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Fiverr International Ltd. FVRR

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Market datapartial · fetched 2026-10-22T16:44:25.219Z

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 · 2026-10-22T16:44:12.744458964Z

FundamentalsAlpha Vantage · unavailable

Share price$8.45
1D-0.4%
$8.38$8.44$8.50$8.55$8.615:30 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.$0.07$1.12$2.18$3.24$4.29$6.10$7.27$8.45$9.63$10.8120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FVRR spot · $8.45FVRR PRICE$0.18$0.24$0.31$0.38$0.44$0.54$0.65$0.76$0.88$1.01$1.30$1.58$1.94$0.24$0.31$0.38$0.45$0.55$0.66$0.76$0.86$1.01$1.37$1.74$2.69$3.99
PutsExpensive1.76×
CallsExpensive1.76×
SkewNeutral-0.14 pp
Implied moveBearish±$1.41
TiltBearish19.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.3573.6%24.7%7.1679.9%18.1%
25Δ9.9573.3%20.6%7.4477.0%15.6%
30Δ9.6873.1%18.1%7.7274.2%13.2%
35Δ9.4072.9%15.7%7.9971.3%10.7%
40Δ9.1272.7%13.2%8.2070.3%9.4%
45Δ8.8773.3%11.4%8.4169.3%8.2%
50Δ8.6574.5%10.0%8.6268.3%7.0%
55Δ8.4275.8%8.7%8.8367.3%5.8%
60Δ8.2077.0%7.4%9.0767.7%4.7%
65Δ7.9579.2%6.1%9.4775.5%4.2%
70Δ7.6187.6%5.4%9.8883.3%3.7%
75Δ7.2796.0%4.7%10.84105.6%3.6%
80Δ6.84106.2%4.0%12.20123.4%2.8%

20Δ

Calls
Pseudo strike
10.35
IV
73.6%
B/E move
24.7%
Puts
Pseudo strike
7.16
IV
79.9%
B/E move
18.1%

25Δ

Calls
Pseudo strike
9.95
IV
73.3%
B/E move
20.6%
Puts
Pseudo strike
7.44
IV
77.0%
B/E move
15.6%

30Δ

Calls
Pseudo strike
9.68
IV
73.1%
B/E move
18.1%
Puts
Pseudo strike
7.72
IV
74.2%
B/E move
13.2%

35Δ

Calls
Pseudo strike
9.40
IV
72.9%
B/E move
15.7%
Puts
Pseudo strike
7.99
IV
71.3%
B/E move
10.7%

40Δ

Calls
Pseudo strike
9.12
IV
72.7%
B/E move
13.2%
Puts
Pseudo strike
8.20
IV
70.3%
B/E move
9.4%

45Δ

Calls
Pseudo strike
8.87
IV
73.3%
B/E move
11.4%
Puts
Pseudo strike
8.41
IV
69.3%
B/E move
8.2%

50Δ

Calls
Pseudo strike
8.65
IV
74.5%
B/E move
10.0%
Puts
Pseudo strike
8.62
IV
68.3%
B/E move
7.0%

55Δ

Calls
Pseudo strike
8.42
IV
75.8%
B/E move
8.7%
Puts
Pseudo strike
8.83
IV
67.3%
B/E move
5.8%

60Δ

Calls
Pseudo strike
8.20
IV
77.0%
B/E move
7.4%
Puts
Pseudo strike
9.07
IV
67.7%
B/E move
4.7%

65Δ

Calls
Pseudo strike
7.95
IV
79.2%
B/E move
6.1%
Puts
Pseudo strike
9.47
IV
75.5%
B/E move
4.2%

70Δ

Calls
Pseudo strike
7.61
IV
87.6%
B/E move
5.4%
Puts
Pseudo strike
9.88
IV
83.3%
B/E move
3.7%

75Δ

Calls
Pseudo strike
7.27
IV
96.0%
B/E move
4.7%
Puts
Pseudo strike
10.84
IV
105.6%
B/E move
3.6%

80Δ

Calls
Pseudo strike
6.84
IV
106.2%
B/E move
4.0%
Puts
Pseudo strike
12.20
IV
123.4%
B/E move
2.8%

Options history

No recorded observations