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Flywire Corp FLYW

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
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Market dataready · fetched 2026-10-22T10:11:36.080Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:00:01.098305891Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T10:11:34.085428+00:00

Share price$18.63
1D-0.1%
AH$18.40$18.48$18.56$18.65$18.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFLYW
Sold putSold callAH

Flywire Corp options

Live interpolated FLYW call and put midpoint premiums by absolute delta.Flywire Corp$0.23$2.26$4.29$6.32$8.35$13.06$15.80$18.54$21.28$24.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FLYW spot · $18.63FLYW PRICE$0.45$0.54$0.64$0.74$0.89$1.14$1.40$1.66$1.92$2.18$3.12$4.22$5.32$0.51$0.64$0.77$0.97$1.26$1.55$1.85$2.14$2.88$4.83$5.60$6.25$7.77
PutsExpensive2.43×
CallsExpensive2.19×
SkewBearish+3.53 pp
Implied moveBearish±$3.25
TiltBearish20.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.1687.1%32.1%15.7278.8%18.4%
25Δ23.0380.4%26.5%16.4174.3%15.4%
30Δ21.8973.7%20.9%17.1069.9%12.4%
35Δ20.7667.0%15.4%17.7067.8%10.2%
40Δ19.8563.4%11.3%18.1969.2%9.2%
45Δ19.4066.1%10.3%18.6770.6%8.1%
50Δ18.9468.7%9.2%19.1672.1%7.1%
55Δ18.4971.4%8.2%19.6573.5%6.0%
60Δ18.0474.0%7.1%20.5083.1%5.4%
65Δ17.5976.7%6.1%22.34114.3%6.0%
70Δ16.5392.7%5.5%23.31113.5%4.9%
75Δ15.34111.9%5.0%24.19109.5%3.7%
80Δ14.15131.0%4.5%25.91113.5%2.6%

20Δ

Calls
Pseudo strike
24.16
IV
87.1%
B/E move
32.1%
Puts
Pseudo strike
15.72
IV
78.8%
B/E move
18.4%

25Δ

Calls
Pseudo strike
23.03
IV
80.4%
B/E move
26.5%
Puts
Pseudo strike
16.41
IV
74.3%
B/E move
15.4%

30Δ

Calls
Pseudo strike
21.89
IV
73.7%
B/E move
20.9%
Puts
Pseudo strike
17.10
IV
69.9%
B/E move
12.4%

35Δ

Calls
Pseudo strike
20.76
IV
67.0%
B/E move
15.4%
Puts
Pseudo strike
17.70
IV
67.8%
B/E move
10.2%

40Δ

Calls
Pseudo strike
19.85
IV
63.4%
B/E move
11.3%
Puts
Pseudo strike
18.19
IV
69.2%
B/E move
9.2%

45Δ

Calls
Pseudo strike
19.40
IV
66.1%
B/E move
10.3%
Puts
Pseudo strike
18.67
IV
70.6%
B/E move
8.1%

50Δ

Calls
Pseudo strike
18.94
IV
68.7%
B/E move
9.2%
Puts
Pseudo strike
19.16
IV
72.1%
B/E move
7.1%

55Δ

Calls
Pseudo strike
18.49
IV
71.4%
B/E move
8.2%
Puts
Pseudo strike
19.65
IV
73.5%
B/E move
6.0%

60Δ

Calls
Pseudo strike
18.04
IV
74.0%
B/E move
7.1%
Puts
Pseudo strike
20.50
IV
83.1%
B/E move
5.4%

65Δ

Calls
Pseudo strike
17.59
IV
76.7%
B/E move
6.1%
Puts
Pseudo strike
22.34
IV
114.3%
B/E move
6.0%

70Δ

Calls
Pseudo strike
16.53
IV
92.7%
B/E move
5.5%
Puts
Pseudo strike
23.31
IV
113.5%
B/E move
4.9%

75Δ

Calls
Pseudo strike
15.34
IV
111.9%
B/E move
5.0%
Puts
Pseudo strike
24.19
IV
109.5%
B/E move
3.7%

80Δ

Calls
Pseudo strike
14.15
IV
131.0%
B/E move
4.5%
Puts
Pseudo strike
25.91
IV
113.5%
B/E move
2.6%

Options history

No recorded observations