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Braze Inc BRZE

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-22T04:26:05.051Z

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 · 2026-10-21T20:31:23.885591138Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-22T04:26:03.507150+00:00

Share price$45.78
1D+0.7%
AH$45.42$45.52$45.63$45.73$45.835:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBRZE
Sold putSold callAH

Braze Inc options

Live interpolated BRZE call and put midpoint premiums by absolute delta.Braze Inc$0.77$2.47$4.17$5.87$7.58$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEBRZE PRICE$0.95$1.34$1.72$2.11$2.49$2.88$3.27$3.65$4.04$4.42$4.81$5.70$7.09
PutsCheap0.50×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.9312.7%1.7%
25Δ46.3215.9%1.7%
30Δ46.7019.0%1.7%
35Δ47.0922.1%1.7%
40Δ47.4825.3%1.7%
45Δ47.8728.4%1.7%
50Δ48.2631.5%1.7%
55Δ48.6434.7%1.7%
60Δ49.0337.8%1.7%
65Δ49.4240.9%1.7%
70Δ49.8144.1%1.7%
75Δ50.7946.4%1.5%
80Δ52.3748.0%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.93
IV
12.7%
B/E move
1.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.32
IV
15.9%
B/E move
1.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.70
IV
19.0%
B/E move
1.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.09
IV
22.1%
B/E move
1.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.48
IV
25.3%
B/E move
1.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.87
IV
28.4%
B/E move
1.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.26
IV
31.5%
B/E move
1.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.64
IV
34.7%
B/E move
1.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.03
IV
37.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.42
IV
40.9%
B/E move
1.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.81
IV
44.1%
B/E move
1.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.79
IV
46.4%
B/E move
1.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.37
IV
48.0%
B/E move
1.1%

Options history

No recorded observations