IntraAlpha
Create free account Start free

Dave Inc. Class A Common Stock DAVE

i

Market datapartial · fetched 2026-11-05T21:48:54.143Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-05T21:17:37.578701771Z

FundamentalsAlpha Vantage · unavailable

Share price$274.34
1D-9.2%
AH$255$268$280$293$3055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDAVE
Sold putSold callAH

Dave Inc. Class A Common Stock options

Live interpolated DAVE call and put midpoint premiums by absolute delta.Dave Inc. Class A Common Stock$0.00$0.27$0.54$0.81$1.08$-0.27$0.11$0.50$0.89$1.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEDAVE PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend107.78%
Daily close
DAVE53.5%82.6%111.8%2026-08-07: 66.92%2026-08-10: 66.46%2026-08-11: 65.42%2026-08-12: 61.45%2026-08-13: 65.81%2026-08-14: 57.49%2026-08-17: 63.43%2026-08-18: 61.22%2026-08-19: 65.10%2026-08-20: 70.26%2026-08-21: 68.37%2026-08-24: 70.03%2026-08-25: 68.87%2026-08-26: 67.94%2026-08-27: 68.08%2026-08-28: 60.45%2026-08-31: 63.61%2026-09-01: 66.06%2026-09-02: 65.56%2026-09-03: 64.51%2026-09-04: 63.58%2026-09-08: 72.84%2026-09-09: 69.22%2026-09-10: 73.11%2026-09-11: 63.79%2026-09-14: 68.70%2026-09-15: 71.37%2026-09-16: 72.33%2026-09-17: 70.26%2026-09-18: 64.59%2026-09-21: 69.66%2026-09-22: 67.29%2026-09-23: 71.31%2026-09-24: 75.66%2026-09-25: 68.79%2026-09-28: 73.76%2026-09-29: 71.37%2026-09-30: 71.79%2026-10-01: 72.53%2026-10-02: 65.29%2026-10-05: 67.22%2026-10-06: 66.16%2026-10-07: 66.31%2026-10-08: 66.83%2026-10-09: 65.68%2026-10-12: 70.18%2026-10-13: 70.00%2026-10-14: 71.69%2026-10-15: 70.62%2026-10-16: 73.10%2026-10-19: 77.93%2026-10-20: 78.53%2026-10-21: 77.55%2026-10-22: 81.77%2026-10-23: 89.09%2026-10-26: 99.84%2026-10-27: 101.13%2026-10-28: 104.54%2026-10-29: 107.21%2026-10-30: 107.78%Aug 7Sep 18Oct 30
60 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
66.92%
66.46%
65.42%
61.45%
65.81%
57.49%
63.43%
61.22%
65.10%
70.26%
68.37%
70.03%
68.87%
67.94%
68.08%
60.45%
63.61%
66.06%
65.56%
64.51%
63.58%
72.84%
69.22%
73.11%
63.79%
68.70%
71.37%
72.33%
70.26%
64.59%
69.66%
67.29%
71.31%
75.66%
68.79%
73.76%
71.37%
71.79%
72.53%
65.29%
67.22%
66.16%
66.31%
66.83%
65.68%
70.18%
70.00%
71.69%
70.62%
73.10%
77.93%
78.53%
77.55%
81.77%
89.09%
99.84%
101.13%
104.54%
107.21%
107.78%