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Fold Holdings, Inc. Class A Common Stock FLD

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-10-22T21:53:27.149Z

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 · ready · quarter 2026-06-30 · fetched 2026-10-22T21:53:25.433839+00:00

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$0.90$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-208.13 pp
Implied move——
TiltBearish56.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.61723.5%84.3%
25Δ0.69670.3%73.3%
30Δ0.77617.1%62.4%
35Δ0.85563.8%51.4%
40Δ0.93510.6%40.5%
45Δ1.12483.7%31.4%
50Δ2.05591.7%30.9%
55Δ4.87800.0%953.3%2.45582.7%26.9%
60Δ3.67800.0%716.7%2.86573.7%23.0%
65Δ2.74800.0%525.3%
70Δ1.98800.0%362.9%
75Δ1.43799.2%277.1%
80Δ1.04794.4%190.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.61
IV
723.5%
B/E move
84.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.69
IV
670.3%
B/E move
73.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.77
IV
617.1%
B/E move
62.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.85
IV
563.8%
B/E move
51.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.93
IV
510.6%
B/E move
40.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.12
IV
483.7%
B/E move
31.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.05
IV
591.7%
B/E move
30.9%

55Δ

Calls
Pseudo strike
4.87
IV
800.0%
B/E move
953.3%
Puts
Pseudo strike
2.45
IV
582.7%
B/E move
26.9%

60Δ

Calls
Pseudo strike
3.67
IV
800.0%
B/E move
716.7%
Puts
Pseudo strike
2.86
IV
573.7%
B/E move
23.0%

65Δ

Calls
Pseudo strike
2.74
IV
800.0%
B/E move
525.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.98
IV
800.0%
B/E move
362.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.43
IV
799.2%
B/E move
277.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.04
IV
794.4%
B/E move
190.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations