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Veritone, Inc. Common Stock VERI

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-13T18:10:20.054Z

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 · 2026-11-13T18:09:34.5884556Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T18:10:18.915027+00:00

Share price$0.46
1D-6.1%
$0.44$0.45$0.47$0.48$0.495:30 AM6:30 AM9:00 AM1:00 PMVERI
Sold putSold call

Veritone, Inc. Common Stock options

Live interpolated VERI call and put midpoint premiums by absolute delta.Veritone, Inc. Common Stock$0.03$0.18$0.32$0.46$0.60$0.32$0.39$0.46$0.53$0.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive VERI spot · $0.46VERI PRICE$0.05$0.06$0.06$0.07$0.11$0.20$0.29$0.38$0.47$0.56
Puts——
Calls——
Skew——
Implied moveBearish±$0.18
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ0.77418.0%78.0%
40Δ0.70401.1%63.4%
45Δ0.62384.1%48.8%
50Δ0.55367.1%34.2%0.51301.3%13.0%
55Δ0.60344.4%11.9%
60Δ0.70387.5%10.9%
65Δ0.79430.6%9.9%
70Δ0.89473.7%8.8%
75Δ0.99516.8%7.8%
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

Calls
Pseudo strike
0.77
IV
418.0%
B/E move
78.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
0.70
IV
401.1%
B/E move
63.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
0.62
IV
384.1%
B/E move
48.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
0.55
IV
367.1%
B/E move
34.2%
Puts
Pseudo strike
0.51
IV
301.3%
B/E move
13.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.60
IV
344.4%
B/E move
11.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.70
IV
387.5%
B/E move
10.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.79
IV
430.6%
B/E move
9.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.89
IV
473.7%
B/E move
8.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.99
IV
516.8%
B/E move
7.8%

80Δ

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

Options history

IV · four-Friday blend284.46%
Daily EOD
VERI205.3%247.8%290.3%2026-10-19: 230.88%2026-10-20: 211.17%2026-10-22: 260.71%2026-10-26: 284.46%Oct 19Oct 20Oct 26
4 observations2026-10-19 — 2026-10-26
Table
DateIV (%)
230.88%
211.17%
260.71%
284.46%