IntraAlpha
Create free account Start free

Yext, Inc. YEXT

i

Market dataready · fetched 2026-11-13T04:11:39.678Z

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 · 2026-11-13T00:00:00.002151717Z

FundamentalsSEC EDGAR · ready · as of 2026-07-31 · fetched 2026-11-13T04:11:38.732568+00:00

Share price$7.65
1D-1.1%
AH$7.57$7.63$7.70$7.77$7.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMYEXT
Sold putSold callAH

Yext, Inc. options

Live interpolated YEXT call and put midpoint premiums by absolute delta.Yext, Inc.$0.11$0.40$0.68$0.96$1.24$6.70$7.16$7.62$8.09$8.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive YEXT spot · $7.65YEXT PRICE$0.14$0.17$0.25$0.33$0.41$0.49$0.57$0.65$0.73$0.81$1.16$0.43$0.49$0.55$0.61$0.67
Puts——
Calls——
Skew——
Implied moveBearish±$1.02
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ8.2475.7%9.6%
35Δ7.9664.0%6.4%7.17146.5%11.9%
40Δ7.8568.0%5.9%7.36138.5%10.3%
45Δ7.7372.0%5.4%7.54130.5%8.6%
50Δ7.6176.0%4.9%7.73122.4%7.0%
55Δ7.4980.1%4.4%7.91114.4%5.4%
60Δ7.3784.1%3.9%
65Δ7.2588.1%3.4%
70Δ7.1492.1%2.9%
75Δ7.0296.1%2.4%
80Δ6.65119.2%2.1%

20Δ

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

25Δ

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

30Δ

Calls
Pseudo strike
8.24
IV
75.7%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
7.96
IV
64.0%
B/E move
6.4%
Puts
Pseudo strike
7.17
IV
146.5%
B/E move
11.9%

40Δ

Calls
Pseudo strike
7.85
IV
68.0%
B/E move
5.9%
Puts
Pseudo strike
7.36
IV
138.5%
B/E move
10.3%

45Δ

Calls
Pseudo strike
7.73
IV
72.0%
B/E move
5.4%
Puts
Pseudo strike
7.54
IV
130.5%
B/E move
8.6%

50Δ

Calls
Pseudo strike
7.61
IV
76.0%
B/E move
4.9%
Puts
Pseudo strike
7.73
IV
122.4%
B/E move
7.0%

55Δ

Calls
Pseudo strike
7.49
IV
80.1%
B/E move
4.4%
Puts
Pseudo strike
7.91
IV
114.4%
B/E move
5.4%

60Δ

Calls
Pseudo strike
7.37
IV
84.1%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
7.25
IV
88.1%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
7.14
IV
92.1%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
7.02
IV
96.1%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
6.65
IV
119.2%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend76.46%
Daily EOD
YEXT74.3%85.1%95.9%2026-10-19: 75.78%2026-10-20: 83.46%2026-10-21: 79.11%2026-10-22: 94.38%2026-10-23: 80.74%2026-10-26: 86.73%2026-10-27: 83.99%2026-10-29: 79.59%2026-10-30: 76.46%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
75.78%
83.46%
79.11%
94.38%
80.74%
86.73%
83.99%
79.59%
76.46%