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Firefly Aerospace Inc. Common Stock FLY

INDUSTRIALS · AEROSPACE & DEFENSE
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Market dataready · fetched 2026-10-16T01:05:25.489Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:56:34.011101722Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:05:24.650074+00:00

Share price$17.98
1D+9.4%
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$0.31$2.36$4.41$6.46$8.51$10.91$14.93$18.95$22.97$27.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLY spot · $17.98FLY PRICE$0.53$0.71$0.86$1.07$1.32$1.56$1.81$2.13$2.41$2.73$3.25$3.55$3.88$0.72$0.96$1.22$1.56$1.89$2.26$2.77$3.05$3.41$4.12$5.53$6.31$7.91
PutsExpensive1.18×
CallsExpensive1.07×
SkewBearish+2.67 pp
Implied moveBearish±$4.58
TiltBearish23.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.4396.7%38.8%14.6197.4%22.8%
25Δ23.2397.0%33.2%15.3897.1%19.8%
30Δ21.8991.7%26.5%16.1495.4%17.0%
35Δ21.1193.6%23.4%16.8197.4%15.1%
40Δ20.3895.8%20.7%17.5096.9%13.2%
45Δ19.6496.3%17.9%18.2096.7%11.3%
50Δ18.8895.5%15.1%18.9699.6%10.0%
55Δ18.2097.6%13.1%19.5694.5%8.2%
60Δ17.5195.9%10.8%20.2290.8%6.5%
65Δ16.8194.7%8.7%21.1293.6%5.5%
70Δ16.08100.0%7.5%22.64104.5%4.8%
75Δ15.4594.8%5.7%23.64102.5%3.6%
80Δ14.8189.6%4.0%25.41107.5%2.7%

20Δ

Calls
Pseudo strike
24.43
IV
96.7%
B/E move
38.8%
Puts
Pseudo strike
14.61
IV
97.4%
B/E move
22.8%

25Δ

Calls
Pseudo strike
23.23
IV
97.0%
B/E move
33.2%
Puts
Pseudo strike
15.38
IV
97.1%
B/E move
19.8%

30Δ

Calls
Pseudo strike
21.89
IV
91.7%
B/E move
26.5%
Puts
Pseudo strike
16.14
IV
95.4%
B/E move
17.0%

35Δ

Calls
Pseudo strike
21.11
IV
93.6%
B/E move
23.4%
Puts
Pseudo strike
16.81
IV
97.4%
B/E move
15.1%

40Δ

Calls
Pseudo strike
20.38
IV
95.8%
B/E move
20.7%
Puts
Pseudo strike
17.50
IV
96.9%
B/E move
13.2%

45Δ

Calls
Pseudo strike
19.64
IV
96.3%
B/E move
17.9%
Puts
Pseudo strike
18.20
IV
96.7%
B/E move
11.3%

50Δ

Calls
Pseudo strike
18.88
IV
95.5%
B/E move
15.1%
Puts
Pseudo strike
18.96
IV
99.6%
B/E move
10.0%

55Δ

Calls
Pseudo strike
18.20
IV
97.6%
B/E move
13.1%
Puts
Pseudo strike
19.56
IV
94.5%
B/E move
8.2%

60Δ

Calls
Pseudo strike
17.51
IV
95.9%
B/E move
10.8%
Puts
Pseudo strike
20.22
IV
90.8%
B/E move
6.5%

65Δ

Calls
Pseudo strike
16.81
IV
94.7%
B/E move
8.7%
Puts
Pseudo strike
21.12
IV
93.6%
B/E move
5.5%

70Δ

Calls
Pseudo strike
16.08
IV
100.0%
B/E move
7.5%
Puts
Pseudo strike
22.64
IV
104.5%
B/E move
4.8%

75Δ

Calls
Pseudo strike
15.45
IV
94.8%
B/E move
5.7%
Puts
Pseudo strike
23.64
IV
102.5%
B/E move
3.6%

80Δ

Calls
Pseudo strike
14.81
IV
89.6%
B/E move
4.0%
Puts
Pseudo strike
25.41
IV
107.5%
B/E move
2.7%