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Braze, Inc. Class A Common Stock BRZE

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-11T15:46:39.460Z

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 · 2026-11-11T15:46:30.617283614Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-11T15:46:39.104874+00:00

Share price$46.34
1D+0.1%
$46.22$46.26$46.29$46.33$46.365:30 AM6:30 AM9:00 AM1:00 PMBRZE
Sold putSold call

Braze, Inc. Class A Common Stock options

Live interpolated BRZE call and put midpoint premiums by absolute delta.Braze, Inc. Class A Common Stock$0.63$1.64$2.65$3.65$4.66$43.48$44.65$45.82$46.99$48.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BRZE spot · $46.34BRZE PRICE$1.07$1.07$1.38$1.72$2.05$2.38$2.71$3.04$3.38$3.71$4.04$4.37$0.74$0.95$1.16$1.38$1.59$1.80$2.01$2.22$2.43$2.64$2.85$3.06$3.27
PutsExpensive1.70×
Calls——
Skew——
Implied moveBullish±$4.72
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.03150.6%29.7%43.9630.6%6.7%
25Δ52.78106.5%16.2%44.3831.0%6.3%
30Δ51.62101.8%14.4%44.8131.3%5.8%
35Δ50.6899.2%13.1%45.2431.6%5.3%
40Δ49.7496.6%11.8%45.6631.9%4.9%
45Δ48.8094.0%10.5%46.0932.3%4.4%
50Δ47.8691.3%9.1%46.5232.6%3.9%
55Δ46.9288.7%7.8%46.9432.9%3.5%
60Δ45.9786.1%6.5%47.3733.3%3.0%
65Δ45.0383.5%5.2%47.8033.6%2.5%
70Δ44.0980.9%3.9%48.2333.9%2.1%
75Δ43.1578.2%2.6%48.6534.3%1.6%
80Δ49.0834.6%1.1%

20Δ

Calls
Pseudo strike
59.03
IV
150.6%
B/E move
29.7%
Puts
Pseudo strike
43.96
IV
30.6%
B/E move
6.7%

25Δ

Calls
Pseudo strike
52.78
IV
106.5%
B/E move
16.2%
Puts
Pseudo strike
44.38
IV
31.0%
B/E move
6.3%

30Δ

Calls
Pseudo strike
51.62
IV
101.8%
B/E move
14.4%
Puts
Pseudo strike
44.81
IV
31.3%
B/E move
5.8%

35Δ

Calls
Pseudo strike
50.68
IV
99.2%
B/E move
13.1%
Puts
Pseudo strike
45.24
IV
31.6%
B/E move
5.3%

40Δ

Calls
Pseudo strike
49.74
IV
96.6%
B/E move
11.8%
Puts
Pseudo strike
45.66
IV
31.9%
B/E move
4.9%

45Δ

Calls
Pseudo strike
48.80
IV
94.0%
B/E move
10.5%
Puts
Pseudo strike
46.09
IV
32.3%
B/E move
4.4%

50Δ

Calls
Pseudo strike
47.86
IV
91.3%
B/E move
9.1%
Puts
Pseudo strike
46.52
IV
32.6%
B/E move
3.9%

55Δ

Calls
Pseudo strike
46.92
IV
88.7%
B/E move
7.8%
Puts
Pseudo strike
46.94
IV
32.9%
B/E move
3.5%

60Δ

Calls
Pseudo strike
45.97
IV
86.1%
B/E move
6.5%
Puts
Pseudo strike
47.37
IV
33.3%
B/E move
3.0%

65Δ

Calls
Pseudo strike
45.03
IV
83.5%
B/E move
5.2%
Puts
Pseudo strike
47.80
IV
33.6%
B/E move
2.5%

70Δ

Calls
Pseudo strike
44.09
IV
80.9%
B/E move
3.9%
Puts
Pseudo strike
48.23
IV
33.9%
B/E move
2.1%

75Δ

Calls
Pseudo strike
43.15
IV
78.2%
B/E move
2.6%
Puts
Pseudo strike
48.65
IV
34.3%
B/E move
1.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.08
IV
34.6%
B/E move
1.1%

Options history

IV · four-Friday blend65.64%
Daily close
BRZE59.0%76.8%94.7%2026-08-13: 71.14%2026-08-14: 68.27%2026-08-17: 73.80%2026-08-21: 74.73%2026-08-24: 75.07%2026-08-25: 75.12%2026-08-26: 74.34%2026-08-27: 75.94%2026-08-28: 74.53%2026-08-31: 75.88%2026-09-01: 77.85%2026-09-02: 78.32%2026-09-03: 78.48%2026-09-04: 81.68%2026-09-08: 92.22%2026-09-09: 63.09%2026-09-10: 62.13%2026-09-14: 67.21%2026-09-16: 69.99%2026-09-17: 64.29%2026-09-18: 61.45%2026-09-21: 61.95%2026-09-22: 61.97%2026-09-23: 62.28%2026-09-24: 62.75%2026-09-25: 62.09%2026-09-28: 64.55%2026-09-29: 64.33%2026-09-30: 64.04%2026-10-01: 64.23%2026-10-02: 63.44%2026-10-05: 64.19%2026-10-06: 63.19%2026-10-07: 64.63%2026-10-08: 66.67%2026-10-09: 64.89%2026-10-12: 66.42%2026-10-16: 67.41%2026-10-19: 65.64%Aug 13Sep 17Oct 19
39 observations2026-08-13 — 2026-10-19
Table
DateIV (%)
71.14%
68.27%
73.80%
74.73%
75.07%
75.12%
74.34%
75.94%
74.53%
75.88%
77.85%
78.32%
78.48%
81.68%
92.22%
63.09%
62.13%
67.21%
69.99%
64.29%
61.45%
61.95%
61.97%
62.28%
62.75%
62.09%
64.55%
64.33%
64.04%
64.23%
63.44%
64.19%
63.19%
64.63%
66.67%
64.89%
66.42%
67.41%
65.64%