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Affirm Holdings Inc AFRM

FINANCIAL SERVICES · CREDIT SERVICES
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Market dataready · fetched 2026-10-15T20:02:38.628Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:01:46.526629282Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:02:38.198837+00:00

Share price$75.16
1D+8.7%
AH$68$70$72$74$775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAFRM
Sold putSold callAH

Affirm Holdings Inc options

Live interpolated AFRM call and put midpoint premiums by absolute delta.Affirm Holdings Inc$0.18$1.53$2.87$4.22$5.57$66.91$70.53$74.15$77.77$81.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $75.16OPTION PRICELive AFRM spot · $75.16AFRM PRICE$0.38$0.51$0.67$0.87$1.07$1.32$1.60$1.89$2.19$3.45$4.29$4.13$5.18$0.33$0.42$0.50$0.61$0.72$0.84$0.96$1.09$1.23$1.36$1.54$1.72$1.90
PutsFair0.97×
CallsCheap0.92×
SkewBullish-53.16 pp
Implied moveBullish±$2.56
TiltBullish35.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.2087.1%4.6%72.8372.9%3.5%
25Δ77.6588.9%4.0%73.3270.8%3.0%
30Δ77.1791.7%3.6%73.8366.1%2.4%
35Δ76.7094.6%3.2%74.2263.8%2.0%
40Δ76.2497.3%2.9%74.5662.5%1.8%
45Δ75.76100.6%2.5%74.8961.3%1.5%
50Δ75.26104.4%2.3%75.1959.7%1.2%
55Δ74.75106.5%2.0%75.4758.0%1.0%
60Δ74.22106.8%1.7%75.7556.2%0.8%
65Δ73.14148.9%1.9%76.0354.5%0.7%
70Δ72.14162.3%1.7%76.3052.6%0.5%
75Δ71.83133.4%1.1%76.5750.7%0.4%
80Δ70.66146.6%0.9%76.8448.8%0.3%

20Δ

Calls
Pseudo strike
78.20
IV
87.1%
B/E move
4.6%
Puts
Pseudo strike
72.83
IV
72.9%
B/E move
3.5%

25Δ

Calls
Pseudo strike
77.65
IV
88.9%
B/E move
4.0%
Puts
Pseudo strike
73.32
IV
70.8%
B/E move
3.0%

30Δ

Calls
Pseudo strike
77.17
IV
91.7%
B/E move
3.6%
Puts
Pseudo strike
73.83
IV
66.1%
B/E move
2.4%

35Δ

Calls
Pseudo strike
76.70
IV
94.6%
B/E move
3.2%
Puts
Pseudo strike
74.22
IV
63.8%
B/E move
2.0%

40Δ

Calls
Pseudo strike
76.24
IV
97.3%
B/E move
2.9%
Puts
Pseudo strike
74.56
IV
62.5%
B/E move
1.8%

45Δ

Calls
Pseudo strike
75.76
IV
100.6%
B/E move
2.5%
Puts
Pseudo strike
74.89
IV
61.3%
B/E move
1.5%

50Δ

Calls
Pseudo strike
75.26
IV
104.4%
B/E move
2.3%
Puts
Pseudo strike
75.19
IV
59.7%
B/E move
1.2%

55Δ

Calls
Pseudo strike
74.75
IV
106.5%
B/E move
2.0%
Puts
Pseudo strike
75.47
IV
58.0%
B/E move
1.0%

60Δ

Calls
Pseudo strike
74.22
IV
106.8%
B/E move
1.7%
Puts
Pseudo strike
75.75
IV
56.2%
B/E move
0.8%

65Δ

Calls
Pseudo strike
73.14
IV
148.9%
B/E move
1.9%
Puts
Pseudo strike
76.03
IV
54.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
72.14
IV
162.3%
B/E move
1.7%
Puts
Pseudo strike
76.30
IV
52.6%
B/E move
0.5%

75Δ

Calls
Pseudo strike
71.83
IV
133.4%
B/E move
1.1%
Puts
Pseudo strike
76.57
IV
50.7%
B/E move
0.4%

80Δ

Calls
Pseudo strike
70.66
IV
146.6%
B/E move
0.9%
Puts
Pseudo strike
76.84
IV
48.8%
B/E move
0.3%