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Five9, Inc. Common Stock FIVN

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Market datapartial · fetched 2026-10-23T17:32:46.374Z

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 · 2026-10-23T17:32:40.798641712Z

FundamentalsAlpha Vantage · unavailable

Share price$37.28
1D+6.1%
$34.93$35.65$36.38$37.11$37.845:30 AM6:30 AM9:00 AM1:00 PMFIVN
Sold putSold call

Five9, Inc. Common Stock options

Live interpolated FIVN call and put midpoint premiums by absolute delta.Five9, Inc. Common Stock$0.51$3.98$7.44$10.90$14.37$26.08$31.60$37.12$42.63$48.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FIVN spot · $37.28FIVN PRICE$0.89$1.20$1.48$1.81$2.21$2.62$3.07$3.53$4.06$4.59$5.31$6.06$6.79$1.15$1.51$1.95$2.40$2.93$3.46$4.16$4.88$5.73$6.63$7.74$9.55$13.37
PutsExpensive1.21×
CallsExpensive1.10×
SkewBearish+3.17 pp
Implied moveBearish±$7.23
TiltBearish20.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.9184.9%28.2%31.3487.4%19.0%
25Δ45.2986.8%24.7%32.7486.2%16.2%
30Δ43.5484.8%20.8%33.9286.0%14.2%
35Δ42.0183.5%17.5%35.1085.7%12.3%
40Δ40.8184.6%15.4%36.2185.4%10.7%
45Δ39.6285.3%13.3%37.3285.0%9.2%
50Δ38.4785.2%11.4%38.4885.3%7.9%
55Δ37.3385.0%9.6%39.6585.8%6.7%
60Δ36.2384.3%8.1%40.9086.0%5.7%
65Δ35.1383.6%6.5%42.1886.0%4.6%
70Δ33.9784.0%5.4%43.6486.0%3.7%
75Δ32.8084.5%4.2%45.7390.4%2.9%
80Δ31.6881.7%3.2%49.74104.3%2.4%

20Δ

Calls
Pseudo strike
46.91
IV
84.9%
B/E move
28.2%
Puts
Pseudo strike
31.34
IV
87.4%
B/E move
19.0%

25Δ

Calls
Pseudo strike
45.29
IV
86.8%
B/E move
24.7%
Puts
Pseudo strike
32.74
IV
86.2%
B/E move
16.2%

30Δ

Calls
Pseudo strike
43.54
IV
84.8%
B/E move
20.8%
Puts
Pseudo strike
33.92
IV
86.0%
B/E move
14.2%

35Δ

Calls
Pseudo strike
42.01
IV
83.5%
B/E move
17.5%
Puts
Pseudo strike
35.10
IV
85.7%
B/E move
12.3%

40Δ

Calls
Pseudo strike
40.81
IV
84.6%
B/E move
15.4%
Puts
Pseudo strike
36.21
IV
85.4%
B/E move
10.7%

45Δ

Calls
Pseudo strike
39.62
IV
85.3%
B/E move
13.3%
Puts
Pseudo strike
37.32
IV
85.0%
B/E move
9.2%

50Δ

Calls
Pseudo strike
38.47
IV
85.2%
B/E move
11.4%
Puts
Pseudo strike
38.48
IV
85.3%
B/E move
7.9%

55Δ

Calls
Pseudo strike
37.33
IV
85.0%
B/E move
9.6%
Puts
Pseudo strike
39.65
IV
85.8%
B/E move
6.7%

60Δ

Calls
Pseudo strike
36.23
IV
84.3%
B/E move
8.1%
Puts
Pseudo strike
40.90
IV
86.0%
B/E move
5.7%

65Δ

Calls
Pseudo strike
35.13
IV
83.6%
B/E move
6.5%
Puts
Pseudo strike
42.18
IV
86.0%
B/E move
4.6%

70Δ

Calls
Pseudo strike
33.97
IV
84.0%
B/E move
5.4%
Puts
Pseudo strike
43.64
IV
86.0%
B/E move
3.7%

75Δ

Calls
Pseudo strike
32.80
IV
84.5%
B/E move
4.2%
Puts
Pseudo strike
45.73
IV
90.4%
B/E move
2.9%

80Δ

Calls
Pseudo strike
31.68
IV
81.7%
B/E move
3.2%
Puts
Pseudo strike
49.74
IV
104.3%
B/E move
2.4%

Options history

No recorded observations