Share price$0.55
1D+0.7%
Sold putSold call
Veritone, Inc. Common Stock VERI
i
Market datapartial · fetched 2026-10-22T16:38:07.553Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T16:38:01.527363387Z
FundamentalsAlpha Vantage · unavailable
Veritone, Inc. Common Stock options
PutsExpensive1.11×
CallsExpensive1.93×
SkewBullish-53.70 pp
Implied move——
TiltBearish94.2% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.34 | 250.6% | 148.7% | |||
| 25Δ | 1.16 | 242.8% | 116.8% | |||
| 30Δ | 2.15 | 332.2% | 299.8% | |||
| 35Δ | 0.54 | 215.0% | 26.1% | |||
| 40Δ | 0.59 | 213.4% | 23.6% | |||
| 45Δ | 0.65 | 211.9% | 21.2% | |||
| 50Δ | 0.70 | 210.3% | 18.7% | |||
| 55Δ | 0.76 | 208.7% | 16.2% | |||
| 60Δ | 0.81 | 207.1% | 13.7% | |||
| 65Δ | 0.87 | 205.5% | 11.3% | |||
| 70Δ | 0.92 | 203.9% | 8.8% | |||
| 75Δ | 0.98 | 202.4% | 6.3% | |||
| 80Δ | 2.49 | 336.9% | 5.2% | |||
20Δ
- Pseudo strike
- 1.34
- IV
- 250.6%
- B/E move
- 148.7%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 1.16
- IV
- 242.8%
- B/E move
- 116.8%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 2.15
- IV
- 332.2%
- B/E move
- 299.8%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 0.54
- IV
- 215.0%
- B/E move
- 26.1%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 0.59
- IV
- 213.4%
- B/E move
- 23.6%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 0.65
- IV
- 211.9%
- B/E move
- 21.2%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 0.70
- IV
- 210.3%
- B/E move
- 18.7%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 0.76
- IV
- 208.7%
- B/E move
- 16.2%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 0.81
- IV
- 207.1%
- B/E move
- 13.7%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 0.87
- IV
- 205.5%
- B/E move
- 11.3%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 0.92
- IV
- 203.9%
- B/E move
- 8.8%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 0.98
- IV
- 202.4%
- B/E move
- 6.3%
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.49
- IV
- 336.9%
- B/E move
- 5.2%
Options history
No recorded observations