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Fold Holdings, Inc. Class A Common Stock FLD

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Market datapartial · fetched 2026-10-22T21:05:26.873Z

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 · 2026-10-22T20:00:00.542633154Z

FundamentalsAlpha Vantage · unavailable

Share price$0.51
1D-1.9%
AH$0.51$0.51$0.52$0.53$0.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLD
Sold putSold callAH

Fold Holdings, Inc. Class A Common Stock options

Live interpolated FLD call and put midpoint premiums by absolute delta.Fold Holdings, Inc. Class A Common Stock$0.32$0.89$1.47$2.05$2.63$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFLD PRICE$0.50$0.49$0.45$0.38$0.49$0.44$0.53$0.56$0.58$0.61$0.63$0.77$1.70$2.08$2.46
PutsExpensive2.87×
CallsExpensive3.77×
SkewBullish-208.36 pp
Implied move——
TiltBearish56.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.61723.3%84.2%
25Δ0.69670.1%73.3%
30Δ0.77616.8%62.4%
35Δ0.85563.6%51.4%
40Δ0.93510.4%40.5%
45Δ1.12483.5%31.4%
50Δ2.05591.3%30.9%
55Δ4.88800.0%955.8%2.45582.4%26.9%
60Δ3.68800.0%718.5%2.86573.4%23.0%
65Δ2.75800.0%526.6%
70Δ1.99800.0%363.5%
75Δ1.43799.2%277.6%
80Δ1.04794.2%190.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.61
IV
723.3%
B/E move
84.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.69
IV
670.1%
B/E move
73.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.77
IV
616.8%
B/E move
62.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.85
IV
563.6%
B/E move
51.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.93
IV
510.4%
B/E move
40.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.12
IV
483.5%
B/E move
31.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.05
IV
591.3%
B/E move
30.9%

55Δ

Calls
Pseudo strike
4.88
IV
800.0%
B/E move
955.8%
Puts
Pseudo strike
2.45
IV
582.4%
B/E move
26.9%

60Δ

Calls
Pseudo strike
3.68
IV
800.0%
B/E move
718.5%
Puts
Pseudo strike
2.86
IV
573.4%
B/E move
23.0%

65Δ

Calls
Pseudo strike
2.75
IV
800.0%
B/E move
526.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.99
IV
800.0%
B/E move
363.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.43
IV
799.2%
B/E move
277.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.04
IV
794.2%
B/E move
190.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations