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BuzzFeed Inc BZFD

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
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Market dataready · fetched 2026-10-22T11:58:06.578Z

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 · 2026-10-21T20:00:00.183932869Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T11:52:17.287124+00:00

Share price$1.01
1D+2.1%
AH$0.98$1.00$1.01$1.02$1.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBZFD
Sold putSold callAH

BuzzFeed Inc options

Live interpolated BZFD call and put midpoint premiums by absolute delta.BuzzFeed Inc$0.03$0.29$0.55$0.81$1.06$0.07$0.64$1.21$1.78$2.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BZFD spot · $1.01BZFD PRICE$0.05$0.10$0.14$0.18$0.22$0.27$0.30$0.31$0.31$0.32$0.35$0.42$0.50$0.57$0.64$0.71$0.78$0.85$0.92$0.99
PutsExpensive2.69×
CallsExpensive4.40×
SkewBullish-141.17 pp
Implied moveBearish±$0.87
TiltBearish50.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.03214.0%106.8%
25Δ2.37276.5%144.6%
30Δ2.71339.0%182.5%
35Δ3.05401.5%220.3%1.04298.3%31.9%
40Δ3.39464.0%258.2%1.14287.7%28.9%
45Δ3.73526.5%296.1%1.24277.1%25.9%
50Δ3.32540.9%258.1%1.34266.5%22.9%
55Δ2.44458.6%171.6%1.45255.9%19.9%
60Δ1.81385.0%110.3%1.55245.3%16.9%
65Δ1.18311.4%49.0%1.65234.6%13.9%
70Δ1.75224.0%10.9%
75Δ1.85213.4%7.9%
80Δ1.95202.8%4.9%

20Δ

Calls
Pseudo strike
2.03
IV
214.0%
B/E move
106.8%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
2.37
IV
276.5%
B/E move
144.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
2.71
IV
339.0%
B/E move
182.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
3.05
IV
401.5%
B/E move
220.3%
Puts
Pseudo strike
1.04
IV
298.3%
B/E move
31.9%

40Δ

Calls
Pseudo strike
3.39
IV
464.0%
B/E move
258.2%
Puts
Pseudo strike
1.14
IV
287.7%
B/E move
28.9%

45Δ

Calls
Pseudo strike
3.73
IV
526.5%
B/E move
296.1%
Puts
Pseudo strike
1.24
IV
277.1%
B/E move
25.9%

50Δ

Calls
Pseudo strike
3.32
IV
540.9%
B/E move
258.1%
Puts
Pseudo strike
1.34
IV
266.5%
B/E move
22.9%

55Δ

Calls
Pseudo strike
2.44
IV
458.6%
B/E move
171.6%
Puts
Pseudo strike
1.45
IV
255.9%
B/E move
19.9%

60Δ

Calls
Pseudo strike
1.81
IV
385.0%
B/E move
110.3%
Puts
Pseudo strike
1.55
IV
245.3%
B/E move
16.9%

65Δ

Calls
Pseudo strike
1.18
IV
311.4%
B/E move
49.0%
Puts
Pseudo strike
1.65
IV
234.6%
B/E move
13.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.75
IV
224.0%
B/E move
10.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.85
IV
213.4%
B/E move
7.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.95
IV
202.8%
B/E move
4.9%

Options history

No recorded observations