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Yext, Inc. YEXT

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Market datapartial · fetched 2026-10-22T18:27:40.418Z

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 · 2026-10-22T18:27:27.273367309Z

FundamentalsAlpha Vantage · unavailable

Share price$7.27
1D+2.6%
$7.06$7.12$7.18$7.23$7.295:30 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.$0.07$1.23$2.39$3.56$4.72$3.14$4.59$6.04$7.48$8.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YEXT spot · $7.26YEXT PRICE$0.19$0.26$0.32$0.39$0.46$0.52$0.59$0.87$0.71$0.55$0.39$0.68$1.26$1.87$2.55$3.24$4.38
PutsExpensive4.00×
CallsFair0.99×
SkewBearish+120.58 pp
Implied moveBearish±$2.32
TiltBearish71.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.82309.9%45.7%
25Δ5.46235.5%34.6%
30Δ7.9149.0%11.5%6.10161.1%23.6%
35Δ7.7750.4%10.5%6.7486.7%12.6%
40Δ7.6351.9%9.5%7.2582.4%9.6%
45Δ7.4953.3%8.5%7.66125.2%12.0%
50Δ7.3654.8%7.5%8.13163.1%13.7%
55Δ7.2256.2%6.5%8.92176.1%12.4%
60Δ7.0857.7%5.5%9.70189.1%11.0%
65Δ10.93209.9%9.9%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.82
IV
309.9%
B/E move
45.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.46
IV
235.5%
B/E move
34.6%

30Δ

Calls
Pseudo strike
7.91
IV
49.0%
B/E move
11.5%
Puts
Pseudo strike
6.10
IV
161.1%
B/E move
23.6%

35Δ

Calls
Pseudo strike
7.77
IV
50.4%
B/E move
10.5%
Puts
Pseudo strike
6.74
IV
86.7%
B/E move
12.6%

40Δ

Calls
Pseudo strike
7.63
IV
51.9%
B/E move
9.5%
Puts
Pseudo strike
7.25
IV
82.4%
B/E move
9.6%

45Δ

Calls
Pseudo strike
7.49
IV
53.3%
B/E move
8.5%
Puts
Pseudo strike
7.66
IV
125.2%
B/E move
12.0%

50Δ

Calls
Pseudo strike
7.36
IV
54.8%
B/E move
7.5%
Puts
Pseudo strike
8.13
IV
163.1%
B/E move
13.7%

55Δ

Calls
Pseudo strike
7.22
IV
56.2%
B/E move
6.5%
Puts
Pseudo strike
8.92
IV
176.1%
B/E move
12.4%

60Δ

Calls
Pseudo strike
7.08
IV
57.7%
B/E move
5.5%
Puts
Pseudo strike
9.70
IV
189.1%
B/E move
11.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.93
IV
209.9%
B/E move
9.9%

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