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Fabrinet FN

TECHNOLOGY · ELECTRONIC COMPONENTS
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Market dataready · fetched 2026-10-16T00:14:42.303Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:27:56.359044374Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:14:40.996063+00:00

Share price$386.00
1D+2.2%
AH$364$370$377$383$3895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFN
Sold putSold callAH

Fabrinet options

Live interpolated FN call and put midpoint premiums by absolute delta.Fabrinet$5.69$38.74$71.78$104.83$137.88$260.18$327.11$394.05$460.98$527.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FN spot · $386.00FN PRICE$9.26$12.42$15.65$19.35$23.25$27.62$32.30$37.28$42.49$49.24$55.77$64.84$73.27$13.07$16.75$21.43$26.74$33.13$40.18$46.63$54.96$65.11$75.79$88.53$106.68$128.35
PutsExpensive1.17×
CallsExpensive1.20×
SkewBearish+5.88 pp
Implied moveBearish±$78.93
TiltBearish21.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ487.8876.2%28.8%321.0284.5%20.2%
25Δ469.8777.1%24.9%336.9681.1%17.0%
30Δ452.3276.4%21.2%350.3380.7%14.8%
35Δ437.8276.8%18.4%362.9480.7%12.9%
40Δ424.1576.8%15.9%375.2981.9%11.4%
45Δ411.3577.1%13.7%387.9582.7%9.9%
50Δ399.0377.1%11.7%400.3781.4%8.4%
55Δ387.1576.8%10.0%413.5581.5%7.1%
60Δ375.2075.8%8.2%428.0082.6%6.0%
65Δ363.5177.0%6.9%442.9282.5%4.9%
70Δ351.7176.2%5.6%459.5182.9%3.9%
75Δ338.5077.9%4.5%480.9885.1%3.0%
80Δ325.7276.6%3.4%505.9286.8%2.2%

20Δ

Calls
Pseudo strike
487.88
IV
76.2%
B/E move
28.8%
Puts
Pseudo strike
321.02
IV
84.5%
B/E move
20.2%

25Δ

Calls
Pseudo strike
469.87
IV
77.1%
B/E move
24.9%
Puts
Pseudo strike
336.96
IV
81.1%
B/E move
17.0%

30Δ

Calls
Pseudo strike
452.32
IV
76.4%
B/E move
21.2%
Puts
Pseudo strike
350.33
IV
80.7%
B/E move
14.8%

35Δ

Calls
Pseudo strike
437.82
IV
76.8%
B/E move
18.4%
Puts
Pseudo strike
362.94
IV
80.7%
B/E move
12.9%

40Δ

Calls
Pseudo strike
424.15
IV
76.8%
B/E move
15.9%
Puts
Pseudo strike
375.29
IV
81.9%
B/E move
11.4%

45Δ

Calls
Pseudo strike
411.35
IV
77.1%
B/E move
13.7%
Puts
Pseudo strike
387.95
IV
82.7%
B/E move
9.9%

50Δ

Calls
Pseudo strike
399.03
IV
77.1%
B/E move
11.7%
Puts
Pseudo strike
400.37
IV
81.4%
B/E move
8.4%

55Δ

Calls
Pseudo strike
387.15
IV
76.8%
B/E move
10.0%
Puts
Pseudo strike
413.55
IV
81.5%
B/E move
7.1%

60Δ

Calls
Pseudo strike
375.20
IV
75.8%
B/E move
8.2%
Puts
Pseudo strike
428.00
IV
82.6%
B/E move
6.0%

65Δ

Calls
Pseudo strike
363.51
IV
77.0%
B/E move
6.9%
Puts
Pseudo strike
442.92
IV
82.5%
B/E move
4.9%

70Δ

Calls
Pseudo strike
351.71
IV
76.2%
B/E move
5.6%
Puts
Pseudo strike
459.51
IV
82.9%
B/E move
3.9%

75Δ

Calls
Pseudo strike
338.50
IV
77.9%
B/E move
4.5%
Puts
Pseudo strike
480.98
IV
85.1%
B/E move
3.0%

80Δ

Calls
Pseudo strike
325.72
IV
76.6%
B/E move
3.4%
Puts
Pseudo strike
505.92
IV
86.8%
B/E move
2.2%