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Butterfly Network, Inc. BFLY

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-04T00:46:46.724Z

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 · 2026-11-04T00:43:38.593415087Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T00:46:46.107682+00:00

Share price$6.42
1D+2.5%
AH$6.19$6.26$6.33$6.40$6.475:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBFLY
Sold putSold callAH

Butterfly Network, Inc. options

Live interpolated BFLY call and put midpoint premiums by absolute delta.Butterfly Network, Inc.$0.07$0.71$1.36$2.00$2.65$4.36$5.51$6.66$7.81$8.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BFLY spot · $6.42BFLY PRICE$0.14$0.17$0.24$0.32$0.39$0.46$0.53$0.61$0.68$0.75$0.85$0.97$1.09$0.17$0.21$0.26$0.36$0.50$0.64$0.77$0.91$1.05$1.19$1.34$1.90$2.46
PutsCheap0.88×
CallsCheap0.81×
SkewBearish+8.35 pp
Implied moveBearish±$1.31
TiltBearish24.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.9696.1%26.1%5.40100.6%18.5%
25Δ7.5192.5%19.7%5.6594.6%15.3%
30Δ7.3393.3%17.9%5.9088.5%12.1%
35Δ7.1494.1%16.2%6.1288.1%10.3%
40Δ6.9695.0%14.5%6.3291.3%9.4%
45Δ6.7895.8%12.8%6.5194.6%8.4%
50Δ6.6096.7%11.1%6.7197.9%7.5%
55Δ6.4297.6%9.4%6.91101.1%6.6%
60Δ6.2498.4%7.8%7.11104.4%5.7%
65Δ6.0699.3%6.1%7.31107.6%4.8%
70Δ5.8996.4%4.9%7.51111.1%3.8%
75Δ5.7191.6%4.0%8.11124.5%3.2%
80Δ5.5486.8%3.2%8.72137.9%2.6%

20Δ

Calls
Pseudo strike
7.96
IV
96.1%
B/E move
26.1%
Puts
Pseudo strike
5.40
IV
100.6%
B/E move
18.5%

25Δ

Calls
Pseudo strike
7.51
IV
92.5%
B/E move
19.7%
Puts
Pseudo strike
5.65
IV
94.6%
B/E move
15.3%

30Δ

Calls
Pseudo strike
7.33
IV
93.3%
B/E move
17.9%
Puts
Pseudo strike
5.90
IV
88.5%
B/E move
12.1%

35Δ

Calls
Pseudo strike
7.14
IV
94.1%
B/E move
16.2%
Puts
Pseudo strike
6.12
IV
88.1%
B/E move
10.3%

40Δ

Calls
Pseudo strike
6.96
IV
95.0%
B/E move
14.5%
Puts
Pseudo strike
6.32
IV
91.3%
B/E move
9.4%

45Δ

Calls
Pseudo strike
6.78
IV
95.8%
B/E move
12.8%
Puts
Pseudo strike
6.51
IV
94.6%
B/E move
8.4%

50Δ

Calls
Pseudo strike
6.60
IV
96.7%
B/E move
11.1%
Puts
Pseudo strike
6.71
IV
97.9%
B/E move
7.5%

55Δ

Calls
Pseudo strike
6.42
IV
97.6%
B/E move
9.4%
Puts
Pseudo strike
6.91
IV
101.1%
B/E move
6.6%

60Δ

Calls
Pseudo strike
6.24
IV
98.4%
B/E move
7.8%
Puts
Pseudo strike
7.11
IV
104.4%
B/E move
5.7%

65Δ

Calls
Pseudo strike
6.06
IV
99.3%
B/E move
6.1%
Puts
Pseudo strike
7.31
IV
107.6%
B/E move
4.8%

70Δ

Calls
Pseudo strike
5.89
IV
96.4%
B/E move
4.9%
Puts
Pseudo strike
7.51
IV
111.1%
B/E move
3.8%

75Δ

Calls
Pseudo strike
5.71
IV
91.6%
B/E move
4.0%
Puts
Pseudo strike
8.11
IV
124.5%
B/E move
3.2%

80Δ

Calls
Pseudo strike
5.54
IV
86.8%
B/E move
3.2%
Puts
Pseudo strike
8.72
IV
137.9%
B/E move
2.6%

Options history

IV · four-Friday blend113.91%
Daily EOD
BFLY85.1%100.6%116.0%2026-10-19: 93.59%2026-10-20: 94.10%2026-10-21: 97.95%2026-10-22: 97.42%2026-10-23: 97.65%2026-10-26: 100.79%2026-10-27: 104.48%2026-10-28: 100.37%2026-10-29: 87.28%2026-10-30: 113.91%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
93.59%
94.10%
97.95%
97.42%
97.65%
100.79%
104.48%
100.37%
87.28%
113.91%