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Fiverr International Ltd. FVRR

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Market datapartial · fetched 2026-10-22T14:40:45.407Z

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 · 2026-10-22T14:40:33.127325433Z

FundamentalsAlpha Vantage · unavailable

Share price$8.41
1D-0.9%
$8.39$8.42$8.45$8.47$8.505:30 AM6:30 AM9:00 AM1:00 PMFVRR
Sold putSold call

Fiverr International Ltd. options

Live interpolated FVRR call and put midpoint premiums by absolute delta.Fiverr International Ltd.$0.09$1.02$1.95$2.88$3.82$5.95$7.16$8.38$9.59$10.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FVRR spot · $8.40FVRR PRICE$0.19$0.24$0.31$0.38$0.45$0.54$0.65$0.76$0.87$1.03$1.33$1.63$1.90$0.34$0.38$0.42$0.47$0.56$0.66$0.77$0.87$0.98$1.35$1.72$2.44$3.55
PutsExpensive1.87×
CallsExpensive1.82×
SkewBearish+2.26 pp
Implied moveBearish±$1.42
TiltBearish17.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.4979.3%27.0%6.71115.7%24.3%
25Δ9.9474.5%21.1%7.2495.7%18.4%
30Δ9.6674.4%18.6%7.5885.2%14.8%
35Δ9.3874.3%16.1%7.9374.8%11.2%
40Δ9.1074.2%13.6%8.1771.7%9.5%
45Δ8.8574.7%11.8%8.3870.5%8.2%
50Δ8.6275.5%10.4%8.5869.3%7.0%
55Δ8.4076.4%9.0%8.7968.1%5.7%
60Δ8.1777.2%7.5%9.0067.0%4.5%
65Δ7.9180.5%6.3%9.4274.7%4.0%
70Δ7.5690.5%5.7%9.8382.5%3.5%
75Δ7.21100.6%5.1%10.5897.2%3.2%
80Δ6.86104.3%4.2%11.73113.2%2.6%

20Δ

Calls
Pseudo strike
10.49
IV
79.3%
B/E move
27.0%
Puts
Pseudo strike
6.71
IV
115.7%
B/E move
24.3%

25Δ

Calls
Pseudo strike
9.94
IV
74.5%
B/E move
21.1%
Puts
Pseudo strike
7.24
IV
95.7%
B/E move
18.4%

30Δ

Calls
Pseudo strike
9.66
IV
74.4%
B/E move
18.6%
Puts
Pseudo strike
7.58
IV
85.2%
B/E move
14.8%

35Δ

Calls
Pseudo strike
9.38
IV
74.3%
B/E move
16.1%
Puts
Pseudo strike
7.93
IV
74.8%
B/E move
11.2%

40Δ

Calls
Pseudo strike
9.10
IV
74.2%
B/E move
13.6%
Puts
Pseudo strike
8.17
IV
71.7%
B/E move
9.5%

45Δ

Calls
Pseudo strike
8.85
IV
74.7%
B/E move
11.8%
Puts
Pseudo strike
8.38
IV
70.5%
B/E move
8.2%

50Δ

Calls
Pseudo strike
8.62
IV
75.5%
B/E move
10.4%
Puts
Pseudo strike
8.58
IV
69.3%
B/E move
7.0%

55Δ

Calls
Pseudo strike
8.40
IV
76.4%
B/E move
9.0%
Puts
Pseudo strike
8.79
IV
68.1%
B/E move
5.7%

60Δ

Calls
Pseudo strike
8.17
IV
77.2%
B/E move
7.5%
Puts
Pseudo strike
9.00
IV
67.0%
B/E move
4.5%

65Δ

Calls
Pseudo strike
7.91
IV
80.5%
B/E move
6.3%
Puts
Pseudo strike
9.42
IV
74.7%
B/E move
4.0%

70Δ

Calls
Pseudo strike
7.56
IV
90.5%
B/E move
5.7%
Puts
Pseudo strike
9.83
IV
82.5%
B/E move
3.5%

75Δ

Calls
Pseudo strike
7.21
IV
100.6%
B/E move
5.1%
Puts
Pseudo strike
10.58
IV
97.2%
B/E move
3.2%

80Δ

Calls
Pseudo strike
6.86
IV
104.3%
B/E move
4.2%
Puts
Pseudo strike
11.73
IV
113.2%
B/E move
2.6%

Options history

No recorded observations