therapeutics, Inc. Class A Common Stock$0.46$4.98$9.51$14.03$18.55$21.15$25.32$29.49$33.66$37.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VERA spot · $30.20VERA PRICE$1.16$0.97$1.03$1.23$1.43$1.63$1.83$2.03$2.49$2.98$3.48$3.97$4.47$0.95$1.38$1.81$2.23$2.66$3.08$3.49$3.90$4.31$4.72$5.13$6.05$17.25
PutsExpensive1.27×
CallsFair1.01×
SkewBearish+16.88 pp
Implied moveBearish±$5.32
TiltBearish33.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.72158.9%71.8%25.7081.0%18.0%
25Δ39.1895.5%32.9%26.6283.6%16.4%
30Δ34.4570.9%17.5%27.5486.3%14.8%
35Δ33.5868.2%15.2%28.4688.9%13.2%
40Δ32.7165.6%13.0%29.3891.6%11.5%
45Δ31.8462.9%10.8%30.2692.1%10.0%
50Δ30.9760.3%8.6%31.0688.2%8.7%
55Δ30.1057.6%6.4%31.8784.3%7.4%
60Δ29.3757.2%5.5%32.6780.4%6.1%
65Δ28.6557.0%4.7%33.4776.5%4.8%
70Δ27.9356.9%4.0%34.2772.6%3.5%
75Δ27.2256.8%3.3%35.5473.0%2.4%
80Δ26.5056.6%2.5%46.47145.2%3.2%

20Δ

Calls
Pseudo strike
50.72
IV
158.9%
B/E move
71.8%
Puts
Pseudo strike
25.70
IV
81.0%
B/E move
18.0%

25Δ

Calls
Pseudo strike
39.18
IV
95.5%
B/E move
32.9%
Puts
Pseudo strike
26.62
IV
83.6%
B/E move
16.4%

30Δ

Calls
Pseudo strike
34.45
IV
70.9%
B/E move
17.5%
Puts
Pseudo strike
27.54
IV
86.3%
B/E move
14.8%

35Δ

Calls
Pseudo strike
33.58
IV
68.2%
B/E move
15.2%
Puts
Pseudo strike
28.46
IV
88.9%
B/E move
13.2%

40Δ

Calls
Pseudo strike
32.71
IV
65.6%
B/E move
13.0%
Puts
Pseudo strike
29.38
IV
91.6%
B/E move
11.5%

45Δ

Calls
Pseudo strike
31.84
IV
62.9%
B/E move
10.8%
Puts
Pseudo strike
30.26
IV
92.1%
B/E move
10.0%

50Δ

Calls
Pseudo strike
30.97
IV
60.3%
B/E move
8.6%
Puts
Pseudo strike
31.06
IV
88.2%
B/E move
8.7%

55Δ

Calls
Pseudo strike
30.10
IV
57.6%
B/E move
6.4%
Puts
Pseudo strike
31.87
IV
84.3%
B/E move
7.4%

60Δ

Calls
Pseudo strike
29.37
IV
57.2%
B/E move
5.5%
Puts
Pseudo strike
32.67
IV
80.4%
B/E move
6.1%

65Δ

Calls
Pseudo strike
28.65
IV
57.0%
B/E move
4.7%
Puts
Pseudo strike
33.47
IV
76.5%
B/E move
4.8%

70Δ

Calls
Pseudo strike
27.93
IV
56.9%
B/E move
4.0%
Puts
Pseudo strike
34.27
IV
72.6%
B/E move
3.5%

75Δ

Calls
Pseudo strike
27.22
IV
56.8%
B/E move
3.3%
Puts
Pseudo strike
35.54
IV
73.0%
B/E move
2.4%

80Δ

Calls
Pseudo strike
26.50
IV
56.6%
B/E move
2.5%
Puts
Pseudo strike
46.47
IV
145.2%
B/E move
3.2%

Options history

No recorded observations