VERAVera Therapeutics, Inc. Class A Common Stock
Options Analysis Report•PHARMACEUTICAL PREPARATIONS
Market Cap $2.8B|NASDAQ
● 2026-05-15$39.56
VERY BULLISH
Analysis: 2026-05-14 EOD data
1Y +85.5%YTD -18.6%7D +9.3%
Options Vol
256
30D
Implied Move
±8.6%
IV Rank
65%
VERA Options Overview
IV is elevated with bullish flow. Conditions favor premium sellers.
REWARDS
RISK ANALYSIS
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Value
Is IV priced right?
1.7
ExpensiveCheap
Measures whether options are cheap, fair, or rich relative to historical and peer
IV
levels.Risk Checks2/9 checks passed
IV Rank
≤35%IV Rank 91.4% — elevated vs history
IV/HV Ratio
<1.05xIV/HV 2.25x — IV premium over HV
Sector Relative≤50%
Sector percentile 76% — above sector median
Term Structure
<1.1xFront/Back 0.83x — contango
Skew Normal
<1.25xPut/Call IV 1.16x — elevated
Absolute IV
<80%ATM IV 99.7% — crisis-level IV
Spread-Adjusted Value
<80%Effective IV 154.2% (ATM 99.7% + spread 27.3% + bias) — expensive
Execution Efficiency
<3.0%Total drag 47.09% (spread 27.27% + slippage 19.82%) — high friction
Vega Efficiency
≥5.0Vega efficiency 1.79 (vega 4.870 / spread 27.27%) — spread drag
Sentiment
Bullish or bearish?
8.8
BearishBullish
Analyzes
put/call ratios
, open interest skew
, and flow direction to determine market bias.Risk ChecksVery Bullish - Strong signal (Conviction: +67%, Raw: +20%)
Flow Direction
|net sentiment| ≥25%Conviction-weighted: +67% (strong bullish) — Raw: +20%
OI Skew Magnitude
≥15%|OI skew| 84.7% — call-heavy
Volume-OI Alignment
Same sign, |vol skew| ≥10%Vol skew +78.1%, OI skew +84.7% — aligned
Conviction Quality
≥2/3 conditions0-DTE 64%, far-OTM 15%, avg DTE 30
OI Momentum
|change| ≥3%OI change +0.0% (5d) — stable
Smart Money Flow
|weighted flow| ≥20%ITM: +76%, ATM: +65%, OTM: -32% — strong bullish (ITM/ATM aligned)
Sector Relative≤40% or ≥60%
Sector P/C percentile 25% — very bullish vs sector
Activity
Unusual activity?
3.5
QuietActive
Detects volume surges,
block trades
, and unusual options activity that may signal moves.Risk Checks2/9 checks passed
Volume Surge
≥1.5xVolume 0.8x avg — normal
Turnover Rate
≥15%Vol/OI 1.1% — normal turnover
Strike Concentration
≥60%Top 3 strikes = 50% — dispersed
Multi-Day Persistence
≥2 days1 day(s) elevated — may be one-day event
OI Build
≥5%OI change +2.7% (5d) — building
Sector Relative≥60%
Sector activity percentile 36% — below sector avg
Trade Quality
≥30%Large trade volume 0% — mostly retail
Execution Urgency
≥60%Aggressive execution 65% — urgent
Flow Conviction
≥30Conviction +67 (bullish) — strong conviction
Liquidity
Can I trade efficiently?
2.6
IlliquidLiquid
Evaluates
bid-ask spreads
, volume depth, and open interest for trade execution quality.Risk Checks1/8 checks passed
Tradeable Spread
≤5.0%Spread 27.3% — wide
Adequate OI
≥10,000OI 24,071 — adequate
Active Volume
≥500Volume 256/day — thin
Reasonable Cost
≤$0.50$1.36 to cross — expensive
Strike Coverage
≥5 strikes0 liquid strikes — limited options
Sector Relative≤40%
Sector spread percentile 90% — much wider than sector
Order Book Depth
≥100 contractsDepth 32.0 contracts (bid:18.1 ask:13.9) — thin
Execution Quality
<1.0%Avg slippage 19.82% — poor
Timing
Is now a good time?
7.8
RiskyFavorable
Considers earnings proximity,
time decay
, and event calendar for optimal entry timing.Risk Checks7/9 checks passed
Term Structure Clarity
|slope| ≥5%Slope -17.0% — contango
IV Percentile Clarity
<30 or >70IV percentile 91% — seller opportunity
Event Detection
≥10pts kinkIV kink -27.6pts — no clear event
Theta/Vega Clarity
<0.5 or >2.0θ/ν ratio 90.87 — favors income trades
Expiration Distribution
≥3 expirations3 liquid expirations — flexible
Event Risk
≥60% (safe)safe window: No earnings detected
Spread Momentum
<1.2 ratioSpread ratio 1.00x — stable
Flow Momentum
≥25% strength + ≥50% consistencyFlow +67% @ 84% consistency — STRONG directional (bullish)
Smart Money Timing
≥40 composite scoreScore 30 (ITM 20% + inst 0%) — retail dominated
Directional Strategy Fit
Option Buyers
Long Calls5.3
bullishIV expensive, bullish flow
Long Puts2.6
bearishIV expensive, bullish flow
Premium Sellers
Cash-Secured Put7.5
bullishIV rich premium, bullish flow
Covered Call4.6
bearishIV rich premium, bullish flow
For educational purposes only. Not investment advice.