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Veritone, Inc. Common Stock VERI

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Market datapartial · fetched 2026-10-22T20:51:00.826Z

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 · 2026-10-22T20:50:12.178056445Z

FundamentalsAlpha Vantage · unavailable

Share price$0.58
1D+3.5%
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. Common Stock options

Live interpolated VERI call and put midpoint premiums by absolute delta.Veritone, Inc. Common Stock$0.00$0.79$1.58$2.37$3.16$-0.16$0.27$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$0.77$1.08$1.39$1.70$2.00$2.31$2.62$2.93$2.76
PutsExpensive1.75×
CallsExpensive2.36×
SkewBearish+14.94 pp
Implied moveBearish±$1.50
TiltBearish88.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.66295.6%193.9%
25Δ1.83349.8%228.0%
30Δ2.76443.5%392.2%0.56233.2%30.3%
35Δ2.90495.6%420.3%0.88259.1%28.0%
40Δ2.58446.4%364.4%1.20284.9%25.6%
45Δ2.25397.1%308.5%1.52310.7%23.3%
50Δ1.92347.9%252.7%1.84336.5%21.0%
55Δ1.60298.7%196.8%2.17362.4%18.7%
60Δ1.27249.4%140.9%2.49388.2%16.3%
65Δ0.95200.2%85.1%2.81414.0%14.0%
70Δ0.62151.0%29.2%3.13439.8%11.7%
75Δ3.45465.7%9.4%
80Δ3.31345.0%4.7%

20Δ

Calls
Pseudo strike
1.66
IV
295.6%
B/E move
193.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
1.83
IV
349.8%
B/E move
228.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
2.76
IV
443.5%
B/E move
392.2%
Puts
Pseudo strike
0.56
IV
233.2%
B/E move
30.3%

35Δ

Calls
Pseudo strike
2.90
IV
495.6%
B/E move
420.3%
Puts
Pseudo strike
0.88
IV
259.1%
B/E move
28.0%

40Δ

Calls
Pseudo strike
2.58
IV
446.4%
B/E move
364.4%
Puts
Pseudo strike
1.20
IV
284.9%
B/E move
25.6%

45Δ

Calls
Pseudo strike
2.25
IV
397.1%
B/E move
308.5%
Puts
Pseudo strike
1.52
IV
310.7%
B/E move
23.3%

50Δ

Calls
Pseudo strike
1.92
IV
347.9%
B/E move
252.7%
Puts
Pseudo strike
1.84
IV
336.5%
B/E move
21.0%

55Δ

Calls
Pseudo strike
1.60
IV
298.7%
B/E move
196.8%
Puts
Pseudo strike
2.17
IV
362.4%
B/E move
18.7%

60Δ

Calls
Pseudo strike
1.27
IV
249.4%
B/E move
140.9%
Puts
Pseudo strike
2.49
IV
388.2%
B/E move
16.3%

65Δ

Calls
Pseudo strike
0.95
IV
200.2%
B/E move
85.1%
Puts
Pseudo strike
2.81
IV
414.0%
B/E move
14.0%

70Δ

Calls
Pseudo strike
0.62
IV
151.0%
B/E move
29.2%
Puts
Pseudo strike
3.13
IV
439.8%
B/E move
11.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.45
IV
465.7%
B/E move
9.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.31
IV
345.0%
B/E move
4.7%

Options history

No recorded observations