IntraAlpha
Create free account Start free

DeFi Development Corp. Common Stock DFDV

i

Market datapartial · fetched 2026-10-22T22:56:22.359Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-30

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 · 2026-10-22T22:28:13.60720375Z

FundamentalsAlpha Vantage · unavailable

Share price$3.75
1D-9.0%
AH$3.72$3.84$3.96$4.09$4.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDFDV
Sold putSold callAH

DeFi Development Corp. Common Stock options

Live interpolated DFDV call and put midpoint premiums by absolute delta.DeFi Development Corp. Common Stock$0.07$0.76$1.44$2.12$2.81$0.77$2.29$3.82$5.34$6.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DFDV spot · $3.75DFDV PRICE$0.15$0.20$0.25$0.26$0.24$0.37$0.69$1.01$1.09$1.26$1.42$1.68$1.93$0.30$0.68$1.18$1.28$1.35$1.39$1.44$1.51$1.59$2.61$2.30$1.99
PutsExpensive2.90×
CallsExpensive3.25×
SkewBullish-24.29 pp
Implied moveBearish±$2.13
TiltBearish25.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.64260.9%54.2%2.93313.5%30.0%
25Δ5.38273.1%48.7%3.25435.2%31.4%
30Δ5.12285.3%43.3%3.53626.9%37.4%
35Δ4.75254.8%33.6%3.84570.3%31.7%
40Δ4.26183.9%19.9%4.11516.8%26.4%
45Δ4.26243.7%23.5%4.32466.6%21.8%
50Δ4.82453.4%46.8%4.53419.9%17.5%
55Δ5.38663.1%70.1%4.72389.0%14.5%
60Δ4.46609.0%48.0%4.91358.0%11.5%
65Δ4.02623.2%40.6%5.94443.2%11.2%
70Δ3.57637.3%33.1%5.74371.0%8.3%
75Δ3.19712.7%29.9%5.54298.8%5.3%
80Δ2.73758.6%24.4%

20Δ

Calls
Pseudo strike
5.64
IV
260.9%
B/E move
54.2%
Puts
Pseudo strike
2.93
IV
313.5%
B/E move
30.0%

25Δ

Calls
Pseudo strike
5.38
IV
273.1%
B/E move
48.7%
Puts
Pseudo strike
3.25
IV
435.2%
B/E move
31.4%

30Δ

Calls
Pseudo strike
5.12
IV
285.3%
B/E move
43.3%
Puts
Pseudo strike
3.53
IV
626.9%
B/E move
37.4%

35Δ

Calls
Pseudo strike
4.75
IV
254.8%
B/E move
33.6%
Puts
Pseudo strike
3.84
IV
570.3%
B/E move
31.7%

40Δ

Calls
Pseudo strike
4.26
IV
183.9%
B/E move
19.9%
Puts
Pseudo strike
4.11
IV
516.8%
B/E move
26.4%

45Δ

Calls
Pseudo strike
4.26
IV
243.7%
B/E move
23.5%
Puts
Pseudo strike
4.32
IV
466.6%
B/E move
21.8%

50Δ

Calls
Pseudo strike
4.82
IV
453.4%
B/E move
46.8%
Puts
Pseudo strike
4.53
IV
419.9%
B/E move
17.5%

55Δ

Calls
Pseudo strike
5.38
IV
663.1%
B/E move
70.1%
Puts
Pseudo strike
4.72
IV
389.0%
B/E move
14.5%

60Δ

Calls
Pseudo strike
4.46
IV
609.0%
B/E move
48.0%
Puts
Pseudo strike
4.91
IV
358.0%
B/E move
11.5%

65Δ

Calls
Pseudo strike
4.02
IV
623.2%
B/E move
40.6%
Puts
Pseudo strike
5.94
IV
443.2%
B/E move
11.2%

70Δ

Calls
Pseudo strike
3.57
IV
637.3%
B/E move
33.1%
Puts
Pseudo strike
5.74
IV
371.0%
B/E move
8.3%

75Δ

Calls
Pseudo strike
3.19
IV
712.7%
B/E move
29.9%
Puts
Pseudo strike
5.54
IV
298.8%
B/E move
5.3%

80Δ

Calls
Pseudo strike
2.73
IV
758.6%
B/E move
24.4%
Puts
Pseudo strike
IV
B/E move

Options history

DFDV117.32118.95120.582026-10-20: 120.36%2026-10-21: 117.54%Oct 20Oct 21
Table
DateIV
120.36%
117.54%