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Fox Factory Holding Corp. Common Stock FOXF

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Market dataready · fetched 2026-11-11T14:04:35.109Z

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 · 2026-11-10T21:00:00.973947416Z

FundamentalsSEC EDGAR · ready · as of 2026-10-02 · fetched 2026-11-11T13:55:04.425426+00:00

Share price$17.75
1D-4.5%
AH$17.40$17.72$18.03$18.35$18.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFOXF
Sold putSold callAH

Fox Factory Holding Corp. Common Stock options

Live interpolated FOXF call and put midpoint premiums by absolute delta.Fox Factory Holding Corp. Common Stock$0.21$1.02$1.83$2.64$3.45$15.05$16.95$18.84$20.74$22.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FOXF spot · $17.75FOXF PRICE$0.43$0.62$0.80$0.99$1.15$1.26$1.38$1.50$1.77$2.13$2.49$2.85$3.21$0.29$0.37$0.45$0.53$0.61$0.74$0.91$1.09$1.26$1.43$1.60$1.77$1.95
PutsExpensive1.16×
CallsExpensive1.77×
SkewBullish-77.18 pp
Implied moveBullish±$2.30
TiltBullish22.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.30147.7%28.1%15.7186.0%13.1%
25Δ21.67153.6%25.5%16.1182.3%11.3%
30Δ21.03159.5%23.0%16.5178.5%9.5%
35Δ20.39165.4%20.4%16.9174.8%7.7%
40Δ19.75164.9%17.7%17.3171.1%5.9%
45Δ19.08154.1%14.6%17.6468.7%4.8%
50Δ18.42143.3%11.6%17.9067.3%4.3%
55Δ17.76132.5%8.5%18.1665.9%3.8%
60Δ17.18130.3%6.7%18.4264.5%3.3%
65Δ16.65133.7%5.8%18.6863.2%2.8%
70Δ16.12137.1%4.8%18.9461.8%2.3%
75Δ15.59140.6%3.9%19.2060.4%1.8%
80Δ15.06144.0%2.9%19.4659.0%1.3%

20Δ

Calls
Pseudo strike
22.30
IV
147.7%
B/E move
28.1%
Puts
Pseudo strike
15.71
IV
86.0%
B/E move
13.1%

25Δ

Calls
Pseudo strike
21.67
IV
153.6%
B/E move
25.5%
Puts
Pseudo strike
16.11
IV
82.3%
B/E move
11.3%

30Δ

Calls
Pseudo strike
21.03
IV
159.5%
B/E move
23.0%
Puts
Pseudo strike
16.51
IV
78.5%
B/E move
9.5%

35Δ

Calls
Pseudo strike
20.39
IV
165.4%
B/E move
20.4%
Puts
Pseudo strike
16.91
IV
74.8%
B/E move
7.7%

40Δ

Calls
Pseudo strike
19.75
IV
164.9%
B/E move
17.7%
Puts
Pseudo strike
17.31
IV
71.1%
B/E move
5.9%

45Δ

Calls
Pseudo strike
19.08
IV
154.1%
B/E move
14.6%
Puts
Pseudo strike
17.64
IV
68.7%
B/E move
4.8%

50Δ

Calls
Pseudo strike
18.42
IV
143.3%
B/E move
11.6%
Puts
Pseudo strike
17.90
IV
67.3%
B/E move
4.3%

55Δ

Calls
Pseudo strike
17.76
IV
132.5%
B/E move
8.5%
Puts
Pseudo strike
18.16
IV
65.9%
B/E move
3.8%

60Δ

Calls
Pseudo strike
17.18
IV
130.3%
B/E move
6.7%
Puts
Pseudo strike
18.42
IV
64.5%
B/E move
3.3%

65Δ

Calls
Pseudo strike
16.65
IV
133.7%
B/E move
5.8%
Puts
Pseudo strike
18.68
IV
63.2%
B/E move
2.8%

70Δ

Calls
Pseudo strike
16.12
IV
137.1%
B/E move
4.8%
Puts
Pseudo strike
18.94
IV
61.8%
B/E move
2.3%

75Δ

Calls
Pseudo strike
15.59
IV
140.6%
B/E move
3.9%
Puts
Pseudo strike
19.20
IV
60.4%
B/E move
1.8%

80Δ

Calls
Pseudo strike
15.06
IV
144.0%
B/E move
2.9%
Puts
Pseudo strike
19.46
IV
59.0%
B/E move
1.3%

Options history

IV · four-Friday blend79.92%
Daily close
FOXF46.5%90.2%133.8%2026-08-13: 67.89%2026-08-14: 77.43%2026-08-17: 85.22%2026-08-18: 91.65%2026-08-19: 96.92%2026-08-21: 56.83%2026-08-24: 58.27%2026-08-25: 57.46%2026-08-26: 60.43%2026-08-27: 56.12%2026-08-28: 59.45%2026-08-31: 59.08%2026-09-01: 52.52%2026-09-02: 59.22%2026-09-03: 58.83%2026-09-04: 61.42%2026-09-09: 71.59%2026-09-10: 61.11%2026-09-11: 60.68%2026-09-14: 79.09%2026-09-16: 77.67%2026-09-17: 124.57%2026-09-21: 72.14%2026-09-22: 61.96%2026-09-23: 63.19%2026-09-24: 65.26%2026-09-25: 62.93%2026-09-28: 64.53%2026-09-29: 70.19%2026-09-30: 70.33%2026-10-01: 69.29%2026-10-02: 67.35%2026-10-05: 68.01%2026-10-06: 72.23%2026-10-07: 75.53%2026-10-08: 75.74%2026-10-09: 78.44%2026-10-12: 108.74%2026-10-14: 78.93%2026-10-15: 127.79%2026-10-16: 76.67%2026-10-19: 78.68%2026-10-20: 77.42%2026-10-22: 83.31%2026-10-23: 85.39%2026-10-26: 88.31%2026-10-27: 92.16%2026-10-28: 87.58%2026-10-29: 80.74%2026-10-30: 79.92%Aug 13Sep 23Oct 30
50 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
67.89%
77.43%
85.22%
91.65%
96.92%
56.83%
58.27%
57.46%
60.43%
56.12%
59.45%
59.08%
52.52%
59.22%
58.83%
61.42%
71.59%
61.11%
60.68%
79.09%
77.67%
124.57%
72.14%
61.96%
63.19%
65.26%
62.93%
64.53%
70.19%
70.33%
69.29%
67.35%
68.01%
72.23%
75.53%
75.74%
78.44%
108.74%
78.93%
127.79%
76.67%
78.68%
77.42%
83.31%
85.39%
88.31%
92.16%
87.58%
80.74%
79.92%