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Veracyte, Inc. Common Stock VCYT

i

Market dataready · fetched 2026-11-03T14:43:31.461Z

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: 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 · 2026-11-03T14:43:00.980808723Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T14:43:30.923804+00:00

Share price$50.90
1D+0.8%
$49.88$50.15$50.43$50.70$50.985:30 AM6:30 AM9:00 AM1:00 PMVCYT
Sold putSold call

Veracyte, Inc. Common Stock options

Live interpolated VCYT call and put midpoint premiums by absolute delta.Veracyte, Inc. Common Stock$1.52$4.73$7.94$11.14$14.35$36.70$42.34$47.98$53.62$59.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive VCYT spot · $50.90VCYT PRICE$1.87$2.34$2.81$3.42$4.05$4.68$5.36$6.10$6.85$7.59$9.00$1.96$2.22$2.71$3.27$3.84$4.57$5.42$6.26$7.19$8.44$9.69$11.21$13.42
PutsExpensive2.46×
Calls——
Skew——
Implied moveBearish±$9.47
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.23139.2%22.8%
25Δ44.16119.8%17.6%
30Δ58.0494.8%17.7%46.14112.2%14.7%
35Δ56.6197.8%15.8%47.74109.3%12.6%
40Δ55.18100.9%13.9%49.34106.4%10.6%
45Δ53.74102.2%12.3%50.86104.8%9.1%
50Δ52.29103.2%10.7%52.33104.2%7.8%
55Δ50.84104.2%9.1%53.81103.5%6.6%
60Δ49.42104.0%7.6%55.32102.9%5.4%
65Δ48.01102.0%6.3%57.04102.5%4.5%
70Δ46.61100.1%5.0%58.76102.0%3.6%
75Δ45.2198.1%3.7%60.71102.1%2.8%
80Δ43.3699.2%2.9%63.28103.3%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.23
IV
139.2%
B/E move
22.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.16
IV
119.8%
B/E move
17.6%

30Δ

Calls
Pseudo strike
58.04
IV
94.8%
B/E move
17.7%
Puts
Pseudo strike
46.14
IV
112.2%
B/E move
14.7%

35Δ

Calls
Pseudo strike
56.61
IV
97.8%
B/E move
15.8%
Puts
Pseudo strike
47.74
IV
109.3%
B/E move
12.6%

40Δ

Calls
Pseudo strike
55.18
IV
100.9%
B/E move
13.9%
Puts
Pseudo strike
49.34
IV
106.4%
B/E move
10.6%

45Δ

Calls
Pseudo strike
53.74
IV
102.2%
B/E move
12.3%
Puts
Pseudo strike
50.86
IV
104.8%
B/E move
9.1%

50Δ

Calls
Pseudo strike
52.29
IV
103.2%
B/E move
10.7%
Puts
Pseudo strike
52.33
IV
104.2%
B/E move
7.8%

55Δ

Calls
Pseudo strike
50.84
IV
104.2%
B/E move
9.1%
Puts
Pseudo strike
53.81
IV
103.5%
B/E move
6.6%

60Δ

Calls
Pseudo strike
49.42
IV
104.0%
B/E move
7.6%
Puts
Pseudo strike
55.32
IV
102.9%
B/E move
5.4%

65Δ

Calls
Pseudo strike
48.01
IV
102.0%
B/E move
6.3%
Puts
Pseudo strike
57.04
IV
102.5%
B/E move
4.5%

70Δ

Calls
Pseudo strike
46.61
IV
100.1%
B/E move
5.0%
Puts
Pseudo strike
58.76
IV
102.0%
B/E move
3.6%

75Δ

Calls
Pseudo strike
45.21
IV
98.1%
B/E move
3.7%
Puts
Pseudo strike
60.71
IV
102.1%
B/E move
2.8%

80Δ

Calls
Pseudo strike
43.36
IV
99.2%
B/E move
2.9%
Puts
Pseudo strike
63.28
IV
103.3%
B/E move
2.0%

Options history

IV · four-Friday blend74.04%
Daily EOD
VCYT67.0%71.2%75.5%2026-10-19: 74.89%2026-10-20: 74.04%2026-10-21: 70.14%2026-10-22: 74.40%2026-10-23: 69.51%2026-10-26: 67.59%2026-10-27: 70.06%2026-10-28: 70.75%2026-10-29: 69.56%2026-10-30: 74.04%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
74.89%
74.04%
70.14%
74.40%
69.51%
67.59%
70.06%
70.75%
69.56%
74.04%