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Fold Holdings, Inc. Class A Common Stock FLD

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market datapartial · fetched 2026-11-12T02:43:49.938Z

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 · 2026-11-11T23:36:57.826723139Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:43:48.930788+00:00

Share price$0.41
1D-2.2%
AH$0.40$0.41$0.43$0.44$0.455:30 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$0.48$1.00$1.51$2.02$2.54$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEFLD PRICE$0.54$0.61$0.68$0.75$0.83$0.95$1.07$1.85$2.39
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ0.56800.0%93.9%
40Δ0.68800.0%82.7%
45Δ0.79800.0%71.4%
50Δ0.91800.0%60.2%
55Δ1.04798.3%48.6%
60Δ1.21790.2%35.9%
65Δ1.38782.2%23.1%
70Δ
75Δ2.05800.0%51.2%
80Δ2.59800.0%51.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.56
IV
800.0%
B/E move
93.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.68
IV
800.0%
B/E move
82.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.79
IV
800.0%
B/E move
71.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.91
IV
800.0%
B/E move
60.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.04
IV
798.3%
B/E move
48.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.21
IV
790.2%
B/E move
35.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.38
IV
782.2%
B/E move
23.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.05
IV
800.0%
B/E move
51.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.59
IV
800.0%
B/E move
51.2%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations