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Affirm Holdings, Inc. Class A Common Stock AFRM

i

Market dataready · fetched 2026-11-06T22:30:05.101Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T21:56:19.927654982Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T22:30:04.137042+00:00

Share price$68.01
1D+1.4%
AH$66$67$69$70$725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAFRM
Sold putSold callAH

Affirm Holdings, Inc. Class A Common Stock options

Live interpolated AFRM call and put midpoint premiums by absolute delta.Affirm Holdings, Inc. Class A Common Stock$0.46$2.51$4.55$6.60$8.64$53.27$60.37$67.47$74.57$81.6720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AFRM spot · $68.01AFRM PRICE$0.68$0.92$1.23$1.44$1.79$2.10$2.70$3.06$3.18$3.54$4.90$5.29$5.91$0.84$1.07$1.34$1.76$1.98$2.24$2.71$3.25$3.54$4.18$4.82$6.44$8.05
PutsCheap0.55×
CallsCheap0.61×
SkewNeutral+0.08 pp
Implied moveBalanced±$5.41
TiltBearish6.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ73.9767.6%9.8%62.6475.7%9.1%
25Δ72.8467.9%8.5%63.9272.6%7.6%
30Δ72.0972.3%7.8%64.9571.0%6.5%
35Δ70.9068.3%6.4%65.7774.5%5.9%
40Δ70.0970.2%5.7%66.7069.8%4.8%
45Δ69.2169.5%4.9%67.5666.3%4.0%
50Δ68.4076.0%4.5%68.3867.5%3.4%
55Δ67.5975.1%3.9%69.2069.7%3.0%
60Δ66.7866.7%2.9%69.9265.5%2.4%
65Δ66.0264.4%2.3%70.8366.6%2.0%
70Δ64.6778.8%2.3%71.7466.5%1.6%
75Δ63.8673.7%1.7%73.4876.0%1.4%
80Δ62.9371.3%1.2%75.3081.3%1.1%

20Δ

Calls
Pseudo strike
73.97
IV
67.6%
B/E move
9.8%
Puts
Pseudo strike
62.64
IV
75.7%
B/E move
9.1%

25Δ

Calls
Pseudo strike
72.84
IV
67.9%
B/E move
8.5%
Puts
Pseudo strike
63.92
IV
72.6%
B/E move
7.6%

30Δ

Calls
Pseudo strike
72.09
IV
72.3%
B/E move
7.8%
Puts
Pseudo strike
64.95
IV
71.0%
B/E move
6.5%

35Δ

Calls
Pseudo strike
70.90
IV
68.3%
B/E move
6.4%
Puts
Pseudo strike
65.77
IV
74.5%
B/E move
5.9%

40Δ

Calls
Pseudo strike
70.09
IV
70.2%
B/E move
5.7%
Puts
Pseudo strike
66.70
IV
69.8%
B/E move
4.8%

45Δ

Calls
Pseudo strike
69.21
IV
69.5%
B/E move
4.9%
Puts
Pseudo strike
67.56
IV
66.3%
B/E move
4.0%

50Δ

Calls
Pseudo strike
68.40
IV
76.0%
B/E move
4.5%
Puts
Pseudo strike
68.38
IV
67.5%
B/E move
3.4%

55Δ

Calls
Pseudo strike
67.59
IV
75.1%
B/E move
3.9%
Puts
Pseudo strike
69.20
IV
69.7%
B/E move
3.0%

60Δ

Calls
Pseudo strike
66.78
IV
66.7%
B/E move
2.9%
Puts
Pseudo strike
69.92
IV
65.5%
B/E move
2.4%

65Δ

Calls
Pseudo strike
66.02
IV
64.4%
B/E move
2.3%
Puts
Pseudo strike
70.83
IV
66.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
64.67
IV
78.8%
B/E move
2.3%
Puts
Pseudo strike
71.74
IV
66.5%
B/E move
1.6%

75Δ

Calls
Pseudo strike
63.86
IV
73.7%
B/E move
1.7%
Puts
Pseudo strike
73.48
IV
76.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
62.93
IV
71.3%
B/E move
1.2%
Puts
Pseudo strike
75.30
IV
81.3%
B/E move
1.1%

Options history

IV · four-Friday blend91.00%
Daily close
AFRM42.5%91.4%140.3%2026-08-10: 63.65%2026-08-11: 64.93%2026-08-12: 62.29%2026-08-13: 70.97%2026-08-14: 68.60%2026-08-17: 73.20%2026-08-18: 75.43%2026-08-19: 76.42%2026-08-20: 76.97%2026-08-21: 84.50%2026-08-24: 93.43%2026-08-25: 98.83%2026-08-26: 107.30%2026-08-27: 133.53%2026-08-28: 52.08%2026-08-31: 53.65%2026-09-01: 54.51%2026-09-02: 54.77%2026-09-03: 52.29%2026-09-04: 49.68%2026-09-08: 54.57%2026-09-09: 52.99%2026-09-10: 56.10%2026-09-11: 51.59%2026-09-14: 55.13%2026-09-15: 57.00%2026-09-16: 55.12%2026-09-17: 52.06%2026-09-18: 49.23%2026-09-21: 52.57%2026-09-22: 54.82%2026-09-23: 56.80%2026-09-24: 58.43%2026-09-25: 51.35%2026-09-28: 59.56%2026-09-29: 57.05%2026-09-30: 58.76%2026-10-01: 58.32%2026-10-02: 52.00%2026-10-05: 54.40%2026-10-06: 54.03%2026-10-07: 54.63%2026-10-08: 55.45%2026-10-09: 52.36%2026-10-12: 57.22%2026-10-13: 57.70%2026-10-14: 65.83%2026-10-15: 68.77%2026-10-16: 71.64%2026-10-19: 68.57%2026-10-20: 70.85%2026-10-21: 69.90%2026-10-22: 74.16%2026-10-23: 72.29%2026-10-26: 77.52%2026-10-27: 78.26%2026-10-28: 80.82%2026-10-29: 80.95%2026-10-30: 91.00%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
63.65%
64.93%
62.29%
70.97%
68.60%
73.20%
75.43%
76.42%
76.97%
84.50%
93.43%
98.83%
107.30%
133.53%
52.08%
53.65%
54.51%
54.77%
52.29%
49.68%
54.57%
52.99%
56.10%
51.59%
55.13%
57.00%
55.12%
52.06%
49.23%
52.57%
54.82%
56.80%
58.43%
51.35%
59.56%
57.05%
58.76%
58.32%
52.00%
54.40%
54.03%
54.63%
55.45%
52.36%
57.22%
57.70%
65.83%
68.77%
71.64%
68.57%
70.85%
69.90%
74.16%
72.29%
77.52%
78.26%
80.82%
80.95%
91.00%