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Freedom Holding Corp. Common Stock FRHC

FINANCIAL SERVICES · FINANCIAL CONGLOMERATES
i

Market dataready · fetched 2026-11-11T15:51:10.347Z

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 · 2026-11-11T15:38:52.78689218Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T15:51:09.844862+00:00

Share price$170.68
1D+2.8%
$165$167$169$171$1735:30 AM6:30 AM9:00 AM1:00 PMFRHC
Sold putSold call

Freedom Holding Corp. Common Stock options

Live interpolated FRHC call and put midpoint premiums by absolute delta.Freedom Holding Corp. Common Stock$1.43$5.02$8.60$12.19$15.78$148.97$160.31$171.65$182.98$194.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FRHC spot · $170.68FRHC PRICE$1.82$2.14$2.46$2.78$3.29$4.02$4.75$5.53$6.58$7.64$8.74$10.07$11.40$2.33$2.81$3.27$3.73$4.22$4.71$5.46$6.28$7.09$8.71$10.73$12.74$14.75
PutsCheap0.85×
CallsFair0.98×
SkewBearish+1.77 pp
Implied moveBearish±$10.21
TiltBearish9.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ202.2383.3%19.5%153.6777.8%11.3%
25Δ194.5172.1%15.2%160.0666.7%7.9%
30Δ186.7860.9%10.9%163.0161.2%6.4%
35Δ179.0649.7%6.5%165.6556.5%5.1%
40Δ174.2844.2%4.0%167.6453.0%4.3%
45Δ172.7744.9%3.6%169.6449.5%3.4%
50Δ171.2645.5%3.1%171.3048.2%2.8%
55Δ169.7246.2%2.7%172.8947.3%2.4%
60Δ168.0446.9%2.3%174.4946.5%1.9%
65Δ166.3747.6%2.0%176.6747.4%1.6%
70Δ164.6648.0%1.6%179.1449.1%1.3%
75Δ162.7947.4%1.3%181.6150.9%1.1%
80Δ160.9246.8%1.0%184.0852.6%0.8%

20Δ

Calls
Pseudo strike
202.23
IV
83.3%
B/E move
19.5%
Puts
Pseudo strike
153.67
IV
77.8%
B/E move
11.3%

25Δ

Calls
Pseudo strike
194.51
IV
72.1%
B/E move
15.2%
Puts
Pseudo strike
160.06
IV
66.7%
B/E move
7.9%

30Δ

Calls
Pseudo strike
186.78
IV
60.9%
B/E move
10.9%
Puts
Pseudo strike
163.01
IV
61.2%
B/E move
6.4%

35Δ

Calls
Pseudo strike
179.06
IV
49.7%
B/E move
6.5%
Puts
Pseudo strike
165.65
IV
56.5%
B/E move
5.1%

40Δ

Calls
Pseudo strike
174.28
IV
44.2%
B/E move
4.0%
Puts
Pseudo strike
167.64
IV
53.0%
B/E move
4.3%

45Δ

Calls
Pseudo strike
172.77
IV
44.9%
B/E move
3.6%
Puts
Pseudo strike
169.64
IV
49.5%
B/E move
3.4%

50Δ

Calls
Pseudo strike
171.26
IV
45.5%
B/E move
3.1%
Puts
Pseudo strike
171.30
IV
48.2%
B/E move
2.8%

55Δ

Calls
Pseudo strike
169.72
IV
46.2%
B/E move
2.7%
Puts
Pseudo strike
172.89
IV
47.3%
B/E move
2.4%

60Δ

Calls
Pseudo strike
168.04
IV
46.9%
B/E move
2.3%
Puts
Pseudo strike
174.49
IV
46.5%
B/E move
1.9%

65Δ

Calls
Pseudo strike
166.37
IV
47.6%
B/E move
2.0%
Puts
Pseudo strike
176.67
IV
47.4%
B/E move
1.6%

70Δ

Calls
Pseudo strike
164.66
IV
48.0%
B/E move
1.6%
Puts
Pseudo strike
179.14
IV
49.1%
B/E move
1.3%

75Δ

Calls
Pseudo strike
162.79
IV
47.4%
B/E move
1.3%
Puts
Pseudo strike
181.61
IV
50.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
160.92
IV
46.8%
B/E move
1.0%
Puts
Pseudo strike
184.08
IV
52.6%
B/E move
0.8%

Options history

IV · four-Friday blend40.66%
Daily close
FRHC34.6%43.7%52.9%2026-08-13: 49.29%2026-08-14: 44.65%2026-08-17: 45.51%2026-08-18: 44.43%2026-08-19: 43.51%2026-08-20: 51.62%2026-08-21: 43.20%2026-08-24: 45.21%2026-08-25: 42.00%2026-08-26: 40.54%2026-08-27: 39.71%2026-08-28: 38.36%2026-08-31: 40.09%2026-09-01: 39.85%2026-09-02: 39.55%2026-09-03: 40.87%2026-09-04: 40.02%2026-09-08: 41.27%2026-09-09: 41.82%2026-09-10: 41.13%2026-09-11: 38.98%2026-09-14: 39.50%2026-09-15: 43.31%2026-09-16: 42.78%2026-09-17: 42.52%2026-09-18: 37.77%2026-09-21: 35.83%2026-09-22: 37.69%2026-09-23: 37.33%2026-09-24: 36.92%2026-09-25: 36.06%2026-09-28: 38.07%2026-09-29: 38.02%2026-09-30: 37.91%2026-10-01: 36.66%2026-10-02: 42.87%2026-10-05: 43.52%2026-10-06: 44.43%2026-10-07: 45.71%2026-10-08: 48.04%2026-10-09: 44.16%2026-10-12: 48.70%2026-10-13: 48.20%2026-10-14: 49.58%2026-10-15: 47.64%2026-10-16: 43.24%2026-10-19: 43.82%2026-10-20: 44.50%2026-10-21: 44.48%2026-10-22: 45.27%2026-10-23: 45.25%2026-10-26: 44.44%2026-10-27: 44.53%2026-10-28: 42.35%2026-10-29: 40.18%2026-10-30: 40.66%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
49.29%
44.65%
45.51%
44.43%
43.51%
51.62%
43.20%
45.21%
42.00%
40.54%
39.71%
38.36%
40.09%
39.85%
39.55%
40.87%
40.02%
41.27%
41.82%
41.13%
38.98%
39.50%
43.31%
42.78%
42.52%
37.77%
35.83%
37.69%
37.33%
36.92%
36.06%
38.07%
38.02%
37.91%
36.66%
42.87%
43.52%
44.43%
45.71%
48.04%
44.16%
48.70%
48.20%
49.58%
47.64%
43.24%
43.82%
44.50%
44.48%
45.27%
45.25%
44.44%
44.53%
42.35%
40.18%
40.66%