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Affirm Holdings Inc AFRM

FINANCIAL SERVICES · CREDIT SERVICES
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Market dataready · fetched 2026-10-16T00:14:47.256Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:38.413951401Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:14:46.578976+00:00

Share price$75.60
1D+9.9%
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$1.14$5.53$9.93$14.32$18.71$55.72$65.70$75.68$85.66$95.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AFRM spot · $75.60AFRM PRICE$1.61$2.15$2.75$3.38$4.13$4.92$5.82$6.68$7.83$8.95$9.96$11.11$12.71$2.07$2.79$3.65$4.48$5.26$6.18$7.46$8.97$9.76$10.95$12.77$15.59$17.45
PutsExpensive1.18×
CallsExpensive1.19×
SkewBullish-0.64 pp
Implied moveBearish±$13.28
TiltBearish13.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.6467.0%24.7%64.6169.9%17.3%
25Δ89.4767.1%21.2%67.0170.1%15.1%
30Δ86.7967.6%18.4%69.2171.1%13.3%
35Δ84.2067.3%15.8%71.4070.4%11.5%
40Δ82.0568.7%14.0%73.5268.3%9.7%
45Δ79.8569.1%12.1%75.5867.0%8.2%
50Δ77.7570.0%10.5%77.6768.3%7.1%
55Δ75.6369.2%8.9%79.9269.8%6.2%
60Δ73.5170.5%7.6%81.6765.8%4.9%
65Δ71.4370.5%6.3%83.6663.7%3.8%
70Δ69.4068.3%5.0%86.0964.0%3.0%
75Δ67.3766.5%3.8%89.4066.8%2.4%
80Δ65.0966.3%2.9%91.8364.3%1.6%

20Δ

Calls
Pseudo strike
92.64
IV
67.0%
B/E move
24.7%
Puts
Pseudo strike
64.61
IV
69.9%
B/E move
17.3%

25Δ

Calls
Pseudo strike
89.47
IV
67.1%
B/E move
21.2%
Puts
Pseudo strike
67.01
IV
70.1%
B/E move
15.1%

30Δ

Calls
Pseudo strike
86.79
IV
67.6%
B/E move
18.4%
Puts
Pseudo strike
69.21
IV
71.1%
B/E move
13.3%

35Δ

Calls
Pseudo strike
84.20
IV
67.3%
B/E move
15.8%
Puts
Pseudo strike
71.40
IV
70.4%
B/E move
11.5%

40Δ

Calls
Pseudo strike
82.05
IV
68.7%
B/E move
14.0%
Puts
Pseudo strike
73.52
IV
68.3%
B/E move
9.7%

45Δ

Calls
Pseudo strike
79.85
IV
69.1%
B/E move
12.1%
Puts
Pseudo strike
75.58
IV
67.0%
B/E move
8.2%

50Δ

Calls
Pseudo strike
77.75
IV
70.0%
B/E move
10.5%
Puts
Pseudo strike
77.67
IV
68.3%
B/E move
7.1%

55Δ

Calls
Pseudo strike
75.63
IV
69.2%
B/E move
8.9%
Puts
Pseudo strike
79.92
IV
69.8%
B/E move
6.2%

60Δ

Calls
Pseudo strike
73.51
IV
70.5%
B/E move
7.6%
Puts
Pseudo strike
81.67
IV
65.8%
B/E move
4.9%

65Δ

Calls
Pseudo strike
71.43
IV
70.5%
B/E move
6.3%
Puts
Pseudo strike
83.66
IV
63.7%
B/E move
3.8%

70Δ

Calls
Pseudo strike
69.40
IV
68.3%
B/E move
5.0%
Puts
Pseudo strike
86.09
IV
64.0%
B/E move
3.0%

75Δ

Calls
Pseudo strike
67.37
IV
66.5%
B/E move
3.8%
Puts
Pseudo strike
89.40
IV
66.8%
B/E move
2.4%

80Δ

Calls
Pseudo strike
65.09
IV
66.3%
B/E move
2.9%
Puts
Pseudo strike
91.83
IV
64.3%
B/E move
1.6%