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Veru Inc. Common Stock VERU

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Market datapartial · fetched 2026-11-10T22:25:19.973Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T21:00:00.58743859Z

FundamentalsAlpha Vantage · unavailable

Share price$2.12
1D-2.3%
AH$2.07$2.11$2.15$2.18$2.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVERU
Sold putSold callAH

Veru Inc. Common Stock options

Live interpolated VERU call and put midpoint premiums by absolute delta.Veru Inc. Common Stock$0.35$0.74$1.13$1.52$1.91$0.88$1.26$1.64$2.03$2.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VERU spot · $2.12VERU PRICE$0.39$0.42$0.46$0.50$0.54$0.58$0.62$0.50$0.50$0.50$0.50$0.51$0.51$0.51$0.52$0.52$0.65$1.03$1.41$1.80
PutsExpensive10.03×
Calls——
Skew——
Implied moveBearish±$0.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.50799.7%52.8%
25Δ1.69789.5%44.0%
30Δ1.87779.0%35.2%
35Δ2.03749.4%28.0%
40Δ2.11681.3%24.3%
45Δ2.19613.3%20.6%
50Δ2.65731.6%43.5%2.28545.2%16.8%
55Δ2.39679.0%32.5%2.36477.1%13.1%
60Δ2.19638.6%25.0%2.44409.0%9.4%
65Δ1.99597.9%17.7%2.63370.8%6.5%
70Δ1.88552.9%14.4%3.03396.8%5.6%
75Δ1.78508.0%11.0%3.43422.7%4.6%
80Δ1.67463.0%7.7%3.84448.7%3.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.50
IV
799.7%
B/E move
52.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.69
IV
789.5%
B/E move
44.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.87
IV
779.0%
B/E move
35.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.03
IV
749.4%
B/E move
28.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.11
IV
681.3%
B/E move
24.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.19
IV
613.3%
B/E move
20.6%

50Δ

Calls
Pseudo strike
2.65
IV
731.6%
B/E move
43.5%
Puts
Pseudo strike
2.28
IV
545.2%
B/E move
16.8%

55Δ

Calls
Pseudo strike
2.39
IV
679.0%
B/E move
32.5%
Puts
Pseudo strike
2.36
IV
477.1%
B/E move
13.1%

60Δ

Calls
Pseudo strike
2.19
IV
638.6%
B/E move
25.0%
Puts
Pseudo strike
2.44
IV
409.0%
B/E move
9.4%

65Δ

Calls
Pseudo strike
1.99
IV
597.9%
B/E move
17.7%
Puts
Pseudo strike
2.63
IV
370.8%
B/E move
6.5%

70Δ

Calls
Pseudo strike
1.88
IV
552.9%
B/E move
14.4%
Puts
Pseudo strike
3.03
IV
396.8%
B/E move
5.6%

75Δ

Calls
Pseudo strike
1.78
IV
508.0%
B/E move
11.0%
Puts
Pseudo strike
3.43
IV
422.7%
B/E move
4.6%

80Δ

Calls
Pseudo strike
1.67
IV
463.0%
B/E move
7.7%
Puts
Pseudo strike
3.84
IV
448.7%
B/E move
3.7%

Options history

IV · four-Friday blend279.25%
Daily close
VERU159.6%261.0%362.4%2026-08-21: 224.47%2026-08-24: 173.54%2026-08-31: 196.62%2026-09-11: 201.70%2026-09-21: 220.89%2026-09-22: 211.12%2026-09-23: 294.73%2026-09-25: 207.39%2026-09-28: 224.35%2026-09-29: 252.82%2026-10-05: 223.60%2026-10-07: 214.03%2026-10-09: 255.13%2026-10-21: 348.42%2026-10-27: 279.25%Aug 21Sep 25Oct 27
15 observations2026-08-21 — 2026-10-27
Table
DateIV (%)
224.47%
173.54%
196.62%
201.70%
220.89%
211.12%
294.73%
207.39%
224.35%
252.82%
223.60%
214.03%
255.13%
348.42%
279.25%