Share price$94.55
1D+2.4%
Sold putSold callAH
FormFactor, Inc. FormFactor, Inc. Common Stock FORM
TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALSi
Market dataready · fetched 2026-11-12T01:46:13.708Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-11-11T23:35:13.212068707Z
FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:46:13.290563+00:00
FormFactor, Inc. FormFactor, Inc. Common Stock options
PutsCheap0.59×
CallsCheap0.73×
SkewBullish-26.43 pp
Implied moveBullish±$10.37
TiltBullish10.7% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 107.51 | 87.9% | 15.2% | 85.32 | 84.7% | 11.4% |
| 25Δ | 104.91 | 88.1% | 12.9% | 87.24 | 82.9% | 9.8% |
| 30Δ | 103.01 | 89.8% | 11.5% | 89.16 | 81.0% | 8.3% |
| 35Δ | 101.12 | 91.5% | 10.1% | 90.85 | 79.8% | 7.1% |
| 40Δ | 99.28 | 93.6% | 8.9% | 92.35 | 79.1% | 6.2% |
| 45Δ | 97.52 | 96.2% | 7.9% | 93.86 | 78.4% | 5.3% |
| 50Δ | 95.76 | 98.8% | 7.0% | 95.33 | 77.5% | 4.4% |
| 55Δ | 93.89 | 101.5% | 6.1% | 96.73 | 75.7% | 3.8% |
| 60Δ | 91.94 | 104.1% | 5.3% | 98.12 | 74.0% | 3.1% |
| 65Δ | 89.97 | 106.8% | 4.4% | 99.51 | 72.2% | 2.5% |
| 70Δ | 87.31 | 115.4% | 3.9% | 100.81 | 69.3% | 1.9% |
| 75Δ | 84.57 | 123.6% | 3.3% | 102.07 | 65.7% | 1.5% |
| 80Δ | 81.37 | 128.7% | 2.6% | 103.33 | 62.1% | 1.1% |
20Δ
- Pseudo strike
- 107.51
- IV
- 87.9%
- B/E move
- 15.2%
- Pseudo strike
- 85.32
- IV
- 84.7%
- B/E move
- 11.4%
25Δ
- Pseudo strike
- 104.91
- IV
- 88.1%
- B/E move
- 12.9%
- Pseudo strike
- 87.24
- IV
- 82.9%
- B/E move
- 9.8%
30Δ
- Pseudo strike
- 103.01
- IV
- 89.8%
- B/E move
- 11.5%
- Pseudo strike
- 89.16
- IV
- 81.0%
- B/E move
- 8.3%
35Δ
- Pseudo strike
- 101.12
- IV
- 91.5%
- B/E move
- 10.1%
- Pseudo strike
- 90.85
- IV
- 79.8%
- B/E move
- 7.1%
40Δ
- Pseudo strike
- 99.28
- IV
- 93.6%
- B/E move
- 8.9%
- Pseudo strike
- 92.35
- IV
- 79.1%
- B/E move
- 6.2%
45Δ
- Pseudo strike
- 97.52
- IV
- 96.2%
- B/E move
- 7.9%
- Pseudo strike
- 93.86
- IV
- 78.4%
- B/E move
- 5.3%
50Δ
- Pseudo strike
- 95.76
- IV
- 98.8%
- B/E move
- 7.0%
- Pseudo strike
- 95.33
- IV
- 77.5%
- B/E move
- 4.4%
55Δ
- Pseudo strike
- 93.89
- IV
- 101.5%
- B/E move
- 6.1%
- Pseudo strike
- 96.73
- IV
- 75.7%
- B/E move
- 3.8%
60Δ
- Pseudo strike
- 91.94
- IV
- 104.1%
- B/E move
- 5.3%
- Pseudo strike
- 98.12
- IV
- 74.0%
- B/E move
- 3.1%
65Δ
- Pseudo strike
- 89.97
- IV
- 106.8%
- B/E move
- 4.4%
- Pseudo strike
- 99.51
- IV
- 72.2%
- B/E move
- 2.5%
70Δ
- Pseudo strike
- 87.31
- IV
- 115.4%
- B/E move
- 3.9%
- Pseudo strike
- 100.81
- IV
- 69.3%
- B/E move
- 1.9%
75Δ
- Pseudo strike
- 84.57
- IV
- 123.6%
- B/E move
- 3.3%
- Pseudo strike
- 102.07
- IV
- 65.7%
- B/E move
- 1.5%
80Δ
- Pseudo strike
- 81.37
- IV
- 128.7%
- B/E move
- 2.6%
- Pseudo strike
- 103.33
- IV
- 62.1%
- B/E move
- 1.1%
Options history
IV · four-Friday blend76.20%
Daily close
56 observations2026-08-13 — 2026-10-30
Table
| Date | IV (%) |
|---|---|
| 84.33% | |
| 80.51% | |
| 85.20% | |
| 86.45% | |
| 83.71% | |
| 86.59% | |
| 82.51% | |
| 82.45% | |
| 82.52% | |
| 79.93% | |
| 79.09% | |
| 75.95% | |
| 77.18% | |
| 75.83% | |
| 75.05% | |
| 73.72% | |
| 72.87% | |
| 78.51% | |
| 76.42% | |
| 77.27% | |
| 74.20% | |
| 80.70% | |
| 80.79% | |
| 79.74% | |
| 78.83% | |
| 76.80% | |
| 77.00% | |
| 76.32% | |
| 75.60% | |
| 76.35% | |
| 75.89% | |
| 77.17% | |
| 77.83% | |
| 77.97% | |
| 75.54% | |
| 75.57% | |
| 76.63% | |
| 75.08% | |
| 75.78% | |
| 75.66% | |
| 74.57% | |
| 76.97% | |
| 78.34% | |
| 80.75% | |
| 80.81% | |
| 75.36% | |
| 75.36% | |
| 76.32% | |
| 75.80% | |
| 80.28% | |
| 79.57% | |
| 80.18% | |
| 79.34% | |
| 79.64% | |
| 73.04% | |
| 76.20% |
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