Share price$2.52
1D-0.6%
Sold putSold callAH
Expensify Inc EXFY
TECHNOLOGY · SOFTWARE - APPLICATIONi
Market dataready · fetched 2026-10-23T02:21:25.180Z
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 · 2026-10-22T22:36:47.55453688Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T02:21:24.470362+00:00
Expensify Inc options
PutsExpensive2.88×
CallsExpensive2.43×
SkewBearish+3.69 pp
Implied moveBearish±$1.96
TiltBearish60.5% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.03 | 258.8% | 146.4% | 1.76 | 340.6% | 47.3% |
| 25Δ | 6.58 | 309.3% | 171.2% | 2.01 | 242.0% | 35.1% |
| 30Δ | 7.13 | 359.9% | 195.9% | 2.17 | 212.1% | 29.2% |
| 35Δ | 7.17 | 376.3% | 199.4% | 2.32 | 182.1% | 23.4% |
| 40Δ | 6.17 | 323.6% | 159.9% | 2.48 | 152.1% | 17.5% |
| 45Δ | 5.18 | 270.8% | 120.3% | 3.08 | 167.5% | 15.5% |
| 50Δ | 4.18 | 218.1% | 80.8% | 3.75 | 190.4% | 14.2% |
| 55Δ | 3.18 | 165.3% | 41.3% | 4.42 | 213.3% | 12.9% |
| 60Δ | 2.46 | 129.9% | 13.5% | 5.09 | 236.2% | 11.5% |
| 65Δ | 2.34 | 132.6% | 11.5% | 5.76 | 259.1% | 10.2% |
| 70Δ | 2.21 | 135.2% | 9.5% | 6.43 | 281.9% | 8.9% |
| 75Δ | 2.09 | 137.9% | 7.6% | 7.11 | 304.8% | 7.5% |
| 80Δ | 1.93 | 148.1% | 5.9% | |||
20Δ
- Pseudo strike
- 6.03
- IV
- 258.8%
- B/E move
- 146.4%
- Pseudo strike
- 1.76
- IV
- 340.6%
- B/E move
- 47.3%
25Δ
- Pseudo strike
- 6.58
- IV
- 309.3%
- B/E move
- 171.2%
- Pseudo strike
- 2.01
- IV
- 242.0%
- B/E move
- 35.1%
30Δ
- Pseudo strike
- 7.13
- IV
- 359.9%
- B/E move
- 195.9%
- Pseudo strike
- 2.17
- IV
- 212.1%
- B/E move
- 29.2%
35Δ
- Pseudo strike
- 7.17
- IV
- 376.3%
- B/E move
- 199.4%
- Pseudo strike
- 2.32
- IV
- 182.1%
- B/E move
- 23.4%
40Δ
- Pseudo strike
- 6.17
- IV
- 323.6%
- B/E move
- 159.9%
- Pseudo strike
- 2.48
- IV
- 152.1%
- B/E move
- 17.5%
45Δ
- Pseudo strike
- 5.18
- IV
- 270.8%
- B/E move
- 120.3%
- Pseudo strike
- 3.08
- IV
- 167.5%
- B/E move
- 15.5%
50Δ
- Pseudo strike
- 4.18
- IV
- 218.1%
- B/E move
- 80.8%
- Pseudo strike
- 3.75
- IV
- 190.4%
- B/E move
- 14.2%
55Δ
- Pseudo strike
- 3.18
- IV
- 165.3%
- B/E move
- 41.3%
- Pseudo strike
- 4.42
- IV
- 213.3%
- B/E move
- 12.9%
60Δ
- Pseudo strike
- 2.46
- IV
- 129.9%
- B/E move
- 13.5%
- Pseudo strike
- 5.09
- IV
- 236.2%
- B/E move
- 11.5%
65Δ
- Pseudo strike
- 2.34
- IV
- 132.6%
- B/E move
- 11.5%
- Pseudo strike
- 5.76
- IV
- 259.1%
- B/E move
- 10.2%
70Δ
- Pseudo strike
- 2.21
- IV
- 135.2%
- B/E move
- 9.5%
- Pseudo strike
- 6.43
- IV
- 281.9%
- B/E move
- 8.9%
75Δ
- Pseudo strike
- 2.09
- IV
- 137.9%
- B/E move
- 7.6%
- Pseudo strike
- 7.11
- IV
- 304.8%
- B/E move
- 7.5%
80Δ
- Pseudo strike
- 1.93
- IV
- 148.1%
- B/E move
- 5.9%
- Pseudo strike
- IV
- B/E move
Options history
Table
| Date | IV |
|---|---|
| 144.40% | |
| 168.03% |