IntraAlpha
Create free account Start free

Finance of America Companies Inc FOA

FINANCIAL SERVICES · CREDIT SERVICES
i

Market dataready · fetched 2026-10-22T23:06:22.681Z

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 · 2026-10-22T23:00:00.003354552Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:59:44.457174+00:00

Share price$11.49
1D+4.6%
AH$10.92$11.12$11.33$11.53$11.735:30 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$0.58$1.40$2.22$3.04$3.87$5.75$8.92$12.10$15.27$18.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FOA spot · $11.49FOA PRICE$0.67$1.12$1.30$1.31$1.36$1.40$1.45$1.56$1.67$1.77$1.88$1.99$3.03$1.31$1.32$1.34$1.50$1.67$1.83$1.99$2.20$2.49$2.77$3.06$3.34$3.63
PutsExpensive1.82×
CallsExpensive2.54×
SkewBullish-37.68 pp
Implied moveBearish±$3.45
TiltBearish16.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.94212.9%131.6%8.04256.6%41.4%
25Δ35.91334.1%222.2%9.07209.9%32.5%
30Δ28.68318.6%160.9%10.05166.5%24.2%
35Δ19.40243.5%80.3%10.58155.8%21.0%
40Δ17.09209.4%60.5%11.10145.2%17.9%
45Δ14.77175.3%40.8%11.63134.5%14.7%
50Δ12.49141.7%21.3%12.16123.9%11.5%
55Δ12.00131.4%18.0%12.65115.3%9.0%
60Δ11.51121.1%14.7%13.09110.7%7.7%
65Δ11.03110.8%11.4%13.53106.1%6.3%
70Δ10.54100.6%8.1%13.97101.5%5.0%
75Δ10.0590.3%4.8%14.4196.8%3.7%
80Δ8.89115.1%3.8%14.8592.2%2.3%

20Δ

Calls
Pseudo strike
25.94
IV
212.9%
B/E move
131.6%
Puts
Pseudo strike
8.04
IV
256.6%
B/E move
41.4%

25Δ

Calls
Pseudo strike
35.91
IV
334.1%
B/E move
222.2%
Puts
Pseudo strike
9.07
IV
209.9%
B/E move
32.5%

30Δ

Calls
Pseudo strike
28.68
IV
318.6%
B/E move
160.9%
Puts
Pseudo strike
10.05
IV
166.5%
B/E move
24.2%

35Δ

Calls
Pseudo strike
19.40
IV
243.5%
B/E move
80.3%
Puts
Pseudo strike
10.58
IV
155.8%
B/E move
21.0%

40Δ

Calls
Pseudo strike
17.09
IV
209.4%
B/E move
60.5%
Puts
Pseudo strike
11.10
IV
145.2%
B/E move
17.9%

45Δ

Calls
Pseudo strike
14.77
IV
175.3%
B/E move
40.8%
Puts
Pseudo strike
11.63
IV
134.5%
B/E move
14.7%

50Δ

Calls
Pseudo strike
12.49
IV
141.7%
B/E move
21.3%
Puts
Pseudo strike
12.16
IV
123.9%
B/E move
11.5%

55Δ

Calls
Pseudo strike
12.00
IV
131.4%
B/E move
18.0%
Puts
Pseudo strike
12.65
IV
115.3%
B/E move
9.0%

60Δ

Calls
Pseudo strike
11.51
IV
121.1%
B/E move
14.7%
Puts
Pseudo strike
13.09
IV
110.7%
B/E move
7.7%

65Δ

Calls
Pseudo strike
11.03
IV
110.8%
B/E move
11.4%
Puts
Pseudo strike
13.53
IV
106.1%
B/E move
6.3%

70Δ

Calls
Pseudo strike
10.54
IV
100.6%
B/E move
8.1%
Puts
Pseudo strike
13.97
IV
101.5%
B/E move
5.0%

75Δ

Calls
Pseudo strike
10.05
IV
90.3%
B/E move
4.8%
Puts
Pseudo strike
14.41
IV
96.8%
B/E move
3.7%

80Δ

Calls
Pseudo strike
8.89
IV
115.1%
B/E move
3.8%
Puts
Pseudo strike
14.85
IV
92.2%
B/E move
2.3%

Options history

No recorded observations