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Firy Inc. FIRY

COMMUNICATION SERVICES · ELECTRONIC GAMING & MULTIMEDIA
i

Market dataready · fetched 2026-11-12T06:54:04.460Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 · 2026-11-12T00:00:00.003066374Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T06:53:45.720118+00:00

Share price$12.76
1D+2.5%
AH$12.32$12.57$12.82$13.06$13.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFIRY
Sold putSold callAH

Firy Inc. options

Live interpolated FIRY call and put midpoint premiums by absolute delta.Firy Inc.$0.25$1.13$2.02$2.90$3.78$9.30$10.79$12.29$13.78$15.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FIRY spot · $12.76FIRY PRICE$0.44$0.52$0.60$0.70$0.85$0.99$1.13$1.31$1.56$1.81$0.35$0.44$0.52$0.69$1.02$1.35$1.54$1.62$1.71$1.84$2.35$2.91$3.53
PutsExpensive1.53×
Calls——
Skew——
Implied moveBearish±$2.25
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.90140.0%17.3%
25Δ11.31135.2%14.8%
30Δ11.72126.3%12.2%
35Δ13.77103.2%11.4%12.12127.8%10.4%
40Δ13.48101.9%9.7%12.48150.1%10.2%
45Δ13.18100.7%8.0%12.84172.4%10.0%
50Δ12.91100.5%6.7%13.16174.4%9.0%
55Δ12.66102.3%5.8%13.45160.0%7.3%
60Δ12.41104.0%5.0%13.75145.6%5.6%
65Δ12.16105.8%4.2%14.08134.4%4.1%
70Δ11.88107.7%3.4%14.66144.6%3.5%
75Δ11.55110.0%2.8%15.30151.4%2.9%
80Δ11.22112.3%2.1%16.00153.2%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.90
IV
140.0%
B/E move
17.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.31
IV
135.2%
B/E move
14.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.72
IV
126.3%
B/E move
12.2%

35Δ

Calls
Pseudo strike
13.77
IV
103.2%
B/E move
11.4%
Puts
Pseudo strike
12.12
IV
127.8%
B/E move
10.4%

40Δ

Calls
Pseudo strike
13.48
IV
101.9%
B/E move
9.7%
Puts
Pseudo strike
12.48
IV
150.1%
B/E move
10.2%

45Δ

Calls
Pseudo strike
13.18
IV
100.7%
B/E move
8.0%
Puts
Pseudo strike
12.84
IV
172.4%
B/E move
10.0%

50Δ

Calls
Pseudo strike
12.91
IV
100.5%
B/E move
6.7%
Puts
Pseudo strike
13.16
IV
174.4%
B/E move
9.0%

55Δ

Calls
Pseudo strike
12.66
IV
102.3%
B/E move
5.8%
Puts
Pseudo strike
13.45
IV
160.0%
B/E move
7.3%

60Δ

Calls
Pseudo strike
12.41
IV
104.0%
B/E move
5.0%
Puts
Pseudo strike
13.75
IV
145.6%
B/E move
5.6%

65Δ

Calls
Pseudo strike
12.16
IV
105.8%
B/E move
4.2%
Puts
Pseudo strike
14.08
IV
134.4%
B/E move
4.1%

70Δ

Calls
Pseudo strike
11.88
IV
107.7%
B/E move
3.4%
Puts
Pseudo strike
14.66
IV
144.6%
B/E move
3.5%

75Δ

Calls
Pseudo strike
11.55
IV
110.0%
B/E move
2.8%
Puts
Pseudo strike
15.30
IV
151.4%
B/E move
2.9%

80Δ

Calls
Pseudo strike
11.22
IV
112.3%
B/E move
2.1%
Puts
Pseudo strike
16.00
IV
153.2%
B/E move
2.2%

Options history

IV · four-Friday blend74.99%
Daily close
FIRY58.0%105.9%153.8%2026-08-14: 90.45%2026-08-17: 101.81%2026-08-18: 97.05%2026-08-19: 102.20%2026-08-20: 147.19%2026-08-21: 83.86%2026-08-24: 86.05%2026-08-25: 84.26%2026-08-27: 87.62%2026-08-28: 79.98%2026-09-01: 84.81%2026-09-02: 84.80%2026-09-03: 80.71%2026-09-04: 85.61%2026-09-08: 86.77%2026-09-18: 74.94%2026-09-22: 78.51%2026-09-23: 79.08%2026-09-24: 82.17%2026-09-25: 82.78%2026-09-28: 80.26%2026-09-29: 77.38%2026-09-30: 79.03%2026-10-01: 81.92%2026-10-02: 75.90%2026-10-05: 82.54%2026-10-06: 76.05%2026-10-08: 79.83%2026-10-09: 77.39%2026-10-13: 90.26%2026-10-16: 67.98%2026-10-19: 68.25%2026-10-20: 79.57%2026-10-21: 73.35%2026-10-22: 80.56%2026-10-23: 64.57%2026-10-26: 75.36%2026-10-27: 71.81%2026-10-28: 77.76%2026-10-29: 79.10%2026-10-30: 74.99%Aug 14Sep 28Oct 30
41 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
90.45%
101.81%
97.05%
102.20%
147.19%
83.86%
86.05%
84.26%
87.62%
79.98%
84.81%
84.80%
80.71%
85.61%
86.77%
74.94%
78.51%
79.08%
82.17%
82.78%
80.26%
77.38%
79.03%
81.92%
75.90%
82.54%
76.05%
79.83%
77.39%
90.26%
67.98%
68.25%
79.57%
73.35%
80.56%
64.57%
75.36%
71.81%
77.76%
79.10%
74.99%