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FIRY FIRY

COMMUNICATION SERVICES · ELECTRONIC GAMING & MULTIMEDIA
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Market dataready · fetched 2026-10-23T03:16:22.284Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T23:00:00.002523939Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:16:20.915939+00:00

Share price$11.62
1D+0.5%
AH$11.29$11.43$11.57$11.71$11.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFIRY
Sold putSold callAH

FIRY options

Live interpolated FIRY call and put midpoint premiums by absolute delta.FIRY$0.00$3.73$7.46$11.19$14.92$7.37$9.58$11.78$13.99$16.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FIRY spot · $11.62FIRY PRICE$0.57$0.77$1.07$0.51$0.62$0.74$0.87$1.03$1.20$1.38$1.68$1.99$3.10$0.36$0.45$0.56$0.67$0.86$1.06$1.26$1.74$2.23$2.59$4.88$5.38$13.84
PutsExpensive1.19×
CallsExpensive1.37×
SkewBullish-10.11 pp
Implied moveBearish±$2.13
TiltBearish39.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.55195.7%90.3%9.7288.9%19.5%
25Δ25.90227.6%129.5%10.2480.5%15.7%
30Δ20.58235.9%86.3%10.6178.5%13.5%
35Δ12.9073.3%15.4%10.9876.4%11.3%
40Δ12.5773.8%13.6%11.3178.3%10.1%
45Δ12.2474.2%11.7%11.6580.5%8.9%
50Δ11.9274.9%10.0%11.9882.7%7.8%
55Δ11.6075.9%8.7%12.5292.9%7.3%
60Δ11.2977.0%7.5%13.07102.0%6.7%
65Δ10.9678.4%6.2%13.57101.3%5.5%
70Δ10.5683.0%5.3%15.83144.4%5.8%
75Δ10.1587.6%4.5%16.55128.5%3.9%
80Δ9.00129.8%4.1%24.95221.1%4.4%

20Δ

Calls
Pseudo strike
21.55
IV
195.7%
B/E move
90.3%
Puts
Pseudo strike
9.72
IV
88.9%
B/E move
19.5%

25Δ

Calls
Pseudo strike
25.90
IV
227.6%
B/E move
129.5%
Puts
Pseudo strike
10.24
IV
80.5%
B/E move
15.7%

30Δ

Calls
Pseudo strike
20.58
IV
235.9%
B/E move
86.3%
Puts
Pseudo strike
10.61
IV
78.5%
B/E move
13.5%

35Δ

Calls
Pseudo strike
12.90
IV
73.3%
B/E move
15.4%
Puts
Pseudo strike
10.98
IV
76.4%
B/E move
11.3%

40Δ

Calls
Pseudo strike
12.57
IV
73.8%
B/E move
13.6%
Puts
Pseudo strike
11.31
IV
78.3%
B/E move
10.1%

45Δ

Calls
Pseudo strike
12.24
IV
74.2%
B/E move
11.7%
Puts
Pseudo strike
11.65
IV
80.5%
B/E move
8.9%

50Δ

Calls
Pseudo strike
11.92
IV
74.9%
B/E move
10.0%
Puts
Pseudo strike
11.98
IV
82.7%
B/E move
7.8%

55Δ

Calls
Pseudo strike
11.60
IV
75.9%
B/E move
8.7%
Puts
Pseudo strike
12.52
IV
92.9%
B/E move
7.3%

60Δ

Calls
Pseudo strike
11.29
IV
77.0%
B/E move
7.5%
Puts
Pseudo strike
13.07
IV
102.0%
B/E move
6.7%

65Δ

Calls
Pseudo strike
10.96
IV
78.4%
B/E move
6.2%
Puts
Pseudo strike
13.57
IV
101.3%
B/E move
5.5%

70Δ

Calls
Pseudo strike
10.56
IV
83.0%
B/E move
5.3%
Puts
Pseudo strike
15.83
IV
144.4%
B/E move
5.8%

75Δ

Calls
Pseudo strike
10.15
IV
87.6%
B/E move
4.5%
Puts
Pseudo strike
16.55
IV
128.5%
B/E move
3.9%

80Δ

Calls
Pseudo strike
9.00
IV
129.8%
B/E move
4.1%
Puts
Pseudo strike
24.95
IV
221.1%
B/E move
4.4%

Options history

No recorded observations