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Freshworks Inc. Class A Common Stock FRSH

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Market dataready · fetched 2026-11-11T15:58:42.874Z

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 · 2026-11-11T15:58:36.468318875Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:58:42.408865+00:00

Share price$12.18
1D+1.5%
$11.96$12.02$12.08$12.14$12.215:30 AM6:30 AM9:00 AM1:00 PMFRSH
Sold putSold call

Freshworks Inc. Class A Common Stock options

Live interpolated FRSH call and put midpoint premiums by absolute delta.Freshworks Inc. Class A Common Stock$0.10$0.83$1.56$2.29$3.02$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEFRSH PRICE$0.18$0.21$0.25$0.28$0.32$0.22$0.29$0.35$0.42$0.48$0.54$0.61$0.67$0.96$1.42$1.88$2.35$2.81
PutsCheap0.70×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.3796.6%19.5%10.6089.0%14.8%
25Δ13.9388.1%16.2%10.8586.2%13.2%
30Δ13.4979.5%12.8%11.1183.5%11.7%
35Δ13.0570.9%9.5%11.3680.7%10.1%
40Δ12.6162.3%6.2%11.6278.0%8.5%
45Δ11.8775.2%6.9%
50Δ12.1372.5%5.4%
55Δ12.3969.7%3.8%
60Δ12.7875.1%2.9%
65Δ13.2787.1%2.6%
70Δ13.7799.1%2.3%
75Δ14.27111.0%2.1%
80Δ14.77123.0%1.8%

20Δ

Calls
Pseudo strike
14.37
IV
96.6%
B/E move
19.5%
Puts
Pseudo strike
10.60
IV
89.0%
B/E move
14.8%

25Δ

Calls
Pseudo strike
13.93
IV
88.1%
B/E move
16.2%
Puts
Pseudo strike
10.85
IV
86.2%
B/E move
13.2%

30Δ

Calls
Pseudo strike
13.49
IV
79.5%
B/E move
12.8%
Puts
Pseudo strike
11.11
IV
83.5%
B/E move
11.7%

35Δ

Calls
Pseudo strike
13.05
IV
70.9%
B/E move
9.5%
Puts
Pseudo strike
11.36
IV
80.7%
B/E move
10.1%

40Δ

Calls
Pseudo strike
12.61
IV
62.3%
B/E move
6.2%
Puts
Pseudo strike
11.62
IV
78.0%
B/E move
8.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.87
IV
75.2%
B/E move
6.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.13
IV
72.5%
B/E move
5.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.39
IV
69.7%
B/E move
3.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.78
IV
75.1%
B/E move
2.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.27
IV
87.1%
B/E move
2.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.77
IV
99.1%
B/E move
2.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.27
IV
111.0%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.77
IV
123.0%
B/E move
1.8%

Options history

IV · four-Friday blend60.87%
Daily EOD
FRSH55.9%60.7%65.6%2026-10-19: 58.76%2026-10-20: 57.14%2026-10-21: 56.59%2026-10-22: 60.74%2026-10-23: 58.57%2026-10-26: 60.38%2026-10-27: 60.12%2026-10-28: 64.89%2026-10-29: 60.30%2026-10-30: 60.87%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
58.76%
57.14%
56.59%
60.74%
58.57%
60.38%
60.12%
64.89%
60.30%
60.87%