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Yext, Inc. YEXT

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Market datapartial · fetched 2026-10-22T16:19:41.117Z

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 · 2026-10-22T16:19:39.311905498Z

FundamentalsAlpha Vantage · unavailable

Share price$7.27
1D+2.5%
$7.07$7.12$7.17$7.22$7.275:30 AM6:30 AM9:00 AM1:00 PMYEXT
Sold putSold call

Yext, Inc. options

Live interpolated YEXT call and put midpoint premiums by absolute delta.Yext, Inc.$0.15$0.79$1.44$2.08$2.73$4.08$5.58$7.07$8.57$10.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YEXT spot · $7.26YEXT PRICE$0.22$0.40$0.44$0.46$0.49$0.52$0.55$0.58$0.61$0.42$0.39$0.35$0.31$0.69$1.27$1.86$2.54
PutsExpensive2.91×
CallsExpensive1.99×
SkewBearish+18.91 pp
Implied moveBearish±$2.41
TiltBearish29.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.63100.7%35.5%5.34166.5%32.3%
25Δ10.80155.8%54.2%5.84132.5%24.9%
30Δ9.85139.0%41.5%6.3498.4%17.5%
35Δ9.41126.7%35.9%6.8464.4%10.1%
40Δ8.98114.4%30.4%7.2782.6%9.5%
45Δ8.54102.2%24.8%7.67125.3%11.9%
50Δ8.1189.9%19.2%8.13163.8%13.8%
55Δ7.6877.6%13.7%8.88181.5%12.8%
60Δ7.2465.4%8.1%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
9.63
IV
100.7%
B/E move
35.5%
Puts
Pseudo strike
5.34
IV
166.5%
B/E move
32.3%

25Δ

Calls
Pseudo strike
10.80
IV
155.8%
B/E move
54.2%
Puts
Pseudo strike
5.84
IV
132.5%
B/E move
24.9%

30Δ

Calls
Pseudo strike
9.85
IV
139.0%
B/E move
41.5%
Puts
Pseudo strike
6.34
IV
98.4%
B/E move
17.5%

35Δ

Calls
Pseudo strike
9.41
IV
126.7%
B/E move
35.9%
Puts
Pseudo strike
6.84
IV
64.4%
B/E move
10.1%

40Δ

Calls
Pseudo strike
8.98
IV
114.4%
B/E move
30.4%
Puts
Pseudo strike
7.27
IV
82.6%
B/E move
9.5%

45Δ

Calls
Pseudo strike
8.54
IV
102.2%
B/E move
24.8%
Puts
Pseudo strike
7.67
IV
125.3%
B/E move
11.9%

50Δ

Calls
Pseudo strike
8.11
IV
89.9%
B/E move
19.2%
Puts
Pseudo strike
8.13
IV
163.8%
B/E move
13.8%

55Δ

Calls
Pseudo strike
7.68
IV
77.6%
B/E move
13.7%
Puts
Pseudo strike
8.88
IV
181.5%
B/E move
12.8%

60Δ

Calls
Pseudo strike
7.24
IV
65.4%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations