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Freshworks Inc FRSH

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-22T10:08:49.548Z

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 · 2026-10-22T09:18:16.616852429Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T10:08:47.830431+00:00

Share price$14.69
1D
Price history unavailable.

Freshworks Inc options

Live interpolated FRSH call and put midpoint premiums by absolute delta.Freshworks Inc$0.22$0.90$1.58$2.27$2.95$11.39$13.13$14.87$16.60$18.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FRSH spot · $14.69FRSH PRICE$0.29$0.40$0.53$0.65$0.77$0.90$1.02$1.28$1.54$1.81$2.07$2.34$2.61$0.38$0.50$0.62$0.74$0.86$0.98$1.10$1.35$1.63$1.91$2.19$2.47$2.75
PutsExpensive1.05×
CallsFair1.01×
SkewBullish-8.40 pp
Implied moveBearish±$2.12
TiltBearish3.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.9170.4%23.9%12.6073.9%16.8%
25Δ17.1567.5%19.5%12.9971.5%15.0%
30Δ16.7267.9%17.4%13.3869.2%13.2%
35Δ16.3068.2%15.4%13.7766.8%11.3%
40Δ15.8768.5%13.3%14.1564.5%9.5%
45Δ15.4568.9%11.2%14.5462.1%7.7%
50Δ15.0269.2%9.2%14.9359.8%5.9%
55Δ14.6170.7%8.1%15.3159.1%5.0%
60Δ14.1972.2%7.1%15.7058.9%4.3%
65Δ13.7773.8%6.1%16.0858.6%3.6%
70Δ13.3675.3%5.1%16.4658.4%2.9%
75Δ12.9476.9%4.0%16.8558.2%2.2%
80Δ12.5378.4%3.0%17.2357.9%1.4%

20Δ

Calls
Pseudo strike
17.91
IV
70.4%
B/E move
23.9%
Puts
Pseudo strike
12.60
IV
73.9%
B/E move
16.8%

25Δ

Calls
Pseudo strike
17.15
IV
67.5%
B/E move
19.5%
Puts
Pseudo strike
12.99
IV
71.5%
B/E move
15.0%

30Δ

Calls
Pseudo strike
16.72
IV
67.9%
B/E move
17.4%
Puts
Pseudo strike
13.38
IV
69.2%
B/E move
13.2%

35Δ

Calls
Pseudo strike
16.30
IV
68.2%
B/E move
15.4%
Puts
Pseudo strike
13.77
IV
66.8%
B/E move
11.3%

40Δ

Calls
Pseudo strike
15.87
IV
68.5%
B/E move
13.3%
Puts
Pseudo strike
14.15
IV
64.5%
B/E move
9.5%

45Δ

Calls
Pseudo strike
15.45
IV
68.9%
B/E move
11.2%
Puts
Pseudo strike
14.54
IV
62.1%
B/E move
7.7%

50Δ

Calls
Pseudo strike
15.02
IV
69.2%
B/E move
9.2%
Puts
Pseudo strike
14.93
IV
59.8%
B/E move
5.9%

55Δ

Calls
Pseudo strike
14.61
IV
70.7%
B/E move
8.1%
Puts
Pseudo strike
15.31
IV
59.1%
B/E move
5.0%

60Δ

Calls
Pseudo strike
14.19
IV
72.2%
B/E move
7.1%
Puts
Pseudo strike
15.70
IV
58.9%
B/E move
4.3%

65Δ

Calls
Pseudo strike
13.77
IV
73.8%
B/E move
6.1%
Puts
Pseudo strike
16.08
IV
58.6%
B/E move
3.6%

70Δ

Calls
Pseudo strike
13.36
IV
75.3%
B/E move
5.1%
Puts
Pseudo strike
16.46
IV
58.4%
B/E move
2.9%

75Δ

Calls
Pseudo strike
12.94
IV
76.9%
B/E move
4.0%
Puts
Pseudo strike
16.85
IV
58.2%
B/E move
2.2%

80Δ

Calls
Pseudo strike
12.53
IV
78.4%
B/E move
3.0%
Puts
Pseudo strike
17.23
IV
57.9%
B/E move
1.4%

Options history

No recorded observations