IntraAlpha
Create free account Start free

Funko Inc FNKO

CONSUMER CYCLICAL · LEISURE
i

Market dataready · fetched 2026-10-22T23:52:15.454Z

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 · 2026-10-22T20:00:00.254262434Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:52:15.041734+00:00

Share price$7.04
1D+2.1%
AH$6.82$6.88$6.94$7.00$7.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFNKO
Sold putSold callAH

Funko Inc options

Live interpolated FNKO call and put midpoint premiums by absolute delta.Funko Inc$0.12$0.88$1.65$2.41$3.18$3.86$5.37$6.88$8.38$9.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FNKO spot · $7.04FNKO PRICE$0.20$0.26$0.31$0.37$0.43$0.51$0.77$1.03$1.30$1.56$1.82$2.08$2.34$0.44$0.54$0.63$0.73$0.83$0.93$1.02$1.33$1.88$2.42$2.96
PutsExpensive2.02×
CallsExpensive1.68×
SkewBearish+16.13 pp
Implied moveBearish±$1.80
TiltBearish2.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.61102.6%39.5%5.23162.3%31.9%
25Δ9.1798.5%34.1%5.58153.1%28.3%
30Δ8.7494.4%28.7%5.93144.0%24.8%
35Δ8.3090.3%23.3%6.27134.9%21.2%
40Δ7.8786.2%17.9%6.62125.8%17.7%
45Δ7.4584.5%13.2%6.97116.7%14.1%
50Δ7.1396.9%12.3%7.32107.6%10.5%
55Δ6.80109.3%11.4%7.79108.1%8.3%
60Δ6.47121.6%10.4%8.39119.0%7.4%
65Δ6.15134.0%9.5%8.99129.9%6.6%
70Δ5.82146.4%8.6%9.59140.9%5.7%
75Δ5.50158.8%7.7%
80Δ5.17171.1%6.7%

20Δ

Calls
Pseudo strike
9.61
IV
102.6%
B/E move
39.5%
Puts
Pseudo strike
5.23
IV
162.3%
B/E move
31.9%

25Δ

Calls
Pseudo strike
9.17
IV
98.5%
B/E move
34.1%
Puts
Pseudo strike
5.58
IV
153.1%
B/E move
28.3%

30Δ

Calls
Pseudo strike
8.74
IV
94.4%
B/E move
28.7%
Puts
Pseudo strike
5.93
IV
144.0%
B/E move
24.8%

35Δ

Calls
Pseudo strike
8.30
IV
90.3%
B/E move
23.3%
Puts
Pseudo strike
6.27
IV
134.9%
B/E move
21.2%

40Δ

Calls
Pseudo strike
7.87
IV
86.2%
B/E move
17.9%
Puts
Pseudo strike
6.62
IV
125.8%
B/E move
17.7%

45Δ

Calls
Pseudo strike
7.45
IV
84.5%
B/E move
13.2%
Puts
Pseudo strike
6.97
IV
116.7%
B/E move
14.1%

50Δ

Calls
Pseudo strike
7.13
IV
96.9%
B/E move
12.3%
Puts
Pseudo strike
7.32
IV
107.6%
B/E move
10.5%

55Δ

Calls
Pseudo strike
6.80
IV
109.3%
B/E move
11.4%
Puts
Pseudo strike
7.79
IV
108.1%
B/E move
8.3%

60Δ

Calls
Pseudo strike
6.47
IV
121.6%
B/E move
10.4%
Puts
Pseudo strike
8.39
IV
119.0%
B/E move
7.4%

65Δ

Calls
Pseudo strike
6.15
IV
134.0%
B/E move
9.5%
Puts
Pseudo strike
8.99
IV
129.9%
B/E move
6.6%

70Δ

Calls
Pseudo strike
5.82
IV
146.4%
B/E move
8.6%
Puts
Pseudo strike
9.59
IV
140.9%
B/E move
5.7%

75Δ

Calls
Pseudo strike
5.50
IV
158.8%
B/E move
7.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.17
IV
171.1%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations