IntraAlpha
Create free account Start free

Fox Factory Holding Corp FOXF

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-10-22T06:25:15.775Z

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 · 2026-10-21T20:00:03.504059302Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T06:25:13.770840+00:00

Share price$14.85
1D-2.8%
AH$14.75$14.89$15.03$15.17$15.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFOXF
Sold putSold callAH

Fox Factory Holding Corp options

Live interpolated FOXF call and put midpoint premiums by absolute delta.Fox Factory Holding Corp$0.44$1.39$2.34$3.29$4.24$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFOXF PRICE$0.54$0.72$0.89$1.06$1.23$1.40$1.57$1.75$2.11$2.48$2.84$3.21$3.97$0.61$0.75$0.83$0.91$1.00$1.08
PutsCheap0.73×
CallsExpensive1.51×
SkewBullish-29.45 pp
Implied move——
TiltBullish64.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.38136.4%54.4%11.92110.4%23.9%
25Δ21.33132.4%48.5%12.67104.4%19.7%
30Δ20.28128.3%42.6%13.1895.6%16.9%
35Δ19.23124.2%36.6%13.6986.8%14.0%
40Δ18.18120.2%30.7%14.1978.0%11.1%
45Δ17.13116.1%24.8%14.7069.2%8.2%
50Δ16.08112.1%18.9%
55Δ15.03108.0%13.0%
60Δ14.40110.5%11.2%
65Δ13.79113.1%9.5%
70Δ13.18115.8%7.9%
75Δ12.56118.5%6.2%
80Δ11.62126.8%5.0%

20Δ

Calls
Pseudo strike
22.38
IV
136.4%
B/E move
54.4%
Puts
Pseudo strike
11.92
IV
110.4%
B/E move
23.9%

25Δ

Calls
Pseudo strike
21.33
IV
132.4%
B/E move
48.5%
Puts
Pseudo strike
12.67
IV
104.4%
B/E move
19.7%

30Δ

Calls
Pseudo strike
20.28
IV
128.3%
B/E move
42.6%
Puts
Pseudo strike
13.18
IV
95.6%
B/E move
16.9%

35Δ

Calls
Pseudo strike
19.23
IV
124.2%
B/E move
36.6%
Puts
Pseudo strike
13.69
IV
86.8%
B/E move
14.0%

40Δ

Calls
Pseudo strike
18.18
IV
120.2%
B/E move
30.7%
Puts
Pseudo strike
14.19
IV
78.0%
B/E move
11.1%

45Δ

Calls
Pseudo strike
17.13
IV
116.1%
B/E move
24.8%
Puts
Pseudo strike
14.70
IV
69.2%
B/E move
8.2%

50Δ

Calls
Pseudo strike
16.08
IV
112.1%
B/E move
18.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
15.03
IV
108.0%
B/E move
13.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
14.40
IV
110.5%
B/E move
11.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
13.79
IV
113.1%
B/E move
9.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
13.18
IV
115.8%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
12.56
IV
118.5%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
11.62
IV
126.8%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations