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FormFactor, Inc. FormFactor, Inc. Common Stock FORM

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Market datapartial · fetched 2026-10-22T22:56:09.706Z

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 · 2026-10-22T21:57:31.206397438Z

FundamentalsAlpha Vantage · unavailable

Share price$94.66
1D-10.7%
AH$94$97$101$104$1085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFORM
Sold putSold callAH

FormFactor, Inc. FormFactor, Inc. Common Stock options

Live interpolated FORM call and put midpoint premiums by absolute delta.FormFactor, Inc. FormFactor, Inc. Common Stock$1.68$8.20$14.71$21.23$27.74$58.56$84.88$111.20$137.53$163.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FORM spot · $94.66FORM PRICE$2.39$3.16$4.04$4.98$5.97$7.02$8.34$9.81$11.44$13.17$15.06$17.04$19.39$2.88$4.04$5.25$6.51$7.82$9.14$11.01$12.84$14.50$16.40$18.47$22.32$25.86
PutsCheap0.88×
CallsExpensive1.06×
SkewBullish-6.06 pp
Implied moveBearish±$19.35
TiltBearish12.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ121.4089.8%30.8%79.7585.8%18.8%
25Δ116.2589.4%26.2%82.8387.8%16.8%
30Δ112.0689.9%22.6%85.8689.5%14.8%
35Δ108.2390.2%19.6%88.9389.2%12.9%
40Δ104.6190.1%16.8%91.9288.1%11.1%
45Δ101.2189.4%14.3%94.8686.5%9.4%
50Δ98.0890.6%12.4%97.9287.3%8.2%
55Δ95.0892.9%10.8%100.9287.1%6.9%
60Δ91.9494.0%9.2%103.7984.7%5.7%
65Δ88.7594.8%7.7%106.7782.6%4.5%
70Δ85.5095.3%6.2%109.8180.7%3.5%
75Δ82.2294.0%4.9%114.3883.2%2.8%
80Δ78.7093.3%3.6%118.6882.3%2.0%

20Δ

Calls
Pseudo strike
121.40
IV
89.8%
B/E move
30.8%
Puts
Pseudo strike
79.75
IV
85.8%
B/E move
18.8%

25Δ

Calls
Pseudo strike
116.25
IV
89.4%
B/E move
26.2%
Puts
Pseudo strike
82.83
IV
87.8%
B/E move
16.8%

30Δ

Calls
Pseudo strike
112.06
IV
89.9%
B/E move
22.6%
Puts
Pseudo strike
85.86
IV
89.5%
B/E move
14.8%

35Δ

Calls
Pseudo strike
108.23
IV
90.2%
B/E move
19.6%
Puts
Pseudo strike
88.93
IV
89.2%
B/E move
12.9%

40Δ

Calls
Pseudo strike
104.61
IV
90.1%
B/E move
16.8%
Puts
Pseudo strike
91.92
IV
88.1%
B/E move
11.1%

45Δ

Calls
Pseudo strike
101.21
IV
89.4%
B/E move
14.3%
Puts
Pseudo strike
94.86
IV
86.5%
B/E move
9.4%

50Δ

Calls
Pseudo strike
98.08
IV
90.6%
B/E move
12.4%
Puts
Pseudo strike
97.92
IV
87.3%
B/E move
8.2%

55Δ

Calls
Pseudo strike
95.08
IV
92.9%
B/E move
10.8%
Puts
Pseudo strike
100.92
IV
87.1%
B/E move
6.9%

60Δ

Calls
Pseudo strike
91.94
IV
94.0%
B/E move
9.2%
Puts
Pseudo strike
103.79
IV
84.7%
B/E move
5.7%

65Δ

Calls
Pseudo strike
88.75
IV
94.8%
B/E move
7.7%
Puts
Pseudo strike
106.77
IV
82.6%
B/E move
4.5%

70Δ

Calls
Pseudo strike
85.50
IV
95.3%
B/E move
6.2%
Puts
Pseudo strike
109.81
IV
80.7%
B/E move
3.5%

75Δ

Calls
Pseudo strike
82.22
IV
94.0%
B/E move
4.9%
Puts
Pseudo strike
114.38
IV
83.2%
B/E move
2.8%

80Δ

Calls
Pseudo strike
78.70
IV
93.3%
B/E move
3.6%
Puts
Pseudo strike
118.68
IV
82.3%
B/E move
2.0%

Options history

No recorded observations