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FIRY FIRY

COMMUNICATION SERVICES · ELECTRONIC GAMING & MULTIMEDIA
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Market dataready · fetched 2026-10-23T04:08:05.526Z

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 2026-10-23T04:08:05.015682+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$3.72$7.45$11.17$14.90$7.32$9.55$11.78$14.01$16.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FIRY spot · $11.62FIRY PRICE$0.57$0.77$1.07$0.51$0.63$0.74$0.87$1.03$1.20$1.38$1.68$1.99$3.11$0.36$0.45$0.56$0.67$0.86$1.06$1.26$1.74$2.22$2.59$4.84$5.31$13.82
PutsExpensive1.20×
CallsExpensive1.39×
SkewBullish-9.94 pp
Implied moveBearish±$2.13
TiltBearish39.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.55195.8%90.3%9.7289.9%19.5%
25Δ25.89227.7%129.5%10.2481.9%15.7%
30Δ20.58236.1%86.3%10.6179.8%13.5%
35Δ12.9073.5%15.4%10.9877.8%11.3%
40Δ12.5774.4%13.6%11.3179.7%10.1%
45Δ12.2475.3%11.7%11.6481.9%8.9%
50Δ11.9276.2%10.0%11.9884.0%7.8%
55Δ11.6077.3%8.7%12.5294.4%7.3%
60Δ11.2978.5%7.5%13.07103.7%6.7%
65Δ10.9679.9%6.2%13.57103.0%5.5%
70Δ10.5684.6%5.3%15.79144.1%5.8%
75Δ10.1589.3%4.5%16.47129.3%3.9%
80Δ8.99131.5%4.1%24.93221.3%4.4%

20Δ

Calls
Pseudo strike
21.55
IV
195.8%
B/E move
90.3%
Puts
Pseudo strike
9.72
IV
89.9%
B/E move
19.5%

25Δ

Calls
Pseudo strike
25.89
IV
227.7%
B/E move
129.5%
Puts
Pseudo strike
10.24
IV
81.9%
B/E move
15.7%

30Δ

Calls
Pseudo strike
20.58
IV
236.1%
B/E move
86.3%
Puts
Pseudo strike
10.61
IV
79.8%
B/E move
13.5%

35Δ

Calls
Pseudo strike
12.90
IV
73.5%
B/E move
15.4%
Puts
Pseudo strike
10.98
IV
77.8%
B/E move
11.3%

40Δ

Calls
Pseudo strike
12.57
IV
74.4%
B/E move
13.6%
Puts
Pseudo strike
11.31
IV
79.7%
B/E move
10.1%

45Δ

Calls
Pseudo strike
12.24
IV
75.3%
B/E move
11.7%
Puts
Pseudo strike
11.64
IV
81.9%
B/E move
8.9%

50Δ

Calls
Pseudo strike
11.92
IV
76.2%
B/E move
10.0%
Puts
Pseudo strike
11.98
IV
84.0%
B/E move
7.8%

55Δ

Calls
Pseudo strike
11.60
IV
77.3%
B/E move
8.7%
Puts
Pseudo strike
12.52
IV
94.4%
B/E move
7.3%

60Δ

Calls
Pseudo strike
11.29
IV
78.5%
B/E move
7.5%
Puts
Pseudo strike
13.07
IV
103.7%
B/E move
6.7%

65Δ

Calls
Pseudo strike
10.96
IV
79.9%
B/E move
6.2%
Puts
Pseudo strike
13.57
IV
103.0%
B/E move
5.5%

70Δ

Calls
Pseudo strike
10.56
IV
84.6%
B/E move
5.3%
Puts
Pseudo strike
15.79
IV
144.1%
B/E move
5.8%

75Δ

Calls
Pseudo strike
10.15
IV
89.3%
B/E move
4.5%
Puts
Pseudo strike
16.47
IV
129.3%
B/E move
3.9%

80Δ

Calls
Pseudo strike
8.99
IV
131.5%
B/E move
4.1%
Puts
Pseudo strike
24.93
IV
221.3%
B/E move
4.4%

Options history

No recorded observations