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Firefly Aerospace Inc. Common Stock FLY

INDUSTRIALS · AEROSPACE & DEFENSE
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Market dataready · fetched 2026-10-16T21:50:47.733Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:48:20.519388025Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:50:47.153122+00:00

Share price$16.81
1D-6.2%
AH$16.54$16.93$17.32$17.71$18.105:30 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$0.14$0.74$1.33$1.93$2.53$14.15$15.80$17.46$19.12$20.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLY spot · $16.81FLY PRICE$0.20$0.27$0.34$0.43$0.52$0.60$0.69$0.80$0.92$1.05$1.17$1.35$1.52$0.23$0.30$0.37$0.48$0.60$0.73$0.87$1.10$1.33$1.47$1.66$1.97$2.36
PutsExpensive1.15×
CallsFair1.04×
SkewBearish+8.08 pp
Implied moveBearish±$1.56
TiltBearish15.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.6482.1%12.1%15.3881.9%9.8%
25Δ18.2881.4%10.3%15.6980.5%8.4%
30Δ17.9681.0%8.8%15.9878.7%7.1%
35Δ17.7082.5%7.9%16.2281.1%6.4%
40Δ17.4483.2%6.8%16.4583.8%5.7%
45Δ17.1880.5%5.7%16.6985.2%5.0%
50Δ16.9278.8%4.8%16.9486.4%4.4%
55Δ16.6979.0%4.1%17.2592.0%3.9%
60Δ16.4678.9%3.4%17.5696.6%3.5%
65Δ16.2377.4%2.8%17.8292.6%2.8%
70Δ16.0176.0%2.2%18.1190.3%2.2%
75Δ15.7675.3%1.7%18.4992.3%1.7%
80Δ15.5074.7%1.3%18.9594.6%1.3%

20Δ

Calls
Pseudo strike
18.64
IV
82.1%
B/E move
12.1%
Puts
Pseudo strike
15.38
IV
81.9%
B/E move
9.8%

25Δ

Calls
Pseudo strike
18.28
IV
81.4%
B/E move
10.3%
Puts
Pseudo strike
15.69
IV
80.5%
B/E move
8.4%

30Δ

Calls
Pseudo strike
17.96
IV
81.0%
B/E move
8.8%
Puts
Pseudo strike
15.98
IV
78.7%
B/E move
7.1%

35Δ

Calls
Pseudo strike
17.70
IV
82.5%
B/E move
7.9%
Puts
Pseudo strike
16.22
IV
81.1%
B/E move
6.4%

40Δ

Calls
Pseudo strike
17.44
IV
83.2%
B/E move
6.8%
Puts
Pseudo strike
16.45
IV
83.8%
B/E move
5.7%

45Δ

Calls
Pseudo strike
17.18
IV
80.5%
B/E move
5.7%
Puts
Pseudo strike
16.69
IV
85.2%
B/E move
5.0%

50Δ

Calls
Pseudo strike
16.92
IV
78.8%
B/E move
4.8%
Puts
Pseudo strike
16.94
IV
86.4%
B/E move
4.4%

55Δ

Calls
Pseudo strike
16.69
IV
79.0%
B/E move
4.1%
Puts
Pseudo strike
17.25
IV
92.0%
B/E move
3.9%

60Δ

Calls
Pseudo strike
16.46
IV
78.9%
B/E move
3.4%
Puts
Pseudo strike
17.56
IV
96.6%
B/E move
3.5%

65Δ

Calls
Pseudo strike
16.23
IV
77.4%
B/E move
2.8%
Puts
Pseudo strike
17.82
IV
92.6%
B/E move
2.8%

70Δ

Calls
Pseudo strike
16.01
IV
76.0%
B/E move
2.2%
Puts
Pseudo strike
18.11
IV
90.3%
B/E move
2.2%

75Δ

Calls
Pseudo strike
15.76
IV
75.3%
B/E move
1.7%
Puts
Pseudo strike
18.49
IV
92.3%
B/E move
1.7%

80Δ

Calls
Pseudo strike
15.50
IV
74.7%
B/E move
1.3%
Puts
Pseudo strike
18.95
IV
94.6%
B/E move
1.3%