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Firefly Aerospace Inc. Common Stock FLY

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-11-07T02:33:08.153Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:59:51.438616947Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T02:33:06.846207+00:00

Share price$20.83
1D+19.9%
AH$16$17$19$20$215:30 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$0.33$2.88$5.43$7.98$10.53$13.24$16.62$20.00$23.38$26.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FLY spot · $20.83FLY PRICE$0.79$0.99$1.11$1.35$1.60$1.86$2.26$2.50$2.85$3.29$3.56$0.60$0.78$1.04$1.31$1.62$1.93$2.29$2.71$2.75$3.41$6.27$7.38$9.79
PutsExpensive1.41×
Calls——
Skew——
Implied moveBearish±$3.89
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.65165.2%18.1%
25Δ18.39160.6%15.5%
30Δ24.03161.1%19.1%18.97166.0%13.9%
35Δ23.31162.7%16.7%19.59167.6%12.2%
40Δ22.48151.7%13.2%20.18171.0%10.9%
45Δ21.93156.4%11.8%20.81169.8%9.4%
50Δ21.35158.2%10.2%21.43170.3%8.1%
55Δ20.78159.3%8.7%22.08171.7%7.0%
60Δ20.18169.1%7.7%22.48152.2%5.3%
65Δ19.61163.1%6.2%23.28161.1%4.6%
70Δ19.00162.1%4.9%26.03237.5%5.1%
75Δ18.35163.9%3.9%27.37238.6%4.0%
80Δ17.84153.6%2.8%29.94260.9%3.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.65
IV
165.2%
B/E move
18.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.39
IV
160.6%
B/E move
15.5%

30Δ

Calls
Pseudo strike
24.03
IV
161.1%
B/E move
19.1%
Puts
Pseudo strike
18.97
IV
166.0%
B/E move
13.9%

35Δ

Calls
Pseudo strike
23.31
IV
162.7%
B/E move
16.7%
Puts
Pseudo strike
19.59
IV
167.6%
B/E move
12.2%

40Δ

Calls
Pseudo strike
22.48
IV
151.7%
B/E move
13.2%
Puts
Pseudo strike
20.18
IV
171.0%
B/E move
10.9%

45Δ

Calls
Pseudo strike
21.93
IV
156.4%
B/E move
11.8%
Puts
Pseudo strike
20.81
IV
169.8%
B/E move
9.4%

50Δ

Calls
Pseudo strike
21.35
IV
158.2%
B/E move
10.2%
Puts
Pseudo strike
21.43
IV
170.3%
B/E move
8.1%

55Δ

Calls
Pseudo strike
20.78
IV
159.3%
B/E move
8.7%
Puts
Pseudo strike
22.08
IV
171.7%
B/E move
7.0%

60Δ

Calls
Pseudo strike
20.18
IV
169.1%
B/E move
7.7%
Puts
Pseudo strike
22.48
IV
152.2%
B/E move
5.3%

65Δ

Calls
Pseudo strike
19.61
IV
163.1%
B/E move
6.2%
Puts
Pseudo strike
23.28
IV
161.1%
B/E move
4.6%

70Δ

Calls
Pseudo strike
19.00
IV
162.1%
B/E move
4.9%
Puts
Pseudo strike
26.03
IV
237.5%
B/E move
5.1%

75Δ

Calls
Pseudo strike
18.35
IV
163.9%
B/E move
3.9%
Puts
Pseudo strike
27.37
IV
238.6%
B/E move
4.0%

80Δ

Calls
Pseudo strike
17.84
IV
153.6%
B/E move
2.8%
Puts
Pseudo strike
29.94
IV
260.9%
B/E move
3.3%

Options history

IV · four-Friday blend103.36%
Daily close
FLY64.5%112.3%160.2%2026-08-10: 153.57%2026-08-11: 146.82%2026-08-12: 104.99%2026-08-13: 96.32%2026-08-14: 88.19%2026-08-17: 90.47%2026-08-18: 94.76%2026-08-19: 89.84%2026-08-20: 91.39%2026-08-21: 87.09%2026-08-24: 97.19%2026-08-25: 94.51%2026-08-26: 88.82%2026-08-27: 88.09%2026-08-28: 82.13%2026-08-31: 73.94%2026-09-01: 79.72%2026-09-02: 75.26%2026-09-03: 75.57%2026-09-04: 71.07%2026-09-08: 79.91%2026-09-09: 81.58%2026-09-10: 87.27%2026-09-11: 80.06%2026-09-14: 82.20%2026-09-15: 83.91%2026-09-16: 86.86%2026-09-17: 90.50%2026-09-18: 78.63%2026-09-21: 84.48%2026-09-22: 84.49%2026-09-23: 82.52%2026-09-24: 88.76%2026-09-25: 80.59%2026-09-28: 90.31%2026-09-29: 87.48%2026-09-30: 89.79%2026-10-01: 89.23%2026-10-02: 83.30%2026-10-05: 86.56%2026-10-06: 87.14%2026-10-07: 82.15%2026-10-08: 88.90%2026-10-09: 82.95%2026-10-12: 87.71%2026-10-13: 84.36%2026-10-14: 85.06%2026-10-15: 93.44%2026-10-16: 86.79%2026-10-19: 87.14%2026-10-20: 93.15%2026-10-21: 89.50%2026-10-22: 97.11%2026-10-23: 93.35%2026-10-26: 97.97%2026-10-27: 102.31%2026-10-28: 111.47%2026-10-29: 101.04%2026-10-30: 103.36%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
153.57%
146.82%
104.99%
96.32%
88.19%
90.47%
94.76%
89.84%
91.39%
87.09%
97.19%
94.51%
88.82%
88.09%
82.13%
73.94%
79.72%
75.26%
75.57%
71.07%
79.91%
81.58%
87.27%
80.06%
82.20%
83.91%
86.86%
90.50%
78.63%
84.48%
84.49%
82.52%
88.76%
80.59%
90.31%
87.48%
89.79%
89.23%
83.30%
86.56%
87.14%
82.15%
88.90%
82.95%
87.71%
84.36%
85.06%
93.44%
86.79%
87.14%
93.15%
89.50%
97.11%
93.35%
97.97%
102.31%
111.47%
101.04%
103.36%