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Dave Inc DAVE

TECHNOLOGY · SOFTWARE - APPLICATION
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Market dataready · fetched 2026-10-15T20:04:20.102Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:00.096674592Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:04:16.854199+00:00

Share price$369.00
1D+4.5%
AH$348$354$359$365$3715:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDAVE
Sold putSold callAH

Dave Inc options

Live interpolated DAVE call and put midpoint premiums by absolute delta.Dave Inc$1.54$5.28$9.02$12.76$16.50$346.19$357.54$368.90$380.26$391.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $369.00OPTION PRICELive DAVE spot · $369.00DAVE PRICE$1.94$2.14$2.75$3.11$3.72$4.25$5.16$6.48$7.71$8.75$9.88$11.44$12.55$1.98$2.79$3.47$4.58$5.30$6.24$6.18$7.36$8.72$9.36$10.31$12.86$15.43
PutsExpensive1.32×
CallsCheap0.78×
SkewBearish+11.33 pp
Implied moveBearish±$11.34
TiltBearish8.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ384.6491.7%4.8%355.1589.5%4.3%
25Δ379.2875.2%3.4%357.4094.3%3.9%
30Δ377.2076.5%3.0%360.3191.6%3.3%
35Δ374.5269.6%2.3%362.3397.6%3.0%
40Δ372.6768.9%2.0%364.9293.6%2.5%
45Δ370.9166.2%1.7%367.2392.4%2.2%
50Δ369.2067.7%1.5%369.2378.7%1.6%
55Δ367.5274.0%1.4%371.3679.0%1.4%
60Δ365.6175.9%1.2%373.3481.5%1.2%
65Δ363.8074.9%1.0%375.0275.9%0.9%
70Δ361.9273.4%0.8%376.7172.4%0.7%
75Δ359.7874.0%0.6%379.7078.1%0.6%
80Δ358.0570.1%0.4%382.7580.7%0.5%

20Δ

Calls
Pseudo strike
384.64
IV
91.7%
B/E move
4.8%
Puts
Pseudo strike
355.15
IV
89.5%
B/E move
4.3%

25Δ

Calls
Pseudo strike
379.28
IV
75.2%
B/E move
3.4%
Puts
Pseudo strike
357.40
IV
94.3%
B/E move
3.9%

30Δ

Calls
Pseudo strike
377.20
IV
76.5%
B/E move
3.0%
Puts
Pseudo strike
360.31
IV
91.6%
B/E move
3.3%

35Δ

Calls
Pseudo strike
374.52
IV
69.6%
B/E move
2.3%
Puts
Pseudo strike
362.33
IV
97.6%
B/E move
3.0%

40Δ

Calls
Pseudo strike
372.67
IV
68.9%
B/E move
2.0%
Puts
Pseudo strike
364.92
IV
93.6%
B/E move
2.5%

45Δ

Calls
Pseudo strike
370.91
IV
66.2%
B/E move
1.7%
Puts
Pseudo strike
367.23
IV
92.4%
B/E move
2.2%

50Δ

Calls
Pseudo strike
369.20
IV
67.7%
B/E move
1.5%
Puts
Pseudo strike
369.23
IV
78.7%
B/E move
1.6%

55Δ

Calls
Pseudo strike
367.52
IV
74.0%
B/E move
1.4%
Puts
Pseudo strike
371.36
IV
79.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
365.61
IV
75.9%
B/E move
1.2%
Puts
Pseudo strike
373.34
IV
81.5%
B/E move
1.2%

65Δ

Calls
Pseudo strike
363.80
IV
74.9%
B/E move
1.0%
Puts
Pseudo strike
375.02
IV
75.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
361.92
IV
73.4%
B/E move
0.8%
Puts
Pseudo strike
376.71
IV
72.4%
B/E move
0.7%

75Δ

Calls
Pseudo strike
359.78
IV
74.0%
B/E move
0.6%
Puts
Pseudo strike
379.70
IV
78.1%
B/E move
0.6%

80Δ

Calls
Pseudo strike
358.05
IV
70.1%
B/E move
0.4%
Puts
Pseudo strike
382.75
IV
80.7%
B/E move
0.5%