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Veritone Inc VERI

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-23T01:59:50.637Z

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 · 2026-10-22T23:24:22.397012814Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T01:59:49.263951+00:00

Share price$0.58
1D+4.9%
AH$0.55$0.55$0.56$0.57$0.585:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVERI
Sold putSold callAH

Veritone Inc options

Live interpolated VERI call and put midpoint premiums by absolute delta.Veritone Inc$0.00$0.79$1.57$2.36$3.15$-0.15$0.28$0.70$1.13$1.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VERI spot · $0.58VERI PRICE$0.04$0.06$0.08$0.10$0.10$0.11$0.11$0.11$0.12$0.12$0.12$0.15$0.46$0.76$1.07$1.38$1.69$1.99$2.30$2.61$2.92$2.41
PutsExpensive1.73×
CallsExpensive2.36×
SkewBearish+11.12 pp
Implied moveBearish±$1.49
TiltBearish88.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.66296.9%194.2%
25Δ1.83351.3%228.3%
30Δ2.72443.3%385.7%0.55232.4%30.2%
35Δ2.90498.1%421.2%0.87258.2%27.9%
40Δ2.58448.4%364.9%1.19284.1%25.6%
45Δ2.25398.7%308.7%1.51309.9%23.3%
50Δ1.92349.1%252.4%1.83335.7%20.9%
55Δ1.59299.4%196.2%2.16361.6%18.6%
60Δ1.27249.7%139.9%2.48387.4%16.3%
65Δ0.94200.1%83.7%2.80413.2%14.0%
70Δ0.61150.4%27.5%3.12439.1%11.7%
75Δ3.44464.9%9.3%
80Δ2.96321.2%4.6%

20Δ

Calls
Pseudo strike
1.66
IV
296.9%
B/E move
194.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
1.83
IV
351.3%
B/E move
228.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
2.72
IV
443.3%
B/E move
385.7%
Puts
Pseudo strike
0.55
IV
232.4%
B/E move
30.2%

35Δ

Calls
Pseudo strike
2.90
IV
498.1%
B/E move
421.2%
Puts
Pseudo strike
0.87
IV
258.2%
B/E move
27.9%

40Δ

Calls
Pseudo strike
2.58
IV
448.4%
B/E move
364.9%
Puts
Pseudo strike
1.19
IV
284.1%
B/E move
25.6%

45Δ

Calls
Pseudo strike
2.25
IV
398.7%
B/E move
308.7%
Puts
Pseudo strike
1.51
IV
309.9%
B/E move
23.3%

50Δ

Calls
Pseudo strike
1.92
IV
349.1%
B/E move
252.4%
Puts
Pseudo strike
1.83
IV
335.7%
B/E move
20.9%

55Δ

Calls
Pseudo strike
1.59
IV
299.4%
B/E move
196.2%
Puts
Pseudo strike
2.16
IV
361.6%
B/E move
18.6%

60Δ

Calls
Pseudo strike
1.27
IV
249.7%
B/E move
139.9%
Puts
Pseudo strike
2.48
IV
387.4%
B/E move
16.3%

65Δ

Calls
Pseudo strike
0.94
IV
200.1%
B/E move
83.7%
Puts
Pseudo strike
2.80
IV
413.2%
B/E move
14.0%

70Δ

Calls
Pseudo strike
0.61
IV
150.4%
B/E move
27.5%
Puts
Pseudo strike
3.12
IV
439.1%
B/E move
11.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.44
IV
464.9%
B/E move
9.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.96
IV
321.2%
B/E move
4.6%

Options history

No recorded observations