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Affirm Holdings Inc AFRM

FINANCIAL SERVICES · CREDIT SERVICES
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Market dataready · fetched 2026-10-15T20:33:27.448Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:26:03.720244217Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:26.590475+00:00

Share price$75.92
1D+9.8%
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$0.12$1.99$3.87$5.74$7.62$66.81$70.68$74.54$78.41$82.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $75.92OPTION PRICELive AFRM spot · $75.92AFRM PRICE$0.32$0.43$0.54$0.68$0.84$1.01$1.18$1.41$1.63$2.12$2.89$3.61$3.69$0.39$0.50$0.64$0.79$0.96$1.15$1.34$1.64$1.94$2.61$2.76$4.09$7.08
PutsExpensive1.73×
CallsCheap0.67×
SkewBearish+12.00 pp
Implied moveBearish±$2.53
TiltBearish12.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ78.4872.4%3.8%73.1486.6%4.2%
25Δ77.9873.2%3.3%73.8082.3%3.4%
30Δ77.5373.2%2.8%74.3181.2%3.0%
35Δ77.1474.4%2.5%74.7581.5%2.6%
40Δ76.7575.2%2.2%75.1881.8%2.2%
45Δ76.3775.8%1.9%75.5982.2%2.0%
50Δ75.9976.4%1.6%76.0082.5%1.7%
55Δ75.6077.1%1.4%76.4585.0%1.5%
60Δ75.2077.8%1.2%76.9087.4%1.3%
65Δ74.6185.7%1.1%77.63100.7%1.2%
70Δ73.80101.4%1.0%78.0291.7%0.9%
75Δ73.03115.6%0.9%79.36117.6%0.9%
80Δ72.68100.2%0.6%82.28173.8%0.9%

20Δ

Calls
Pseudo strike
78.48
IV
72.4%
B/E move
3.8%
Puts
Pseudo strike
73.14
IV
86.6%
B/E move
4.2%

25Δ

Calls
Pseudo strike
77.98
IV
73.2%
B/E move
3.3%
Puts
Pseudo strike
73.80
IV
82.3%
B/E move
3.4%

30Δ

Calls
Pseudo strike
77.53
IV
73.2%
B/E move
2.8%
Puts
Pseudo strike
74.31
IV
81.2%
B/E move
3.0%

35Δ

Calls
Pseudo strike
77.14
IV
74.4%
B/E move
2.5%
Puts
Pseudo strike
74.75
IV
81.5%
B/E move
2.6%

40Δ

Calls
Pseudo strike
76.75
IV
75.2%
B/E move
2.2%
Puts
Pseudo strike
75.18
IV
81.8%
B/E move
2.2%

45Δ

Calls
Pseudo strike
76.37
IV
75.8%
B/E move
1.9%
Puts
Pseudo strike
75.59
IV
82.2%
B/E move
2.0%

50Δ

Calls
Pseudo strike
75.99
IV
76.4%
B/E move
1.6%
Puts
Pseudo strike
76.00
IV
82.5%
B/E move
1.7%

55Δ

Calls
Pseudo strike
75.60
IV
77.1%
B/E move
1.4%
Puts
Pseudo strike
76.45
IV
85.0%
B/E move
1.5%

60Δ

Calls
Pseudo strike
75.20
IV
77.8%
B/E move
1.2%
Puts
Pseudo strike
76.90
IV
87.4%
B/E move
1.3%

65Δ

Calls
Pseudo strike
74.61
IV
85.7%
B/E move
1.1%
Puts
Pseudo strike
77.63
IV
100.7%
B/E move
1.2%

70Δ

Calls
Pseudo strike
73.80
IV
101.4%
B/E move
1.0%
Puts
Pseudo strike
78.02
IV
91.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
73.03
IV
115.6%
B/E move
0.9%
Puts
Pseudo strike
79.36
IV
117.6%
B/E move
0.9%

80Δ

Calls
Pseudo strike
72.68
IV
100.2%
B/E move
0.6%
Puts
Pseudo strike
82.28
IV
173.8%
B/E move
0.9%