IntraAlpha
Create free account Start free

Freedom Holding Corp. Common Stock FRHC

i

Market datapartial · fetched 2026-10-22T15:24:39.594Z

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 · 2026-10-22T15:18:49.803503102Z

FundamentalsAlpha Vantage · unavailable

Share price$170.87
1D+0.2%
$169.90$170.42$170.94$171.45$171.975:30 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$0.76$12.00$23.23$34.47$45.70$137.47$152.77$168.06$183.36$198.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FRHC spot · $170.87FRHC PRICE$1.98$2.55$3.20$3.92$4.79$5.67$6.66$7.65$8.96$10.28$11.85$13.51$15.47$3.22$4.20$5.38$6.71$8.12$9.61$11.24$13.22$15.65$18.93$22.88$29.54$42.46
PutsExpensive1.31×
CallsCheap0.81×
SkewBearish+20.06 pp
Implied moveBearish±$17.90
TiltBearish32.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ189.0838.7%11.8%152.0055.5%12.9%
25Δ185.0337.3%9.8%156.5153.7%10.9%
30Δ182.0436.7%8.4%160.0954.0%9.5%
35Δ179.2736.3%7.2%163.4954.0%8.2%
40Δ176.9336.6%6.3%166.8353.8%7.1%
45Δ174.6036.8%5.5%170.1153.5%6.1%
50Δ172.3536.6%4.8%173.3152.9%5.1%
55Δ170.1036.5%4.0%176.6853.1%4.3%
60Δ167.8336.6%3.5%180.2654.1%3.7%
65Δ165.5636.8%2.9%184.5156.2%3.1%
70Δ163.1336.8%2.4%189.4258.3%2.5%
75Δ160.6636.7%1.9%196.8264.0%2.1%
80Δ157.9836.2%1.5%210.2776.3%1.8%

20Δ

Calls
Pseudo strike
189.08
IV
38.7%
B/E move
11.8%
Puts
Pseudo strike
152.00
IV
55.5%
B/E move
12.9%

25Δ

Calls
Pseudo strike
185.03
IV
37.3%
B/E move
9.8%
Puts
Pseudo strike
156.51
IV
53.7%
B/E move
10.9%

30Δ

Calls
Pseudo strike
182.04
IV
36.7%
B/E move
8.4%
Puts
Pseudo strike
160.09
IV
54.0%
B/E move
9.5%

35Δ

Calls
Pseudo strike
179.27
IV
36.3%
B/E move
7.2%
Puts
Pseudo strike
163.49
IV
54.0%
B/E move
8.2%

40Δ

Calls
Pseudo strike
176.93
IV
36.6%
B/E move
6.3%
Puts
Pseudo strike
166.83
IV
53.8%
B/E move
7.1%

45Δ

Calls
Pseudo strike
174.60
IV
36.8%
B/E move
5.5%
Puts
Pseudo strike
170.11
IV
53.5%
B/E move
6.1%

50Δ

Calls
Pseudo strike
172.35
IV
36.6%
B/E move
4.8%
Puts
Pseudo strike
173.31
IV
52.9%
B/E move
5.1%

55Δ

Calls
Pseudo strike
170.10
IV
36.5%
B/E move
4.0%
Puts
Pseudo strike
176.68
IV
53.1%
B/E move
4.3%

60Δ

Calls
Pseudo strike
167.83
IV
36.6%
B/E move
3.5%
Puts
Pseudo strike
180.26
IV
54.1%
B/E move
3.7%

65Δ

Calls
Pseudo strike
165.56
IV
36.8%
B/E move
2.9%
Puts
Pseudo strike
184.51
IV
56.2%
B/E move
3.1%

70Δ

Calls
Pseudo strike
163.13
IV
36.8%
B/E move
2.4%
Puts
Pseudo strike
189.42
IV
58.3%
B/E move
2.5%

75Δ

Calls
Pseudo strike
160.66
IV
36.7%
B/E move
1.9%
Puts
Pseudo strike
196.82
IV
64.0%
B/E move
2.1%

80Δ

Calls
Pseudo strike
157.98
IV
36.2%
B/E move
1.5%
Puts
Pseudo strike
210.27
IV
76.3%
B/E move
1.8%

Options history

No recorded observations