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Yext, Inc. YEXT

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Market datapartial · fetched 2026-10-23T17:41:42.895Z

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 · 2026-10-23T17:39:38.558101914Z

FundamentalsAlpha Vantage · unavailable

Share price$7.35
1D+1.3%
$7.21$7.25$7.30$7.35$7.405:30 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.$0.14$0.49$0.84$1.18$1.53$4.49$5.68$6.88$8.08$9.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive YEXT spot · $7.34YEXT PRICE$0.21$0.39$0.18$0.26$0.34$0.42$0.50$0.57$0.65$0.68$0.44$0.33$0.37$0.72$1.07$1.43
PutsExpensive2.38×
CallsExpensive1.29×
SkewBearish+45.62 pp
Implied moveBearish±$1.92
TiltBearish17.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.5797.0%33.1%5.32232.3%36.8%
25Δ10.78154.4%52.1%6.16124.7%22.1%
30Δ7.9949.5%11.2%6.6681.0%13.7%
35Δ7.8551.8%10.4%7.0959.5%8.4%
40Δ7.7054.1%9.5%7.3883.8%9.4%
45Δ7.5656.5%8.6%7.66108.2%10.3%
50Δ7.4258.8%7.7%7.94132.6%11.3%
55Δ7.2761.1%6.9%
60Δ7.1363.5%6.0%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
9.57
IV
97.0%
B/E move
33.1%
Puts
Pseudo strike
5.32
IV
232.3%
B/E move
36.8%

25Δ

Calls
Pseudo strike
10.78
IV
154.4%
B/E move
52.1%
Puts
Pseudo strike
6.16
IV
124.7%
B/E move
22.1%

30Δ

Calls
Pseudo strike
7.99
IV
49.5%
B/E move
11.2%
Puts
Pseudo strike
6.66
IV
81.0%
B/E move
13.7%

35Δ

Calls
Pseudo strike
7.85
IV
51.8%
B/E move
10.4%
Puts
Pseudo strike
7.09
IV
59.5%
B/E move
8.4%

40Δ

Calls
Pseudo strike
7.70
IV
54.1%
B/E move
9.5%
Puts
Pseudo strike
7.38
IV
83.8%
B/E move
9.4%

45Δ

Calls
Pseudo strike
7.56
IV
56.5%
B/E move
8.6%
Puts
Pseudo strike
7.66
IV
108.2%
B/E move
10.3%

50Δ

Calls
Pseudo strike
7.42
IV
58.8%
B/E move
7.7%
Puts
Pseudo strike
7.94
IV
132.6%
B/E move
11.3%

55Δ

Calls
Pseudo strike
7.27
IV
61.1%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
7.13
IV
63.5%
B/E move
6.0%
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