IntraAlpha
Create free account Start free

Butterfly Network, Inc. BFLY

i

Market datapartial · fetched 2026-10-22T05:17:15.573Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:38:14.229102945Z

FundamentalsAlpha Vantage · unavailable

Share price$7.10
1D-4.3%
AH$7.07$7.17$7.27$7.37$7.475:30 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.$0.16$0.71$1.27$1.82$2.38$4.26$5.88$7.51$9.14$10.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BFLY spot · $7.10BFLY PRICE$0.22$0.28$0.37$0.46$0.56$0.65$0.75$0.93$1.10$1.27$1.45$1.63$1.87$0.30$0.40$0.52$0.65$0.77$0.90$1.02$1.19$1.38$1.57$1.76$1.95$2.22
PutsCheap0.94×
CallsExpensive1.19×
SkewBullish-13.67 pp
Implied moveBearish±$1.77
TiltBearish11.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.81112.6%41.3%5.73109.8%23.6%
25Δ9.20108.4%33.5%6.05111.3%20.4%
30Δ8.78108.0%28.8%6.33109.9%18.3%
35Δ8.46109.4%25.7%6.60108.5%16.1%
40Δ8.14110.7%22.5%6.88107.1%14.0%
45Δ7.82112.1%19.3%7.16105.7%11.8%
50Δ7.50113.5%16.2%7.43104.2%9.7%
55Δ7.19116.6%14.3%7.71102.2%8.2%
60Δ6.88119.6%12.4%7.9999.9%7.0%
65Δ6.58122.6%10.6%8.2797.6%5.7%
70Δ6.27125.7%8.7%8.5595.3%4.5%
75Δ5.96128.0%6.8%8.8293.0%3.3%
80Δ5.60125.8%5.2%9.1690.9%2.2%

20Δ

Calls
Pseudo strike
9.81
IV
112.6%
B/E move
41.3%
Puts
Pseudo strike
5.73
IV
109.8%
B/E move
23.6%

25Δ

Calls
Pseudo strike
9.20
IV
108.4%
B/E move
33.5%
Puts
Pseudo strike
6.05
IV
111.3%
B/E move
20.4%

30Δ

Calls
Pseudo strike
8.78
IV
108.0%
B/E move
28.8%
Puts
Pseudo strike
6.33
IV
109.9%
B/E move
18.3%

35Δ

Calls
Pseudo strike
8.46
IV
109.4%
B/E move
25.7%
Puts
Pseudo strike
6.60
IV
108.5%
B/E move
16.1%

40Δ

Calls
Pseudo strike
8.14
IV
110.7%
B/E move
22.5%
Puts
Pseudo strike
6.88
IV
107.1%
B/E move
14.0%

45Δ

Calls
Pseudo strike
7.82
IV
112.1%
B/E move
19.3%
Puts
Pseudo strike
7.16
IV
105.7%
B/E move
11.8%

50Δ

Calls
Pseudo strike
7.50
IV
113.5%
B/E move
16.2%
Puts
Pseudo strike
7.43
IV
104.2%
B/E move
9.7%

55Δ

Calls
Pseudo strike
7.19
IV
116.6%
B/E move
14.3%
Puts
Pseudo strike
7.71
IV
102.2%
B/E move
8.2%

60Δ

Calls
Pseudo strike
6.88
IV
119.6%
B/E move
12.4%
Puts
Pseudo strike
7.99
IV
99.9%
B/E move
7.0%

65Δ

Calls
Pseudo strike
6.58
IV
122.6%
B/E move
10.6%
Puts
Pseudo strike
8.27
IV
97.6%
B/E move
5.7%

70Δ

Calls
Pseudo strike
6.27
IV
125.7%
B/E move
8.7%
Puts
Pseudo strike
8.55
IV
95.3%
B/E move
4.5%

75Δ

Calls
Pseudo strike
5.96
IV
128.0%
B/E move
6.8%
Puts
Pseudo strike
8.82
IV
93.0%
B/E move
3.3%

80Δ

Calls
Pseudo strike
5.60
IV
125.8%
B/E move
5.2%
Puts
Pseudo strike
9.16
IV
90.9%
B/E move
2.2%

Options history

No recorded observations