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Five9, Inc. Common Stock FIVN

i

Market dataready · fetched 2026-11-13T01:26:32.031Z

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 · 2026-11-12T23:28:01.443313906Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T01:26:31.506818+00:00

Share price$27.77
1D+1.2%
AH$27.33$27.69$28.05$28.41$28.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFIVN
Sold putSold callAH

Five9, Inc. Common Stock options

Live interpolated FIVN call and put midpoint premiums by absolute delta.Five9, Inc. Common Stock$0.17$1.22$2.27$3.32$4.37$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEFIVN PRICE$0.29$0.42$0.61$0.80$0.98$1.17$1.36$1.54$1.93$2.35$2.77$3.19$4.07$0.32$0.42$0.52$0.61$0.71
Puts——
CallsCheap0.56×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.4165.4%10.6%25.6063.0%9.0%
25Δ29.8165.8%8.9%26.0161.5%7.8%
30Δ29.4369.3%8.2%26.4260.0%6.7%
35Δ29.0672.8%7.5%26.8358.5%5.6%
40Δ28.6876.3%6.8%27.2357.0%4.5%
45Δ28.3179.7%6.2%
50Δ27.9483.2%5.5%
55Δ27.5686.7%4.8%
60Δ27.0290.8%4.2%
65Δ26.4495.0%3.7%
70Δ25.8799.2%3.1%
75Δ25.29103.4%2.6%
80Δ24.29116.8%2.1%

20Δ

Calls
Pseudo strike
30.41
IV
65.4%
B/E move
10.6%
Puts
Pseudo strike
25.60
IV
63.0%
B/E move
9.0%

25Δ

Calls
Pseudo strike
29.81
IV
65.8%
B/E move
8.9%
Puts
Pseudo strike
26.01
IV
61.5%
B/E move
7.8%

30Δ

Calls
Pseudo strike
29.43
IV
69.3%
B/E move
8.2%
Puts
Pseudo strike
26.42
IV
60.0%
B/E move
6.7%

35Δ

Calls
Pseudo strike
29.06
IV
72.8%
B/E move
7.5%
Puts
Pseudo strike
26.83
IV
58.5%
B/E move
5.6%

40Δ

Calls
Pseudo strike
28.68
IV
76.3%
B/E move
6.8%
Puts
Pseudo strike
27.23
IV
57.0%
B/E move
4.5%

45Δ

Calls
Pseudo strike
28.31
IV
79.7%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
27.94
IV
83.2%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
27.56
IV
86.7%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
27.02
IV
90.8%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
26.44
IV
95.0%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
25.87
IV
99.2%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
25.29
IV
103.4%
B/E move
2.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
24.29
IV
116.8%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend79.41%
Daily EOD
FIVN73.2%76.6%79.9%2026-10-19: 74.40%2026-10-20: 73.79%2026-10-21: 73.69%2026-10-22: 73.92%2026-10-23: 75.79%2026-10-26: 75.63%2026-10-27: 75.71%2026-10-28: 77.47%2026-10-29: 76.92%2026-10-30: 79.41%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
74.40%
73.79%
73.69%
73.92%
75.79%
75.63%
75.71%
77.47%
76.92%
79.41%