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BuzzFeed Inc BZFD

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
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Market dataready · fetched 2026-10-24T04:21:50.925Z

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 · 2026-10-23T20:00:00.528441589Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:21:50.844507+00:00

Share price$0.96
1D-1.6%
AH$0.95$0.96$0.97$0.98$0.995:30 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$0.00$1.08$2.16$3.24$4.32$0.02$0.63$1.25$1.86$2.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BZFD spot · $0.96BZFD PRICE$0.05$0.09$0.13$0.18$0.22$0.26$0.30$0.34$0.41$0.47$0.25$0.42$0.59$0.76$0.93$1.10$2.53$4.01
PutsExpensive2.86×
CallsExpensive5.51×
SkewBullish-211.88 pp
Implied moveBearish±$0.72
TiltBearish62.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.01230.2%114.1%
25Δ2.15282.2%132.4%
30Δ2.28334.2%150.7%
35Δ2.42386.2%169.0%
40Δ2.55438.2%187.2%
45Δ2.69490.2%205.5%1.06179.9%16.6%
50Δ2.82542.2%223.8%1.24199.5%15.2%
55Δ2.96594.2%242.0%1.42219.0%13.8%
60Δ3.96700.7%352.9%1.60238.6%12.3%
65Δ4.53792.5%418.8%1.79258.2%10.9%
70Δ1.97277.8%9.5%
75Δ3.42348.3%8.0%
80Δ4.91416.3%6.4%

20Δ

Calls
Pseudo strike
2.01
IV
230.2%
B/E move
114.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
2.15
IV
282.2%
B/E move
132.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
2.28
IV
334.2%
B/E move
150.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
2.42
IV
386.2%
B/E move
169.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
2.55
IV
438.2%
B/E move
187.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
2.69
IV
490.2%
B/E move
205.5%
Puts
Pseudo strike
1.06
IV
179.9%
B/E move
16.6%

50Δ

Calls
Pseudo strike
2.82
IV
542.2%
B/E move
223.8%
Puts
Pseudo strike
1.24
IV
199.5%
B/E move
15.2%

55Δ

Calls
Pseudo strike
2.96
IV
594.2%
B/E move
242.0%
Puts
Pseudo strike
1.42
IV
219.0%
B/E move
13.8%

60Δ

Calls
Pseudo strike
3.96
IV
700.7%
B/E move
352.9%
Puts
Pseudo strike
1.60
IV
238.6%
B/E move
12.3%

65Δ

Calls
Pseudo strike
4.53
IV
792.5%
B/E move
418.8%
Puts
Pseudo strike
1.79
IV
258.2%
B/E move
10.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.97
IV
277.8%
B/E move
9.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.42
IV
348.3%
B/E move
8.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.91
IV
416.3%
B/E move
6.4%

Options history

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