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Five9 Inc FIVN

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-23T00:20:45.822Z

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 · 2026-10-22T23:57:41.106008223Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:20:44.191161+00:00

Share price$35.95
1D+2.3%
AH$34.74$35.10$35.47$35.84$36.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFIVN
Sold putSold callAH

Five9 Inc options

Live interpolated FIVN call and put midpoint premiums by absolute delta.Five9 Inc$0.37$4.71$9.06$13.40$17.74$23.89$29.40$34.90$40.41$45.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FIVN spot · $35.95FIVN PRICE$0.84$1.09$1.31$1.54$1.87$2.19$2.58$3.00$3.41$3.84$4.26$4.71$5.46$1.22$1.59$1.98$2.52$3.06$3.84$4.64$5.57$6.57$8.10$9.63$11.87$16.49
PutsExpensive1.34×
CallsCheap0.92×
SkewBearish+26.63 pp
Implied moveBearish±$7.22
TiltBearish36.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.0782.5%27.7%29.8794.0%20.3%
25Δ43.1680.3%23.1%31.2691.6%17.5%
30Δ41.3775.9%18.7%32.6289.1%14.8%
35Δ39.7971.6%15.0%33.7789.9%13.1%
40Δ38.7871.5%13.1%34.9290.7%11.4%
45Δ37.7671.4%11.1%36.1693.1%10.1%
50Δ36.8171.4%9.6%37.4195.7%8.9%
55Δ35.8971.4%8.2%38.7796.8%7.6%
60Δ34.9771.3%6.8%40.2198.1%6.4%
65Δ34.1369.1%5.6%42.07102.6%5.5%
70Δ33.2866.8%4.4%43.97104.2%4.5%
75Δ32.4264.7%3.3%46.55108.8%3.6%
80Δ31.4064.1%2.5%51.42123.2%2.8%

20Δ

Calls
Pseudo strike
45.07
IV
82.5%
B/E move
27.7%
Puts
Pseudo strike
29.87
IV
94.0%
B/E move
20.3%

25Δ

Calls
Pseudo strike
43.16
IV
80.3%
B/E move
23.1%
Puts
Pseudo strike
31.26
IV
91.6%
B/E move
17.5%

30Δ

Calls
Pseudo strike
41.37
IV
75.9%
B/E move
18.7%
Puts
Pseudo strike
32.62
IV
89.1%
B/E move
14.8%

35Δ

Calls
Pseudo strike
39.79
IV
71.6%
B/E move
15.0%
Puts
Pseudo strike
33.77
IV
89.9%
B/E move
13.1%

40Δ

Calls
Pseudo strike
38.78
IV
71.5%
B/E move
13.1%
Puts
Pseudo strike
34.92
IV
90.7%
B/E move
11.4%

45Δ

Calls
Pseudo strike
37.76
IV
71.4%
B/E move
11.1%
Puts
Pseudo strike
36.16
IV
93.1%
B/E move
10.1%

50Δ

Calls
Pseudo strike
36.81
IV
71.4%
B/E move
9.6%
Puts
Pseudo strike
37.41
IV
95.7%
B/E move
8.9%

55Δ

Calls
Pseudo strike
35.89
IV
71.4%
B/E move
8.2%
Puts
Pseudo strike
38.77
IV
96.8%
B/E move
7.6%

60Δ

Calls
Pseudo strike
34.97
IV
71.3%
B/E move
6.8%
Puts
Pseudo strike
40.21
IV
98.1%
B/E move
6.4%

65Δ

Calls
Pseudo strike
34.13
IV
69.1%
B/E move
5.6%
Puts
Pseudo strike
42.07
IV
102.6%
B/E move
5.5%

70Δ

Calls
Pseudo strike
33.28
IV
66.8%
B/E move
4.4%
Puts
Pseudo strike
43.97
IV
104.2%
B/E move
4.5%

75Δ

Calls
Pseudo strike
32.42
IV
64.7%
B/E move
3.3%
Puts
Pseudo strike
46.55
IV
108.8%
B/E move
3.6%

80Δ

Calls
Pseudo strike
31.40
IV
64.1%
B/E move
2.5%
Puts
Pseudo strike
51.42
IV
123.2%
B/E move
2.8%

Options history

No recorded observations