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Finance of America Companies Inc. FOA

FINANCIAL SERVICES · CREDIT SERVICES
i

Market dataready · fetched 2026-11-12T02:48:53.867Z

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 · 2026-11-12T00:00:00.002594317Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:48:53.384959+00:00

Share price$11.37
1D-3.5%
AH$10.50$10.85$11.20$11.54$11.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFOA
Sold putSold callAH

Finance of America Companies Inc. options

Live interpolated FOA call and put midpoint premiums by absolute delta.Finance of America Companies Inc.$0.44$4.61$8.77$12.94$17.11$6.34$8.79$11.25$13.70$16.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FOA spot · $11.37FOA PRICE$0.89$0.97$1.01$1.05$1.10$1.14$1.19$1.23$1.28$1.32$1.37$1.41$1.05$2.29$3.53$4.77$6.00$7.24$8.48$9.72$10.96$12.19$13.43$14.67$15.91
PutsCheap0.94×
Calls——
Skew——
Implied moveBearish±$9.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.97105.6%12.8%
25Δ22.75439.6%107.9%12.29124.4%12.0%
30Δ18.73386.6%73.3%13.62143.1%11.2%
35Δ16.99341.2%58.3%14.95161.8%10.4%
40Δ16.31315.8%52.8%16.28180.5%9.6%
45Δ15.64290.4%47.2%17.61199.2%8.9%
50Δ14.97265.0%41.7%18.93218.0%8.1%
55Δ14.30239.7%36.2%20.26236.7%7.3%
60Δ13.63214.3%30.7%21.59255.4%6.5%
65Δ12.95188.9%25.2%22.92274.1%5.7%
70Δ12.28163.5%19.6%24.24292.8%4.9%
75Δ11.61138.2%14.1%25.57311.6%4.1%
80Δ10.94112.8%8.6%26.90330.3%3.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.97
IV
105.6%
B/E move
12.8%

25Δ

Calls
Pseudo strike
22.75
IV
439.6%
B/E move
107.9%
Puts
Pseudo strike
12.29
IV
124.4%
B/E move
12.0%

30Δ

Calls
Pseudo strike
18.73
IV
386.6%
B/E move
73.3%
Puts
Pseudo strike
13.62
IV
143.1%
B/E move
11.2%

35Δ

Calls
Pseudo strike
16.99
IV
341.2%
B/E move
58.3%
Puts
Pseudo strike
14.95
IV
161.8%
B/E move
10.4%

40Δ

Calls
Pseudo strike
16.31
IV
315.8%
B/E move
52.8%
Puts
Pseudo strike
16.28
IV
180.5%
B/E move
9.6%

45Δ

Calls
Pseudo strike
15.64
IV
290.4%
B/E move
47.2%
Puts
Pseudo strike
17.61
IV
199.2%
B/E move
8.9%

50Δ

Calls
Pseudo strike
14.97
IV
265.0%
B/E move
41.7%
Puts
Pseudo strike
18.93
IV
218.0%
B/E move
8.1%

55Δ

Calls
Pseudo strike
14.30
IV
239.7%
B/E move
36.2%
Puts
Pseudo strike
20.26
IV
236.7%
B/E move
7.3%

60Δ

Calls
Pseudo strike
13.63
IV
214.3%
B/E move
30.7%
Puts
Pseudo strike
21.59
IV
255.4%
B/E move
6.5%

65Δ

Calls
Pseudo strike
12.95
IV
188.9%
B/E move
25.2%
Puts
Pseudo strike
22.92
IV
274.1%
B/E move
5.7%

70Δ

Calls
Pseudo strike
12.28
IV
163.5%
B/E move
19.6%
Puts
Pseudo strike
24.24
IV
292.8%
B/E move
4.9%

75Δ

Calls
Pseudo strike
11.61
IV
138.2%
B/E move
14.1%
Puts
Pseudo strike
25.57
IV
311.6%
B/E move
4.1%

80Δ

Calls
Pseudo strike
10.94
IV
112.8%
B/E move
8.6%
Puts
Pseudo strike
26.90
IV
330.3%
B/E move
3.3%

Options history

IV · four-Friday blend101.43%
Daily close
FOA43.6%142.4%241.2%2026-08-14: 69.17%2026-08-17: 85.63%2026-08-18: 101.10%2026-08-19: 116.82%2026-08-21: 62.38%2026-08-24: 57.27%2026-08-25: 62.13%2026-08-26: 65.67%2026-08-27: 60.96%2026-08-28: 70.58%2026-08-31: 58.42%2026-09-02: 67.04%2026-09-03: 67.32%2026-09-04: 76.25%2026-09-08: 71.92%2026-09-09: 86.25%2026-09-10: 87.61%2026-09-18: 72.28%2026-09-21: 69.18%2026-09-22: 70.87%2026-09-23: 73.00%2026-09-24: 72.28%2026-09-25: 60.36%2026-09-30: 75.11%2026-10-01: 79.55%2026-10-02: 82.48%2026-10-05: 86.24%2026-10-07: 95.53%2026-10-08: 101.42%2026-10-13: 114.94%2026-10-15: 227.54%2026-10-16: 85.93%2026-10-19: 103.26%2026-10-20: 89.58%2026-10-21: 100.03%2026-10-22: 91.26%2026-10-23: 91.63%2026-10-26: 99.22%2026-10-27: 99.53%2026-10-28: 96.93%2026-10-29: 106.77%2026-10-30: 101.43%Aug 14Sep 23Oct 30
42 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
69.17%
85.63%
101.10%
116.82%
62.38%
57.27%
62.13%
65.67%
60.96%
70.58%
58.42%
67.04%
67.32%
76.25%
71.92%
86.25%
87.61%
72.28%
69.18%
70.87%
73.00%
72.28%
60.36%
75.11%
79.55%
82.48%
86.24%
95.53%
101.42%
114.94%
227.54%
85.93%
103.26%
89.58%
100.03%
91.26%
91.63%
99.22%
99.53%
96.93%
106.77%
101.43%