Share price$7.11
1D+2.3%
Sold putSold call
Butterfly Network, Inc. BFLY
i
Market datapartial · fetched 2026-10-22T13:41:44.861Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T13:41:40.91154864Z
FundamentalsAlpha Vantage · unavailable
Butterfly Network, Inc. options
PutsFair0.99×
CallsExpensive1.07×
SkewBearish+5.00 pp
Implied moveBearish±$1.68
TiltBearish26.9% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 9.75 | 110.1% | 40.2% | 5.78 | 104.2% | 22.6% |
| 25Δ | 9.32 | 112.4% | 35.2% | 6.10 | 103.7% | 19.4% |
| 30Δ | 8.90 | 113.2% | 30.4% | 6.37 | 103.2% | 17.4% |
| 35Δ | 8.52 | 109.7% | 26.1% | 6.63 | 102.8% | 15.4% |
| 40Δ | 8.15 | 106.3% | 21.9% | 6.90 | 102.4% | 13.4% |
| 45Δ | 7.77 | 102.8% | 17.6% | 7.16 | 102.0% | 11.4% |
| 50Δ | 7.43 | 100.3% | 14.1% | 7.43 | 101.5% | 9.5% |
| 55Δ | 7.17 | 100.1% | 12.4% | 7.80 | 105.0% | 8.2% |
| 60Δ | 6.91 | 99.9% | 10.6% | 8.20 | 109.9% | 7.1% |
| 65Δ | 6.65 | 99.6% | 8.9% | 8.60 | 114.8% | 6.1% |
| 70Δ | 6.39 | 99.4% | 7.1% | 9.01 | 119.6% | 5.0% |
| 75Δ | 6.13 | 99.2% | 5.3% | 9.61 | 123.1% | 4.0% |
| 80Δ | 5.80 | 101.8% | 3.9% | 10.34 | 127.6% | 2.9% |
20Δ
- Pseudo strike
- 9.75
- IV
- 110.1%
- B/E move
- 40.2%
- Pseudo strike
- 5.78
- IV
- 104.2%
- B/E move
- 22.6%
25Δ
- Pseudo strike
- 9.32
- IV
- 112.4%
- B/E move
- 35.2%
- Pseudo strike
- 6.10
- IV
- 103.7%
- B/E move
- 19.4%
30Δ
- Pseudo strike
- 8.90
- IV
- 113.2%
- B/E move
- 30.4%
- Pseudo strike
- 6.37
- IV
- 103.2%
- B/E move
- 17.4%
35Δ
- Pseudo strike
- 8.52
- IV
- 109.7%
- B/E move
- 26.1%
- Pseudo strike
- 6.63
- IV
- 102.8%
- B/E move
- 15.4%
40Δ
- Pseudo strike
- 8.15
- IV
- 106.3%
- B/E move
- 21.9%
- Pseudo strike
- 6.90
- IV
- 102.4%
- B/E move
- 13.4%
45Δ
- Pseudo strike
- 7.77
- IV
- 102.8%
- B/E move
- 17.6%
- Pseudo strike
- 7.16
- IV
- 102.0%
- B/E move
- 11.4%
50Δ
- Pseudo strike
- 7.43
- IV
- 100.3%
- B/E move
- 14.1%
- Pseudo strike
- 7.43
- IV
- 101.5%
- B/E move
- 9.5%
55Δ
- Pseudo strike
- 7.17
- IV
- 100.1%
- B/E move
- 12.4%
- Pseudo strike
- 7.80
- IV
- 105.0%
- B/E move
- 8.2%
60Δ
- Pseudo strike
- 6.91
- IV
- 99.9%
- B/E move
- 10.6%
- Pseudo strike
- 8.20
- IV
- 109.9%
- B/E move
- 7.1%
65Δ
- Pseudo strike
- 6.65
- IV
- 99.6%
- B/E move
- 8.9%
- Pseudo strike
- 8.60
- IV
- 114.8%
- B/E move
- 6.1%
70Δ
- Pseudo strike
- 6.39
- IV
- 99.4%
- B/E move
- 7.1%
- Pseudo strike
- 9.01
- IV
- 119.6%
- B/E move
- 5.0%
75Δ
- Pseudo strike
- 6.13
- IV
- 99.2%
- B/E move
- 5.3%
- Pseudo strike
- 9.61
- IV
- 123.1%
- B/E move
- 4.0%
80Δ
- Pseudo strike
- 5.80
- IV
- 101.8%
- B/E move
- 3.9%
- Pseudo strike
- 10.34
- IV
- 127.6%
- B/E move
- 2.9%
Options history
Table
| Date | IV |
|---|---|
| 94.10% | |
| 97.95% |