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Byrna Technologies, Inc. Common Stock BYRN

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-12T01:51:53.663Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-11T23:36:11.409304794Z

FundamentalsAlpha Vantage · ready · quarter 2026-08-31 · fetched 2026-11-12T01:46:40.192610+00:00

Share price$4.13
1D-0.5%
AH$4.11$4.16$4.21$4.26$4.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBYRN
Sold putSold callAH

Byrna Technologies, Inc. Common Stock options

Live interpolated BYRN call and put midpoint premiums by absolute delta.Byrna Technologies, Inc. Common Stock$0.28$0.59$0.89$1.20$1.50$1.88$3.02$4.16$5.30$6.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BYRN spot · $4.13BYRN PRICE$0.35$0.35$0.38$0.51$0.64$0.77$0.90$1.03$1.16$1.28$1.41$0.31$0.41$0.51$0.61$0.70$0.80$0.90$1.00$1.10
Puts——
Calls——
Skew——
Implied moveBearish±$1.54
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.01105.2%34.8%
25Δ3.24102.9%31.5%
30Δ7.07143.8%79.6%3.47100.6%28.3%
35Δ5.87113.0%50.6%3.7198.4%25.0%
40Δ4.9490.8%28.8%3.9496.1%21.7%
45Δ4.7091.7%26.2%4.1793.8%18.5%
50Δ4.4792.6%23.7%4.4091.6%15.2%
55Δ4.2493.6%21.1%4.6489.3%11.9%
60Δ4.0094.5%18.6%4.8787.0%8.7%
65Δ3.7795.4%16.0%
70Δ3.5396.3%13.5%
75Δ3.3097.3%11.0%
80Δ3.0798.2%8.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.01
IV
105.2%
B/E move
34.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.24
IV
102.9%
B/E move
31.5%

30Δ

Calls
Pseudo strike
7.07
IV
143.8%
B/E move
79.6%
Puts
Pseudo strike
3.47
IV
100.6%
B/E move
28.3%

35Δ

Calls
Pseudo strike
5.87
IV
113.0%
B/E move
50.6%
Puts
Pseudo strike
3.71
IV
98.4%
B/E move
25.0%

40Δ

Calls
Pseudo strike
4.94
IV
90.8%
B/E move
28.8%
Puts
Pseudo strike
3.94
IV
96.1%
B/E move
21.7%

45Δ

Calls
Pseudo strike
4.70
IV
91.7%
B/E move
26.2%
Puts
Pseudo strike
4.17
IV
93.8%
B/E move
18.5%

50Δ

Calls
Pseudo strike
4.47
IV
92.6%
B/E move
23.7%
Puts
Pseudo strike
4.40
IV
91.6%
B/E move
15.2%

55Δ

Calls
Pseudo strike
4.24
IV
93.6%
B/E move
21.1%
Puts
Pseudo strike
4.64
IV
89.3%
B/E move
11.9%

60Δ

Calls
Pseudo strike
4.00
IV
94.5%
B/E move
18.6%
Puts
Pseudo strike
4.87
IV
87.0%
B/E move
8.7%

65Δ

Calls
Pseudo strike
3.77
IV
95.4%
B/E move
16.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.53
IV
96.3%
B/E move
13.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.30
IV
97.3%
B/E move
11.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.07
IV
98.2%
B/E move
8.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend89.60%
Daily EOD
BYRN89.0%93.7%98.4%2026-10-19: 97.71%2026-10-20: 93.17%2026-10-21: 89.60%Oct 19Oct 20Oct 21
3 observations2026-10-19 — 2026-10-21
Table
DateIV (%)
97.71%
93.17%
89.60%