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Veru Inc VERU

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-21T17:49:39.481Z

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

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 · 2026-10-21T17:48:26.733512691Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:49:38.851467+00:00

Share price$2.32
1D-3.7%
$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$0.30$0.41$0.52$0.63$0.75$1.12$1.74$2.35$2.97$3.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VERU spot · $2.32VERU PRICE$0.38$0.45$0.46$0.38$0.38$0.38$0.31$0.31$0.32$0.34$0.35$0.36$0.37$0.49$0.49$0.48$0.47$0.47$0.46$0.45$0.50$0.55$0.61$0.66$0.71
PutsExpensive5.72×
CallsExpensive5.12×
SkewBullish-37.45 pp
Implied moveBearish±$0.76
TiltBearish14.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.65800.0%116.6%1.63760.1%50.9%
25Δ4.21800.0%100.6%1.77717.6%44.5%
30Δ3.84800.0%85.4%1.92675.0%38.1%
35Δ3.52800.0%68.1%2.06632.5%31.7%
40Δ3.26800.0%56.8%2.20589.9%25.3%
45Δ3.01800.0%45.8%2.34547.4%18.9%
50Δ2.55559.7%23.4%2.48504.9%12.5%
55Δ2.43490.5%18.0%2.58478.7%10.3%
60Δ2.34445.0%14.9%2.67455.0%8.7%
65Δ2.26399.4%11.8%2.76431.4%7.2%
70Δ2.17353.9%8.8%2.85407.7%5.6%
75Δ2.09308.4%5.7%2.94384.1%4.0%
80Δ2.01262.8%2.6%

20Δ

Calls
Pseudo strike
4.65
IV
800.0%
B/E move
116.6%
Puts
Pseudo strike
1.63
IV
760.1%
B/E move
50.9%

25Δ

Calls
Pseudo strike
4.21
IV
800.0%
B/E move
100.6%
Puts
Pseudo strike
1.77
IV
717.6%
B/E move
44.5%

30Δ

Calls
Pseudo strike
3.84
IV
800.0%
B/E move
85.4%
Puts
Pseudo strike
1.92
IV
675.0%
B/E move
38.1%

35Δ

Calls
Pseudo strike
3.52
IV
800.0%
B/E move
68.1%
Puts
Pseudo strike
2.06
IV
632.5%
B/E move
31.7%

40Δ

Calls
Pseudo strike
3.26
IV
800.0%
B/E move
56.8%
Puts
Pseudo strike
2.20
IV
589.9%
B/E move
25.3%

45Δ

Calls
Pseudo strike
3.01
IV
800.0%
B/E move
45.8%
Puts
Pseudo strike
2.34
IV
547.4%
B/E move
18.9%

50Δ

Calls
Pseudo strike
2.55
IV
559.7%
B/E move
23.4%
Puts
Pseudo strike
2.48
IV
504.9%
B/E move
12.5%

55Δ

Calls
Pseudo strike
2.43
IV
490.5%
B/E move
18.0%
Puts
Pseudo strike
2.58
IV
478.7%
B/E move
10.3%

60Δ

Calls
Pseudo strike
2.34
IV
445.0%
B/E move
14.9%
Puts
Pseudo strike
2.67
IV
455.0%
B/E move
8.7%

65Δ

Calls
Pseudo strike
2.26
IV
399.4%
B/E move
11.8%
Puts
Pseudo strike
2.76
IV
431.4%
B/E move
7.2%

70Δ

Calls
Pseudo strike
2.17
IV
353.9%
B/E move
8.8%
Puts
Pseudo strike
2.85
IV
407.7%
B/E move
5.6%

75Δ

Calls
Pseudo strike
2.09
IV
308.4%
B/E move
5.7%
Puts
Pseudo strike
2.94
IV
384.1%
B/E move
4.0%

80Δ

Calls
Pseudo strike
2.01
IV
262.8%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

Options history

VERU256.71256.97257.232026-10-20: 256.97%Oct 20Oct 20
Table
DateIV
256.97%