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DeFi Development Corp. Common Stock DFDV

FINANCIAL SERVICES · ASSET MANAGEMENT
i

Market dataready · fetched 2026-11-12T02:08:10.937Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-12T00:56:21.825290654Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:03:55.606294+00:00

Share price$3.24
1D-2.4%
AH$3.18$3.24$3.29$3.35$3.415:30 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$0.00$0.70$1.40$2.10$2.79$2.77$2.99$3.21$3.44$3.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DFDV spot · $3.24DFDV PRICE$0.08$0.09$0.11$0.13$0.15$0.17$0.19$0.21$0.23$0.25$0.15$0.34$0.52$0.71$0.89$1.08$1.26$1.45$1.89$2.50$2.59
Puts——
Calls——
Skew——
Implied moveBearish±$1.05
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ3.50186.2%10.3%3.05243.9%10.4%
35Δ3.45180.4%9.4%3.25303.5%10.1%
40Δ3.40174.6%8.5%3.44363.2%9.8%
45Δ3.35168.8%7.6%3.64422.8%9.5%
50Δ3.30163.0%6.7%3.83482.5%9.2%
55Δ3.25157.3%5.8%4.03542.1%8.9%
60Δ3.20151.5%4.8%4.22601.8%8.6%
65Δ3.15145.7%3.9%4.42661.4%8.3%
70Δ3.10139.9%3.0%4.88729.5%7.9%
75Δ3.06134.1%2.1%5.51796.2%7.3%
80Δ5.65724.4%5.5%

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
3.50
IV
186.2%
B/E move
10.3%
Puts
Pseudo strike
3.05
IV
243.9%
B/E move
10.4%

35Δ

Calls
Pseudo strike
3.45
IV
180.4%
B/E move
9.4%
Puts
Pseudo strike
3.25
IV
303.5%
B/E move
10.1%

40Δ

Calls
Pseudo strike
3.40
IV
174.6%
B/E move
8.5%
Puts
Pseudo strike
3.44
IV
363.2%
B/E move
9.8%

45Δ

Calls
Pseudo strike
3.35
IV
168.8%
B/E move
7.6%
Puts
Pseudo strike
3.64
IV
422.8%
B/E move
9.5%

50Δ

Calls
Pseudo strike
3.30
IV
163.0%
B/E move
6.7%
Puts
Pseudo strike
3.83
IV
482.5%
B/E move
9.2%

55Δ

Calls
Pseudo strike
3.25
IV
157.3%
B/E move
5.8%
Puts
Pseudo strike
4.03
IV
542.1%
B/E move
8.9%

60Δ

Calls
Pseudo strike
3.20
IV
151.5%
B/E move
4.8%
Puts
Pseudo strike
4.22
IV
601.8%
B/E move
8.6%

65Δ

Calls
Pseudo strike
3.15
IV
145.7%
B/E move
3.9%
Puts
Pseudo strike
4.42
IV
661.4%
B/E move
8.3%

70Δ

Calls
Pseudo strike
3.10
IV
139.9%
B/E move
3.0%
Puts
Pseudo strike
4.88
IV
729.5%
B/E move
7.9%

75Δ

Calls
Pseudo strike
3.06
IV
134.1%
B/E move
2.1%
Puts
Pseudo strike
5.51
IV
796.2%
B/E move
7.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.65
IV
724.4%
B/E move
5.5%

Options history

IV · four-Friday blend266.92%
Daily EOD
DFDV103.8%201.1%298.3%2026-10-19: 117.22%2026-10-20: 120.36%2026-10-21: 117.54%2026-10-23: 198.29%2026-10-26: 223.99%2026-10-27: 212.70%2026-10-28: 284.89%2026-10-29: 255.48%2026-10-30: 266.92%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
117.22%
120.36%
117.54%
198.29%
223.99%
212.70%
284.89%
255.48%
266.92%