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Fiverr International Ltd. FVRR

COMMUNICATION SERVICES · INTERNET CONTENT & INFORMATION
i

Market dataready · fetched 2026-11-12T01:06:41.557Z

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 · 2026-11-12T00:00:00.002870918Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:06:41.029097+00:00

Share price$7.93
1D-2.1%
AH$7.81$7.91$8.01$8.11$8.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFVRR
Sold putSold callAH

Fiverr International Ltd. options

Live interpolated FVRR call and put midpoint premiums by absolute delta.Fiverr International Ltd.$0.06$0.43$0.80$1.18$1.55$6.73$7.36$7.99$8.62$9.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FVRR spot · $7.93FVRR PRICE$0.10$0.12$0.15$0.18$0.21$0.23$0.31$0.49$0.68$0.86$1.04$1.22$1.44$0.13$0.16$0.18$0.20$0.22$0.24$0.26$0.32$0.42$0.51$0.61$0.70$0.80
PutsCheap0.79×
CallsFair1.03×
SkewBullish-25.83 pp
Implied moveBullish±$0.58
TiltBullish19.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.8773.9%13.1%7.0693.7%12.7%
25Δ8.7270.7%11.5%7.2086.8%11.1%
30Δ8.5667.6%9.9%7.3579.9%9.6%
35Δ8.4164.5%8.3%7.4973.0%8.0%
40Δ8.2561.3%6.7%7.6466.0%6.5%
45Δ8.1058.2%5.1%7.7859.1%4.9%
50Δ7.9361.7%4.0%7.9352.2%3.4%
55Δ7.7577.2%4.0%8.0648.7%2.4%
60Δ7.5692.8%3.9%8.1848.7%2.1%
65Δ7.38108.3%3.8%8.3048.7%1.8%
70Δ7.19123.8%3.8%8.4248.7%1.5%
75Δ7.01139.4%3.7%8.5348.7%1.2%
80Δ6.72139.0%2.9%8.6548.7%0.9%

20Δ

Calls
Pseudo strike
8.87
IV
73.9%
B/E move
13.1%
Puts
Pseudo strike
7.06
IV
93.7%
B/E move
12.7%

25Δ

Calls
Pseudo strike
8.72
IV
70.7%
B/E move
11.5%
Puts
Pseudo strike
7.20
IV
86.8%
B/E move
11.1%

30Δ

Calls
Pseudo strike
8.56
IV
67.6%
B/E move
9.9%
Puts
Pseudo strike
7.35
IV
79.9%
B/E move
9.6%

35Δ

Calls
Pseudo strike
8.41
IV
64.5%
B/E move
8.3%
Puts
Pseudo strike
7.49
IV
73.0%
B/E move
8.0%

40Δ

Calls
Pseudo strike
8.25
IV
61.3%
B/E move
6.7%
Puts
Pseudo strike
7.64
IV
66.0%
B/E move
6.5%

45Δ

Calls
Pseudo strike
8.10
IV
58.2%
B/E move
5.1%
Puts
Pseudo strike
7.78
IV
59.1%
B/E move
4.9%

50Δ

Calls
Pseudo strike
7.93
IV
61.7%
B/E move
4.0%
Puts
Pseudo strike
7.93
IV
52.2%
B/E move
3.4%

55Δ

Calls
Pseudo strike
7.75
IV
77.2%
B/E move
4.0%
Puts
Pseudo strike
8.06
IV
48.7%
B/E move
2.4%

60Δ

Calls
Pseudo strike
7.56
IV
92.8%
B/E move
3.9%
Puts
Pseudo strike
8.18
IV
48.7%
B/E move
2.1%

65Δ

Calls
Pseudo strike
7.38
IV
108.3%
B/E move
3.8%
Puts
Pseudo strike
8.30
IV
48.7%
B/E move
1.8%

70Δ

Calls
Pseudo strike
7.19
IV
123.8%
B/E move
3.8%
Puts
Pseudo strike
8.42
IV
48.7%
B/E move
1.5%

75Δ

Calls
Pseudo strike
7.01
IV
139.4%
B/E move
3.7%
Puts
Pseudo strike
8.53
IV
48.7%
B/E move
1.2%

80Δ

Calls
Pseudo strike
6.72
IV
139.0%
B/E move
2.9%
Puts
Pseudo strike
8.65
IV
48.7%
B/E move
0.9%

Options history

IV · four-Friday blend51.39%
Daily EOD
FVRR50.2%58.6%67.0%2026-10-19: 62.05%2026-10-20: 62.06%2026-10-21: 60.38%2026-10-22: 60.56%2026-10-23: 63.60%2026-10-26: 65.87%2026-10-27: 63.22%2026-10-28: 60.21%2026-10-29: 54.96%2026-10-30: 51.39%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
62.05%
62.06%
60.38%
60.56%
63.60%
65.87%
63.22%
60.21%
54.96%
51.39%