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Veru Inc VERU

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-21T17:00:52.382Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

Options historyIV: ThetaData daily EOD, 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 · 2026-10-21T16:56:22.805725474Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:00:51.989303+00:00

Share price$2.31
1D-4.2%
$2.29$2.32$2.35$2.39$2.425:30 AM6:30 AM9:00 AM1:00 PMVERU
Sold putSold call

Veru Inc options

Live interpolated VERU call and put midpoint premiums by absolute delta.Veru Inc$0.08$0.26$0.44$0.62$0.80$1.47$2.02$2.57$3.13$3.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VERU spot · $2.31VERU PRICE$0.38$0.45$0.46$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.23$0.10$0.14$0.19$0.23$0.28$0.32$0.37$0.44$0.52$0.59$0.67$0.75
PutsExpensive3.69×
CallsExpensive5.72×
SkewBullish-301.59 pp
Implied moveBullish±$0.70
TiltBalanced1.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.66800.0%118.1%1.82474.6%31.0%
25Δ4.21800.0%101.8%2.04298.7%16.0%
30Δ3.84800.0%86.4%2.11310.3%14.7%
35Δ3.52800.0%68.9%2.19321.9%13.4%
40Δ3.26800.0%57.4%2.26333.4%12.0%
45Δ3.00800.0%46.3%2.34345.0%10.7%
50Δ2.70704.5%33.1%2.42356.6%9.4%
55Δ2.47616.1%23.0%2.49368.2%8.1%
60Δ2.37543.7%18.8%2.59365.7%7.0%
65Δ2.27471.3%14.5%2.69361.5%5.9%
70Δ2.17398.9%10.2%2.79357.4%4.8%
75Δ2.07326.5%5.9%2.89353.2%3.7%
80Δ3.00349.0%2.6%

20Δ

Calls
Pseudo strike
4.66
IV
800.0%
B/E move
118.1%
Puts
Pseudo strike
1.82
IV
474.6%
B/E move
31.0%

25Δ

Calls
Pseudo strike
4.21
IV
800.0%
B/E move
101.8%
Puts
Pseudo strike
2.04
IV
298.7%
B/E move
16.0%

30Δ

Calls
Pseudo strike
3.84
IV
800.0%
B/E move
86.4%
Puts
Pseudo strike
2.11
IV
310.3%
B/E move
14.7%

35Δ

Calls
Pseudo strike
3.52
IV
800.0%
B/E move
68.9%
Puts
Pseudo strike
2.19
IV
321.9%
B/E move
13.4%

40Δ

Calls
Pseudo strike
3.26
IV
800.0%
B/E move
57.4%
Puts
Pseudo strike
2.26
IV
333.4%
B/E move
12.0%

45Δ

Calls
Pseudo strike
3.00
IV
800.0%
B/E move
46.3%
Puts
Pseudo strike
2.34
IV
345.0%
B/E move
10.7%

50Δ

Calls
Pseudo strike
2.70
IV
704.5%
B/E move
33.1%
Puts
Pseudo strike
2.42
IV
356.6%
B/E move
9.4%

55Δ

Calls
Pseudo strike
2.47
IV
616.1%
B/E move
23.0%
Puts
Pseudo strike
2.49
IV
368.2%
B/E move
8.1%

60Δ

Calls
Pseudo strike
2.37
IV
543.7%
B/E move
18.8%
Puts
Pseudo strike
2.59
IV
365.7%
B/E move
7.0%

65Δ

Calls
Pseudo strike
2.27
IV
471.3%
B/E move
14.5%
Puts
Pseudo strike
2.69
IV
361.5%
B/E move
5.9%

70Δ

Calls
Pseudo strike
2.17
IV
398.9%
B/E move
10.2%
Puts
Pseudo strike
2.79
IV
357.4%
B/E move
4.8%

75Δ

Calls
Pseudo strike
2.07
IV
326.5%
B/E move
5.9%
Puts
Pseudo strike
2.89
IV
353.2%
B/E move
3.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.00
IV
349.0%
B/E move
2.6%

Options history

No recorded observations