IntraAlpha
Create free account Start free

Butterfly Network, Inc. BFLY

i

Market dataready · fetched 2026-11-11T05:55:07.752Z

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

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 · 2026-11-11T00:58:25.700800642Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T05:55:07.398131+00:00

Share price$6.60
1D+1.4%
AH$6.36$6.46$6.57$6.68$6.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBFLY
Sold putSold callAH

Butterfly Network, Inc. options

Live interpolated BFLY call and put midpoint premiums by absolute delta.Butterfly Network, Inc.$0.05$0.48$0.90$1.32$1.75$5.13$5.87$6.61$7.35$8.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BFLY spot · $6.60BFLY PRICE$0.10$0.15$0.21$0.27$0.33$0.38$0.44$0.50$0.56$0.62$0.67$0.73$1.31$0.13$0.17$0.27$0.37$0.47$0.57$0.67$0.77$0.87$0.97$1.07$1.32$1.63
PutsFair1.00×
CallsCheap0.85×
SkewBearish+15.15 pp
Implied moveBearish±$1.12
TiltBearish19.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.5591.3%15.9%5.77103.5%14.5%
25Δ7.3890.3%14.1%6.0496.7%11.1%
30Δ7.2490.7%13.0%6.2099.5%10.3%
35Δ7.1191.1%11.8%6.35102.3%9.4%
40Δ6.9891.5%10.7%6.51105.2%8.5%
45Δ6.8491.8%9.5%6.67108.0%7.6%
50Δ6.7192.2%8.4%6.83110.8%6.8%
55Δ6.5892.6%7.2%6.99113.6%5.9%
60Δ6.4493.0%6.1%7.14116.4%5.0%
65Δ6.3193.4%4.9%7.30119.2%4.1%
70Δ6.1893.7%3.8%7.46122.0%3.3%
75Δ6.0494.1%2.6%7.75122.2%2.6%
80Δ5.42138.3%2.0%8.10121.6%2.0%

20Δ

Calls
Pseudo strike
7.55
IV
91.3%
B/E move
15.9%
Puts
Pseudo strike
5.77
IV
103.5%
B/E move
14.5%

25Δ

Calls
Pseudo strike
7.38
IV
90.3%
B/E move
14.1%
Puts
Pseudo strike
6.04
IV
96.7%
B/E move
11.1%

30Δ

Calls
Pseudo strike
7.24
IV
90.7%
B/E move
13.0%
Puts
Pseudo strike
6.20
IV
99.5%
B/E move
10.3%

35Δ

Calls
Pseudo strike
7.11
IV
91.1%
B/E move
11.8%
Puts
Pseudo strike
6.35
IV
102.3%
B/E move
9.4%

40Δ

Calls
Pseudo strike
6.98
IV
91.5%
B/E move
10.7%
Puts
Pseudo strike
6.51
IV
105.2%
B/E move
8.5%

45Δ

Calls
Pseudo strike
6.84
IV
91.8%
B/E move
9.5%
Puts
Pseudo strike
6.67
IV
108.0%
B/E move
7.6%

50Δ

Calls
Pseudo strike
6.71
IV
92.2%
B/E move
8.4%
Puts
Pseudo strike
6.83
IV
110.8%
B/E move
6.8%

55Δ

Calls
Pseudo strike
6.58
IV
92.6%
B/E move
7.2%
Puts
Pseudo strike
6.99
IV
113.6%
B/E move
5.9%

60Δ

Calls
Pseudo strike
6.44
IV
93.0%
B/E move
6.1%
Puts
Pseudo strike
7.14
IV
116.4%
B/E move
5.0%

65Δ

Calls
Pseudo strike
6.31
IV
93.4%
B/E move
4.9%
Puts
Pseudo strike
7.30
IV
119.2%
B/E move
4.1%

70Δ

Calls
Pseudo strike
6.18
IV
93.7%
B/E move
3.8%
Puts
Pseudo strike
7.46
IV
122.0%
B/E move
3.3%

75Δ

Calls
Pseudo strike
6.04
IV
94.1%
B/E move
2.6%
Puts
Pseudo strike
7.75
IV
122.2%
B/E move
2.6%

80Δ

Calls
Pseudo strike
5.42
IV
138.3%
B/E move
2.0%
Puts
Pseudo strike
8.10
IV
121.6%
B/E move
2.0%

Options history

IV · four-Friday blend113.91%
Daily EOD
BFLY85.1%100.6%116.0%2026-10-19: 93.59%2026-10-20: 94.10%2026-10-21: 97.95%2026-10-22: 97.42%2026-10-23: 97.65%2026-10-26: 100.79%2026-10-27: 104.48%2026-10-28: 100.37%2026-10-29: 87.28%2026-10-30: 113.91%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
93.59%
94.10%
97.95%
97.42%
97.65%
100.79%
104.48%
100.37%
87.28%
113.91%