  We present results of multiband optical photometry of the black hole X-ray
binary system V404 Cygni obtained using Wheaton College Observatory's 0.3m
telescope, along with strictly simultaneous INTEGRAL and Swift observations
during 2015 June 25.15--26.33 UT, and 2015 June 27.10--27.34 UT. These
observations were made during the 2015 June outburst of the source when it was
going through an epoch of violent activity in all wavelengths ranging from
radio to $\gamma$-rays. The multiwavelength variability timescale favors a
compact emission region, most likely originating in a jet outflow, for both
observing epochs presented in this work. The simultaneous INTEGRAL/Imager on
Board the Integral Satellite (IBIS) 20--40 keV light curve obtained during the
June 27 observing run correlates very strongly with the optical light curve,
with no detectable delay between the optical bands as well as between the
optical and hard X-rays. The average slope of the dereddened spectral energy
distribution was roughly flat between the $I_C$- and $V$-bands during the June
27 run, even though the optical and X-ray flux varied by $>$25$\times$ during
the run, ruling out an irradiation origin for the optical and suggesting that
the optically thick to optically thin jet synchrotron break during the
observations was at a frequency larger than that of $V$-band, which is quite
extreme for X-ray binaries. These observations suggest that the optical
emission originated very close to the base of the jet. A strong H$\alpha$
emission line, probably originating in a quasi-spherical nebula around the
source, also contributes significantly in the $R_C$-band. Our data, in
conjunction with contemporaneous data at other wavelengths presented by other
groups, strongly suggest that the jet-base was extremely compact and energetic
during this phase of the outburst.
