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Affirm Holdings, Inc. Class A Common Stock AFRM

i

Market datapartial · fetched 2026-11-03T15:46:15.112Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T15:46:16.062998096Z

FundamentalsAlpha Vantage · unavailable

Share price$73.38
1D-1.2%
$72.47$72.98$73.49$74.00$74.515:30 AM6:30 AM9:00 AM1:00 PMAFRM
Sold putSold call

Affirm Holdings, Inc. Class A Common Stock options

Live interpolated AFRM call and put midpoint premiums by absolute delta.Affirm Holdings, Inc. Class A Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEAFRM PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

Calls
Pseudo strike
IV
B/E move
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

IV · four-Friday blend91.00%
Daily close
AFRM42.5%91.4%140.3%2026-08-05: 67.09%2026-08-06: 67.16%2026-08-07: 62.55%2026-08-10: 63.65%2026-08-11: 64.93%2026-08-12: 62.29%2026-08-13: 70.97%2026-08-14: 68.60%2026-08-17: 73.20%2026-08-18: 75.43%2026-08-19: 76.42%2026-08-20: 76.97%2026-08-21: 84.50%2026-08-24: 93.43%2026-08-25: 98.83%2026-08-26: 107.30%2026-08-27: 133.53%2026-08-28: 52.08%2026-08-31: 53.65%2026-09-01: 54.51%2026-09-02: 54.77%2026-09-03: 52.29%2026-09-04: 49.68%2026-09-08: 54.57%2026-09-09: 52.99%2026-09-10: 56.10%2026-09-11: 51.59%2026-09-14: 55.13%2026-09-15: 57.00%2026-09-16: 55.12%2026-09-17: 52.06%2026-09-18: 49.23%2026-09-21: 52.57%2026-09-22: 54.82%2026-09-23: 56.80%2026-09-24: 58.43%2026-09-25: 51.35%2026-09-28: 59.56%2026-09-29: 57.05%2026-09-30: 58.76%2026-10-01: 58.32%2026-10-02: 52.00%2026-10-05: 54.40%2026-10-06: 54.03%2026-10-07: 54.63%2026-10-08: 55.45%2026-10-09: 52.36%2026-10-12: 57.22%2026-10-13: 57.70%2026-10-14: 65.83%2026-10-15: 68.77%2026-10-16: 71.64%2026-10-19: 68.57%2026-10-20: 70.85%2026-10-21: 69.90%2026-10-22: 74.16%2026-10-23: 72.29%2026-10-26: 77.52%2026-10-27: 78.26%2026-10-28: 80.82%2026-10-29: 80.95%2026-10-30: 91.00%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
67.09%
67.16%
62.55%
63.65%
64.93%
62.29%
70.97%
68.60%
73.20%
75.43%
76.42%
76.97%
84.50%
93.43%
98.83%
107.30%
133.53%
52.08%
53.65%
54.51%
54.77%
52.29%
49.68%
54.57%
52.99%
56.10%
51.59%
55.13%
57.00%
55.12%
52.06%
49.23%
52.57%
54.82%
56.80%
58.43%
51.35%
59.56%
57.05%
58.76%
58.32%
52.00%
54.40%
54.03%
54.63%
55.45%
52.36%
57.22%
57.70%
65.83%
68.77%
71.64%
68.57%
70.85%
69.90%
74.16%
72.29%
77.52%
78.26%
80.82%
80.95%
91.00%