Expensify, Inc. Class A Common Stock EXFY
TECHNOLOGY · SOFTWARE - APPLICATIONi
Market datapartial · fetched 2026-11-13T18:11:56.573Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16
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: 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 dataPriceAlpaca · sip · 2026-11-13T18:11:47.050924368Z
FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T18:11:54.667824+00:00
Expensify, Inc. Class A Common Stock options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | ||||||
| 55Δ | ||||||
| 60Δ | ||||||
| 65Δ | 1.81 | 121.6% | 31.6% | |||
| 70Δ | 1.59 | 131.2% | 27.1% | |||
| 75Δ | 1.38 | 140.9% | 22.6% | |||
| 80Δ | 1.17 | 150.6% | 18.1% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 1.81
- IV
- 121.6%
- B/E move
- 31.6%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 1.59
- IV
- 131.2%
- B/E move
- 27.1%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 1.38
- IV
- 140.9%
- B/E move
- 22.6%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 1.17
- IV
- 150.6%
- B/E move
- 18.1%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV (%) |
|---|---|
| 160.73% | |
| 175.33% | |
| 170.51% | |
| 147.25% | |
| 145.98% | |
| 135.08% | |
| 158.01% | |
| 127.66% | |
| 138.12% | |
| 134.77% | |
| 129.91% | |
| 129.88% | |
| 163.76% | |
| 139.69% | |
| 132.03% | |
| 160.43% | |
| 146.53% | |
| 152.60% | |
| 141.16% | |
| 172.17% | |
| 166.56% | |
| 152.22% | |
| 144.81% | |
| 143.40% | |
| 167.33% | |
| 155.74% | |
| 155.59% | |
| 169.50% |
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