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BuzzFeed, Inc. Class A Common Stock BZFD

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Market datapartial · fetched 2026-10-23T16:02:25.380Z

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 · 2026-10-23T15:59:04.32475215Z

FundamentalsAlpha Vantage · unavailable

Share price$0.97
1D-1.2%
$0.96$0.96$0.97$0.98$0.995:30 AM6:30 AM9:00 AM1:00 PMBZFD
Sold putSold call

BuzzFeed, Inc. Class A Common Stock options

Live interpolated BZFD call and put midpoint premiums by absolute delta.BuzzFeed, Inc. Class A Common Stock$0.06$0.52$0.98$1.44$1.90$0.27$0.70$1.13$1.55$1.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BZFD spot · $0.97BZFD PRICE$0.11$0.14$0.18$0.21$0.25$0.28$0.31$0.35$0.34$0.58$0.82$1.05$1.29$1.53$1.77
PutsExpensive1.61×
CallsExpensive2.59×
SkewBullish-82.39 pp
Implied moveBearish±$0.59
TiltBearish60.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ1.89188.7%106.2%
35Δ1.77198.3%97.9%
40Δ1.66208.0%89.7%
45Δ1.55217.7%81.4%
50Δ1.43227.4%73.2%1.20100.6%11.2%
55Δ1.32237.1%64.9%1.45113.8%9.9%
60Δ1.20246.8%56.6%1.70127.0%8.6%
65Δ1.09256.5%48.4%1.95140.2%7.3%
70Δ2.20153.4%6.0%
75Δ2.45166.6%4.8%
80Δ2.70179.8%3.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
1.89
IV
188.7%
B/E move
106.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
1.77
IV
198.3%
B/E move
97.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
1.66
IV
208.0%
B/E move
89.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
1.55
IV
217.7%
B/E move
81.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
1.43
IV
227.4%
B/E move
73.2%
Puts
Pseudo strike
1.20
IV
100.6%
B/E move
11.2%

55Δ

Calls
Pseudo strike
1.32
IV
237.1%
B/E move
64.9%
Puts
Pseudo strike
1.45
IV
113.8%
B/E move
9.9%

60Δ

Calls
Pseudo strike
1.20
IV
246.8%
B/E move
56.6%
Puts
Pseudo strike
1.70
IV
127.0%
B/E move
8.6%

65Δ

Calls
Pseudo strike
1.09
IV
256.5%
B/E move
48.4%
Puts
Pseudo strike
1.95
IV
140.2%
B/E move
7.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.20
IV
153.4%
B/E move
6.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.45
IV
166.6%
B/E move
4.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.70
IV
179.8%
B/E move
3.5%

Options history

BZFD233.26238.96244.662026-10-20: 243.87%2026-10-22: 234.04%Oct 20Oct 22
Table
DateIV
243.87%
234.04%