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Figma, Inc. FIG

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-06T22:46:04.607Z

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 · 2026-11-06T22:41:38.202061765Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T22:46:03.940617+00:00

Share price$18.83
1D+1.0%
AH$18.33$18.51$18.70$18.89$19.075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFIG
Sold putSold callAH

Figma, Inc. options

Live interpolated FIG call and put midpoint premiums by absolute delta.Figma, Inc.$0.12$0.77$1.42$2.07$2.73$13.30$15.96$18.61$21.26$23.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FIG spot · $18.83FIG PRICE$0.19$0.25$0.32$0.40$0.49$0.59$0.70$0.80$0.92$1.10$1.30$1.54$1.72$0.24$0.32$0.40$0.50$0.61$0.73$0.85$1.00$1.15$1.32$1.50$2.14$2.54
PutsCheap0.45×
CallsCheap0.75×
SkewBearish+7.61 pp
Implied moveBearish±$1.55
TiltBearish12.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.4767.1%9.7%17.3375.9%9.2%
25Δ20.1767.6%8.5%17.6376.5%8.0%
30Δ19.8967.7%7.3%17.9375.3%6.9%
35Δ19.6267.4%6.3%18.1975.8%6.0%
40Δ19.3868.1%5.5%18.4476.8%5.3%
45Δ19.1669.8%4.9%18.7076.8%4.6%
50Δ18.9370.8%4.3%18.9576.5%3.9%
55Δ18.7069.9%3.6%19.2076.2%3.3%
60Δ18.4769.4%3.0%19.4676.0%2.8%
65Δ18.2172.2%2.6%19.7275.2%2.3%
70Δ17.9375.0%2.2%19.9974.3%1.8%
75Δ17.6277.4%1.8%20.6589.5%1.7%
80Δ17.3674.8%1.3%21.1391.2%1.3%

20Δ

Calls
Pseudo strike
20.47
IV
67.1%
B/E move
9.7%
Puts
Pseudo strike
17.33
IV
75.9%
B/E move
9.2%

25Δ

Calls
Pseudo strike
20.17
IV
67.6%
B/E move
8.5%
Puts
Pseudo strike
17.63
IV
76.5%
B/E move
8.0%

30Δ

Calls
Pseudo strike
19.89
IV
67.7%
B/E move
7.3%
Puts
Pseudo strike
17.93
IV
75.3%
B/E move
6.9%

35Δ

Calls
Pseudo strike
19.62
IV
67.4%
B/E move
6.3%
Puts
Pseudo strike
18.19
IV
75.8%
B/E move
6.0%

40Δ

Calls
Pseudo strike
19.38
IV
68.1%
B/E move
5.5%
Puts
Pseudo strike
18.44
IV
76.8%
B/E move
5.3%

45Δ

Calls
Pseudo strike
19.16
IV
69.8%
B/E move
4.9%
Puts
Pseudo strike
18.70
IV
76.8%
B/E move
4.6%

50Δ

Calls
Pseudo strike
18.93
IV
70.8%
B/E move
4.3%
Puts
Pseudo strike
18.95
IV
76.5%
B/E move
3.9%

55Δ

Calls
Pseudo strike
18.70
IV
69.9%
B/E move
3.6%
Puts
Pseudo strike
19.20
IV
76.2%
B/E move
3.3%

60Δ

Calls
Pseudo strike
18.47
IV
69.4%
B/E move
3.0%
Puts
Pseudo strike
19.46
IV
76.0%
B/E move
2.8%

65Δ

Calls
Pseudo strike
18.21
IV
72.2%
B/E move
2.6%
Puts
Pseudo strike
19.72
IV
75.2%
B/E move
2.3%

70Δ

Calls
Pseudo strike
17.93
IV
75.0%
B/E move
2.2%
Puts
Pseudo strike
19.99
IV
74.3%
B/E move
1.8%

75Δ

Calls
Pseudo strike
17.62
IV
77.4%
B/E move
1.8%
Puts
Pseudo strike
20.65
IV
89.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
17.36
IV
74.8%
B/E move
1.3%
Puts
Pseudo strike
21.13
IV
91.2%
B/E move
1.3%

Options history

IV · four-Friday blend104.45%
Daily close
FIG58.8%83.3%107.8%2026-08-10: 81.83%2026-08-11: 76.77%2026-08-12: 70.86%2026-08-13: 89.63%2026-08-14: 65.50%2026-08-17: 76.50%2026-08-18: 75.80%2026-08-19: 78.17%2026-08-20: 74.67%2026-08-21: 71.28%2026-08-24: 72.76%2026-08-25: 75.44%2026-08-26: 74.67%2026-08-27: 76.71%2026-08-28: 66.65%2026-08-31: 67.50%2026-09-01: 71.61%2026-09-02: 69.59%2026-09-03: 70.91%2026-09-04: 67.01%2026-09-08: 76.84%2026-09-09: 75.02%2026-09-10: 76.26%2026-09-11: 69.90%2026-09-14: 74.21%2026-09-15: 74.44%2026-09-16: 72.19%2026-09-17: 66.70%2026-09-18: 65.53%2026-09-21: 68.47%2026-09-22: 69.92%2026-09-23: 69.01%2026-09-24: 66.45%2026-09-25: 62.16%2026-09-28: 69.14%2026-09-29: 70.21%2026-09-30: 66.62%2026-10-01: 67.35%2026-10-02: 62.47%2026-10-05: 64.18%2026-10-06: 64.54%2026-10-07: 65.48%2026-10-08: 66.48%2026-10-09: 62.99%2026-10-12: 67.60%2026-10-13: 68.57%2026-10-14: 75.38%2026-10-15: 75.04%2026-10-16: 80.71%2026-10-19: 79.87%2026-10-20: 84.20%2026-10-21: 84.16%2026-10-22: 86.83%2026-10-23: 88.70%2026-10-26: 95.79%2026-10-27: 93.75%2026-10-28: 99.41%2026-10-29: 97.90%2026-10-30: 104.45%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
81.83%
76.77%
70.86%
89.63%
65.50%
76.50%
75.80%
78.17%
74.67%
71.28%
72.76%
75.44%
74.67%
76.71%
66.65%
67.50%
71.61%
69.59%
70.91%
67.01%
76.84%
75.02%
76.26%
69.90%
74.21%
74.44%
72.19%
66.70%
65.53%
68.47%
69.92%
69.01%
66.45%
62.16%
69.14%
70.21%
66.62%
67.35%
62.47%
64.18%
64.54%
65.48%
66.48%
62.99%
67.60%
68.57%
75.38%
75.04%
80.71%
79.87%
84.20%
84.16%
86.83%
88.70%
95.79%
93.75%
99.41%
97.90%
104.45%