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Firefly Aerospace Inc. Common Stock FLY

INDUSTRIALS · AEROSPACE & DEFENSE
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Market dataready · fetched 2026-10-15T20:04:07.423Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:01:23.125960248Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:04:06.272562+00:00

Share price$17.73
1D+8.9%
AH$15.92$16.44$16.97$17.50$18.035:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLY
Sold putSold callAH

Firefly Aerospace Inc. Common Stock options

Live interpolated FLY call and put midpoint premiums by absolute delta.Firefly Aerospace Inc. Common Stock$0.01$0.90$1.79$2.68$3.57$15.74$16.73$17.72$18.72$19.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $17.73OPTION PRICELive FLY spot · $17.73FLY PRICE$0.11$0.17$0.24$0.31$0.39$0.45$0.48$0.50$0.52$0.93$1.58$2.45$3.32$0.10$0.12$0.15$0.17$0.23$0.30$0.38$0.45$0.52$0.80$1.09$1.38$1.67
PutsExpensive1.12×
CallsExpensive1.12×
SkewBullish-68.21 pp
Implied moveBullish±$0.85
TiltBullish21.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.81117.7%6.7%17.0196.3%4.6%
25Δ18.41106.6%4.7%17.1689.6%3.9%
30Δ18.30118.9%4.6%17.3283.0%3.2%
35Δ18.19131.3%4.4%17.4776.4%2.4%
40Δ18.09143.6%4.2%17.5879.1%2.1%
45Δ17.98151.7%3.9%17.6884.5%2.0%
50Δ17.82137.5%3.2%17.7989.8%1.8%
55Δ17.66123.3%2.5%17.8995.2%1.6%
60Δ17.51109.1%1.7%18.00100.6%1.4%
65Δ17.17168.4%2.1%18.30115.9%1.3%
70Δ16.55236.9%2.3%18.62131.7%1.1%
75Δ15.65310.5%2.1%18.94147.4%1.0%
80Δ14.75384.1%1.9%19.25163.2%0.8%

20Δ

Calls
Pseudo strike
18.81
IV
117.7%
B/E move
6.7%
Puts
Pseudo strike
17.01
IV
96.3%
B/E move
4.6%

25Δ

Calls
Pseudo strike
18.41
IV
106.6%
B/E move
4.7%
Puts
Pseudo strike
17.16
IV
89.6%
B/E move
3.9%

30Δ

Calls
Pseudo strike
18.30
IV
118.9%
B/E move
4.6%
Puts
Pseudo strike
17.32
IV
83.0%
B/E move
3.2%

35Δ

Calls
Pseudo strike
18.19
IV
131.3%
B/E move
4.4%
Puts
Pseudo strike
17.47
IV
76.4%
B/E move
2.4%

40Δ

Calls
Pseudo strike
18.09
IV
143.6%
B/E move
4.2%
Puts
Pseudo strike
17.58
IV
79.1%
B/E move
2.1%

45Δ

Calls
Pseudo strike
17.98
IV
151.7%
B/E move
3.9%
Puts
Pseudo strike
17.68
IV
84.5%
B/E move
2.0%

50Δ

Calls
Pseudo strike
17.82
IV
137.5%
B/E move
3.2%
Puts
Pseudo strike
17.79
IV
89.8%
B/E move
1.8%

55Δ

Calls
Pseudo strike
17.66
IV
123.3%
B/E move
2.5%
Puts
Pseudo strike
17.89
IV
95.2%
B/E move
1.6%

60Δ

Calls
Pseudo strike
17.51
IV
109.1%
B/E move
1.7%
Puts
Pseudo strike
18.00
IV
100.6%
B/E move
1.4%

65Δ

Calls
Pseudo strike
17.17
IV
168.4%
B/E move
2.1%
Puts
Pseudo strike
18.30
IV
115.9%
B/E move
1.3%

70Δ

Calls
Pseudo strike
16.55
IV
236.9%
B/E move
2.3%
Puts
Pseudo strike
18.62
IV
131.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
15.65
IV
310.5%
B/E move
2.1%
Puts
Pseudo strike
18.94
IV
147.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
14.75
IV
384.1%
B/E move
1.9%
Puts
Pseudo strike
19.25
IV
163.2%
B/E move
0.8%