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Freedom Holding Corp. Common Stock FRHC

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Market datapartial · fetched 2026-10-22T16:21:01.424Z

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 · 2026-10-22T16:20:52.208776963Z

FundamentalsAlpha Vantage · unavailable

Share price$171.14
1D-0.1%
$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$0.62$13.05$25.48$37.91$50.34$136.64$152.27$167.90$183.53$199.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FRHC spot · $171.14FRHC PRICE$1.96$2.53$3.17$3.87$4.72$5.59$6.56$7.53$8.88$10.31$11.75$13.20$14.90$3.24$4.24$5.45$6.79$8.23$9.75$11.41$13.50$16.13$19.91$25.32$32.72$46.75
PutsExpensive1.35×
CallsCheap0.80×
SkewBearish+22.61 pp
Implied moveBearish±$17.97
TiltBearish36.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ189.1938.3%11.7%152.1455.8%13.0%
25Δ185.1836.9%9.7%156.6454.1%10.9%
30Δ182.1936.2%8.3%160.2554.5%9.5%
35Δ179.4135.8%7.1%163.7054.6%8.3%
40Δ177.1036.0%6.2%167.0754.4%7.2%
45Δ174.8036.2%5.4%170.3854.1%6.1%
50Δ172.5936.0%4.7%173.6453.6%5.2%
55Δ170.3835.7%4.0%177.0954.0%4.4%
60Δ168.1036.2%3.4%180.8555.4%3.8%
65Δ165.8036.8%2.9%185.5258.6%3.2%
70Δ163.4936.5%2.4%191.7363.6%2.8%
75Δ161.1935.7%1.9%199.9169.9%2.3%
80Δ158.7334.8%1.5%214.5982.3%1.9%

20Δ

Calls
Pseudo strike
189.19
IV
38.3%
B/E move
11.7%
Puts
Pseudo strike
152.14
IV
55.8%
B/E move
13.0%

25Δ

Calls
Pseudo strike
185.18
IV
36.9%
B/E move
9.7%
Puts
Pseudo strike
156.64
IV
54.1%
B/E move
10.9%

30Δ

Calls
Pseudo strike
182.19
IV
36.2%
B/E move
8.3%
Puts
Pseudo strike
160.25
IV
54.5%
B/E move
9.5%

35Δ

Calls
Pseudo strike
179.41
IV
35.8%
B/E move
7.1%
Puts
Pseudo strike
163.70
IV
54.6%
B/E move
8.3%

40Δ

Calls
Pseudo strike
177.10
IV
36.0%
B/E move
6.2%
Puts
Pseudo strike
167.07
IV
54.4%
B/E move
7.2%

45Δ

Calls
Pseudo strike
174.80
IV
36.2%
B/E move
5.4%
Puts
Pseudo strike
170.38
IV
54.1%
B/E move
6.1%

50Δ

Calls
Pseudo strike
172.59
IV
36.0%
B/E move
4.7%
Puts
Pseudo strike
173.64
IV
53.6%
B/E move
5.2%

55Δ

Calls
Pseudo strike
170.38
IV
35.7%
B/E move
4.0%
Puts
Pseudo strike
177.09
IV
54.0%
B/E move
4.4%

60Δ

Calls
Pseudo strike
168.10
IV
36.2%
B/E move
3.4%
Puts
Pseudo strike
180.85
IV
55.4%
B/E move
3.8%

65Δ

Calls
Pseudo strike
165.80
IV
36.8%
B/E move
2.9%
Puts
Pseudo strike
185.52
IV
58.6%
B/E move
3.2%

70Δ

Calls
Pseudo strike
163.49
IV
36.5%
B/E move
2.4%
Puts
Pseudo strike
191.73
IV
63.6%
B/E move
2.8%

75Δ

Calls
Pseudo strike
161.19
IV
35.7%
B/E move
1.9%
Puts
Pseudo strike
199.91
IV
69.9%
B/E move
2.3%

80Δ

Calls
Pseudo strike
158.73
IV
34.8%
B/E move
1.5%
Puts
Pseudo strike
214.59
IV
82.3%
B/E move
1.9%

Options history

No recorded observations