Share price$2.54
1D+0.0%
Sold putSold call
Expensify, Inc. Class A Common Stock EXFY
i
Market datapartial · fetched 2026-10-23T14:12:40.072Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T14:11:52.341450198Z
FundamentalsAlpha Vantage · unavailable
Expensify, Inc. Class A Common Stock options
PutsExpensive2.53×
CallsExpensive2.10×
SkewBearish+0.65 pp
Implied moveBearish±$1.33
TiltBearish55.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.76 | 309.1% | 45.3% | |||
| 25Δ | 2.02 | 243.8% | 35.2% | |||
| 30Δ | 2.18 | 210.8% | 29.0% | |||
| 35Δ | 7.16 | 376.3% | 196.7% | 2.34 | 177.9% | 22.8% |
| 40Δ | 6.19 | 324.4% | 158.6% | 2.49 | 145.0% | 16.6% |
| 45Δ | 5.23 | 272.5% | 120.6% | 2.82 | 154.3% | 14.9% |
| 50Δ | 4.26 | 220.6% | 82.5% | 3.16 | 165.3% | 13.5% |
| 55Δ | 3.30 | 168.7% | 44.5% | 3.49 | 176.4% | 12.0% |
| 60Δ | 2.48 | 126.3% | 12.9% | 3.83 | 187.4% | 10.6% |
| 65Δ | 2.36 | 128.4% | 11.0% | 4.16 | 198.4% | 9.1% |
| 70Δ | 2.24 | 130.4% | 9.1% | 4.50 | 209.4% | 7.7% |
| 75Δ | 2.12 | 132.5% | 7.2% | 4.83 | 220.4% | 6.2% |
| 80Δ | 1.99 | 134.5% | 5.3% | 5.51 | 229.4% | 4.7% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.76
- IV
- 309.1%
- B/E move
- 45.3%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.02
- IV
- 243.8%
- B/E move
- 35.2%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.18
- IV
- 210.8%
- B/E move
- 29.0%
35Δ
- Pseudo strike
- 7.16
- IV
- 376.3%
- B/E move
- 196.7%
- Pseudo strike
- 2.34
- IV
- 177.9%
- B/E move
- 22.8%
40Δ
- Pseudo strike
- 6.19
- IV
- 324.4%
- B/E move
- 158.6%
- Pseudo strike
- 2.49
- IV
- 145.0%
- B/E move
- 16.6%
45Δ
- Pseudo strike
- 5.23
- IV
- 272.5%
- B/E move
- 120.6%
- Pseudo strike
- 2.82
- IV
- 154.3%
- B/E move
- 14.9%
50Δ
- Pseudo strike
- 4.26
- IV
- 220.6%
- B/E move
- 82.5%
- Pseudo strike
- 3.16
- IV
- 165.3%
- B/E move
- 13.5%
55Δ
- Pseudo strike
- 3.30
- IV
- 168.7%
- B/E move
- 44.5%
- Pseudo strike
- 3.49
- IV
- 176.4%
- B/E move
- 12.0%
60Δ
- Pseudo strike
- 2.48
- IV
- 126.3%
- B/E move
- 12.9%
- Pseudo strike
- 3.83
- IV
- 187.4%
- B/E move
- 10.6%
65Δ
- Pseudo strike
- 2.36
- IV
- 128.4%
- B/E move
- 11.0%
- Pseudo strike
- 4.16
- IV
- 198.4%
- B/E move
- 9.1%
70Δ
- Pseudo strike
- 2.24
- IV
- 130.4%
- B/E move
- 9.1%
- Pseudo strike
- 4.50
- IV
- 209.4%
- B/E move
- 7.7%
75Δ
- Pseudo strike
- 2.12
- IV
- 132.5%
- B/E move
- 7.2%
- Pseudo strike
- 4.83
- IV
- 220.4%
- B/E move
- 6.2%
80Δ
- Pseudo strike
- 1.99
- IV
- 134.5%
- B/E move
- 5.3%
- Pseudo strike
- 5.51
- IV
- 229.4%
- B/E move
- 4.7%
Options history
Table
| Date | IV |
|---|---|
| 144.40% | |
| 168.03% |