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Byrna Technologies, Inc. Common Stock BYRN

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Market datapartial · fetched 2026-10-22T23:52:50.717Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T20:00:00.404353428Z

FundamentalsAlpha Vantage · unavailable

Share price$4.84
1D+0.8%
AH$4.66$4.73$4.81$4.89$4.965:30 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$0.12$1.24$2.37$3.49$4.62$1.99$3.42$4.85$6.28$7.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BYRN spot · $4.84BYRN PRICE$0.24$0.37$0.41$0.45$0.49$0.53$0.57$0.66$0.89$1.13$1.36$1.59$1.82$0.46$0.51$0.56$0.61$0.66$0.71$1.11$1.64$2.17$2.70$3.23$3.76$4.29
PutsExpensive1.16×
CallsExpensive1.13×
SkewBullish-1.08 pp
Implied moveBearish±$1.68
TiltBearish36.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.62130.9%83.1%3.11190.1%45.3%
25Δ9.96176.9%113.4%3.47170.3%38.9%
30Δ9.15162.6%97.6%3.82150.5%32.6%
35Δ8.27146.5%80.3%4.18130.6%26.2%
40Δ7.40130.3%63.0%4.54110.8%19.8%
45Δ6.52114.2%45.7%4.9091.0%13.4%
50Δ5.6598.0%28.5%5.4389.0%10.7%
55Δ4.9287.7%15.3%6.0293.7%9.5%
60Δ4.6094.0%13.6%6.6198.5%8.2%
65Δ4.29100.2%11.9%7.21103.2%6.9%
70Δ3.98106.5%10.2%7.80107.9%5.6%
75Δ3.66112.7%8.5%8.39112.6%4.3%
80Δ3.35119.0%6.8%8.98117.4%3.0%

20Δ

Calls
Pseudo strike
8.62
IV
130.9%
B/E move
83.1%
Puts
Pseudo strike
3.11
IV
190.1%
B/E move
45.3%

25Δ

Calls
Pseudo strike
9.96
IV
176.9%
B/E move
113.4%
Puts
Pseudo strike
3.47
IV
170.3%
B/E move
38.9%

30Δ

Calls
Pseudo strike
9.15
IV
162.6%
B/E move
97.6%
Puts
Pseudo strike
3.82
IV
150.5%
B/E move
32.6%

35Δ

Calls
Pseudo strike
8.27
IV
146.5%
B/E move
80.3%
Puts
Pseudo strike
4.18
IV
130.6%
B/E move
26.2%

40Δ

Calls
Pseudo strike
7.40
IV
130.3%
B/E move
63.0%
Puts
Pseudo strike
4.54
IV
110.8%
B/E move
19.8%

45Δ

Calls
Pseudo strike
6.52
IV
114.2%
B/E move
45.7%
Puts
Pseudo strike
4.90
IV
91.0%
B/E move
13.4%

50Δ

Calls
Pseudo strike
5.65
IV
98.0%
B/E move
28.5%
Puts
Pseudo strike
5.43
IV
89.0%
B/E move
10.7%

55Δ

Calls
Pseudo strike
4.92
IV
87.7%
B/E move
15.3%
Puts
Pseudo strike
6.02
IV
93.7%
B/E move
9.5%

60Δ

Calls
Pseudo strike
4.60
IV
94.0%
B/E move
13.6%
Puts
Pseudo strike
6.61
IV
98.5%
B/E move
8.2%

65Δ

Calls
Pseudo strike
4.29
IV
100.2%
B/E move
11.9%
Puts
Pseudo strike
7.21
IV
103.2%
B/E move
6.9%

70Δ

Calls
Pseudo strike
3.98
IV
106.5%
B/E move
10.2%
Puts
Pseudo strike
7.80
IV
107.9%
B/E move
5.6%

75Δ

Calls
Pseudo strike
3.66
IV
112.7%
B/E move
8.5%
Puts
Pseudo strike
8.39
IV
112.6%
B/E move
4.3%

80Δ

Calls
Pseudo strike
3.35
IV
119.0%
B/E move
6.8%
Puts
Pseudo strike
8.98
IV
117.4%
B/E move
3.0%

Options history

BYRN89.3291.3993.462026-10-20: 93.17%2026-10-21: 89.60%Oct 20Oct 21
Table
DateIV
93.17%
89.60%