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Yext, Inc. YEXT

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Market datapartial · fetched 2026-10-22T15:46:51.691Z

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 · 2026-10-22T15:45:22.280365017Z

FundamentalsAlpha Vantage · unavailable

Share price$7.24
1D+2.3%
$7.07$7.11$7.16$7.21$7.255:30 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.$0.13$0.99$1.86$2.72$3.59$3.93$5.46$6.99$8.52$10.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YEXT spot · $7.24YEXT PRICE$0.22$0.40$0.44$0.47$0.50$0.52$0.55$0.58$0.61$0.43$0.39$0.35$0.32$0.62$1.20$1.81$2.57$3.34
PutsExpensive3.05×
CallsExpensive2.00×
SkewBearish+24.33 pp
Implied moveBearish±$2.36
TiltBearish43.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.64102.4%36.3%5.32167.0%32.4%
25Δ10.81157.0%54.8%5.81133.9%25.2%
30Δ9.84139.8%41.9%6.29100.8%18.0%
35Δ9.39127.3%36.1%6.7867.7%10.8%
40Δ8.95114.9%30.4%7.2275.6%8.8%
45Δ8.50102.4%24.7%7.62119.1%11.3%
50Δ8.0590.0%18.9%8.06160.6%13.6%
55Δ7.6177.5%13.2%8.91177.1%12.4%
60Δ7.1665.1%7.4%9.76193.5%11.2%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
9.64
IV
102.4%
B/E move
36.3%
Puts
Pseudo strike
5.32
IV
167.0%
B/E move
32.4%

25Δ

Calls
Pseudo strike
10.81
IV
157.0%
B/E move
54.8%
Puts
Pseudo strike
5.81
IV
133.9%
B/E move
25.2%

30Δ

Calls
Pseudo strike
9.84
IV
139.8%
B/E move
41.9%
Puts
Pseudo strike
6.29
IV
100.8%
B/E move
18.0%

35Δ

Calls
Pseudo strike
9.39
IV
127.3%
B/E move
36.1%
Puts
Pseudo strike
6.78
IV
67.7%
B/E move
10.8%

40Δ

Calls
Pseudo strike
8.95
IV
114.9%
B/E move
30.4%
Puts
Pseudo strike
7.22
IV
75.6%
B/E move
8.8%

45Δ

Calls
Pseudo strike
8.50
IV
102.4%
B/E move
24.7%
Puts
Pseudo strike
7.62
IV
119.1%
B/E move
11.3%

50Δ

Calls
Pseudo strike
8.05
IV
90.0%
B/E move
18.9%
Puts
Pseudo strike
8.06
IV
160.6%
B/E move
13.6%

55Δ

Calls
Pseudo strike
7.61
IV
77.5%
B/E move
13.2%
Puts
Pseudo strike
8.91
IV
177.1%
B/E move
12.4%

60Δ

Calls
Pseudo strike
7.16
IV
65.1%
B/E move
7.4%
Puts
Pseudo strike
9.76
IV
193.5%
B/E move
11.2%

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