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Flywire Corporation Voting Common Stock FLYW

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-11T15:58:56.422Z

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: 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 · 2026-11-11T15:58:49.87448756Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T15:53:29.625168+00:00

Share price$21.97
1D-2.2%
$21.61$21.83$22.06$22.28$22.505:30 AM6:30 AM9:00 AM1:00 PMFLYW
Sold putSold call

Flywire Corporation Voting Common Stock options

Live interpolated FLYW call and put midpoint premiums by absolute delta.Flywire Corporation Voting Common Stock$0.30$0.98$1.66$2.34$3.02$16.79$19.68$22.56$25.45$28.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FLYW spot · $21.97FLYW PRICE$0.38$0.40$0.41$0.46$0.67$0.88$1.08$1.29$1.50$1.71$1.92$2.12$0.38$0.40$0.45$0.49$0.53$0.57$0.61$0.65$0.70$0.74$1.30$2.06$2.83
PutsCheap0.51×
Calls——
Skew——
Implied moveBullish±$1.49
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.5693.5%12.7%
25Δ24.5184.4%13.3%20.2078.5%9.9%
30Δ23.8071.0%10.1%20.4873.0%8.8%
35Δ23.0957.6%7.0%20.7567.4%7.8%
40Δ22.4547.0%4.3%21.0361.8%6.7%
45Δ22.1649.6%3.9%21.3156.3%5.6%
50Δ21.8752.1%3.5%21.5950.7%4.5%
55Δ21.5854.7%3.2%21.8645.1%3.5%
60Δ21.3057.2%2.8%22.1439.6%2.4%
65Δ21.0159.8%2.4%22.4234.0%1.3%
70Δ20.7262.4%2.1%23.0543.0%1.0%
75Δ20.4364.9%1.7%23.8157.9%1.0%
80Δ20.1467.5%1.3%24.5872.8%1.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.56
IV
93.5%
B/E move
12.7%

25Δ

Calls
Pseudo strike
24.51
IV
84.4%
B/E move
13.3%
Puts
Pseudo strike
20.20
IV
78.5%
B/E move
9.9%

30Δ

Calls
Pseudo strike
23.80
IV
71.0%
B/E move
10.1%
Puts
Pseudo strike
20.48
IV
73.0%
B/E move
8.8%

35Δ

Calls
Pseudo strike
23.09
IV
57.6%
B/E move
7.0%
Puts
Pseudo strike
20.75
IV
67.4%
B/E move
7.8%

40Δ

Calls
Pseudo strike
22.45
IV
47.0%
B/E move
4.3%
Puts
Pseudo strike
21.03
IV
61.8%
B/E move
6.7%

45Δ

Calls
Pseudo strike
22.16
IV
49.6%
B/E move
3.9%
Puts
Pseudo strike
21.31
IV
56.3%
B/E move
5.6%

50Δ

Calls
Pseudo strike
21.87
IV
52.1%
B/E move
3.5%
Puts
Pseudo strike
21.59
IV
50.7%
B/E move
4.5%

55Δ

Calls
Pseudo strike
21.58
IV
54.7%
B/E move
3.2%
Puts
Pseudo strike
21.86
IV
45.1%
B/E move
3.5%

60Δ

Calls
Pseudo strike
21.30
IV
57.2%
B/E move
2.8%
Puts
Pseudo strike
22.14
IV
39.6%
B/E move
2.4%

65Δ

Calls
Pseudo strike
21.01
IV
59.8%
B/E move
2.4%
Puts
Pseudo strike
22.42
IV
34.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
20.72
IV
62.4%
B/E move
2.1%
Puts
Pseudo strike
23.05
IV
43.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
20.43
IV
64.9%
B/E move
1.7%
Puts
Pseudo strike
23.81
IV
57.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
20.14
IV
67.5%
B/E move
1.3%
Puts
Pseudo strike
24.58
IV
72.8%
B/E move
1.0%

Options history

IV · four-Friday blend57.04%
Daily close
FLYW42.0%53.1%64.2%2026-08-21: 49.71%2026-08-24: 49.95%2026-08-25: 43.57%2026-08-26: 49.34%2026-09-01: 47.16%2026-09-10: 59.04%2026-09-18: 48.24%2026-09-21: 49.09%2026-09-22: 48.00%2026-09-25: 51.41%2026-09-28: 47.84%2026-09-29: 46.61%2026-09-30: 48.80%2026-10-01: 53.41%2026-10-02: 51.81%2026-10-16: 51.00%2026-10-19: 56.01%2026-10-20: 54.06%2026-10-21: 56.87%2026-10-22: 58.48%2026-10-23: 56.17%2026-10-26: 59.76%2026-10-27: 62.69%2026-10-28: 60.97%2026-10-29: 58.66%2026-10-30: 57.04%Aug 21Sep 30Oct 30
26 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
49.71%
49.95%
43.57%
49.34%
47.16%
59.04%
48.24%
49.09%
48.00%
51.41%
47.84%
46.61%
48.80%
53.41%
51.81%
51.00%
56.01%
54.06%
56.87%
58.48%
56.17%
59.76%
62.69%
60.97%
58.66%
57.04%