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Dave Inc. Class A Common Stock DAVE

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Market dataready · fetched 2026-11-06T21:56:21.428Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T21:00:00.549819921Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T21:56:20.546971+00:00

Share price$278.59
1D+2.0%
AH$272$276$281$286$2915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDAVE
Sold putSold callAH

Dave Inc. Class A Common Stock options

Live interpolated DAVE call and put midpoint premiums by absolute delta.Dave Inc. Class A Common Stock$2.22$10.77$19.32$27.87$36.42$201.25$242.11$282.97$323.83$364.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DAVE spot · $278.59DAVE PRICE$3.14$3.97$5.11$6.22$7.07$8.62$10.61$12.23$14.11$16.31$18.73$22.92$26.65$3.57$4.84$6.41$6.84$8.88$10.85$12.60$14.59$16.82$19.66$22.38$28.13$33.96
PutsCheap0.48×
CallsCheap0.62×
SkewBearish+4.07 pp
Implied moveBearish±$23.21
TiltBearish9.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ306.4976.4%11.1%255.9378.4%9.4%
25Δ299.8372.5%9.0%260.4779.2%8.2%
30Δ295.5573.2%7.9%264.4081.9%7.4%
35Δ291.2272.2%6.8%269.6771.3%5.7%
40Δ286.7867.7%5.5%273.1375.1%5.1%
45Δ283.3769.1%4.8%276.6377.4%4.6%
50Δ280.2273.3%4.4%280.3676.4%3.9%
55Δ276.7272.5%3.7%284.0575.7%3.3%
60Δ273.1472.4%3.1%287.8275.2%2.7%
65Δ269.5173.0%2.6%291.9475.9%2.3%
70Δ265.7373.0%2.1%295.9674.9%1.8%
75Δ260.6278.3%1.8%302.5480.8%1.5%
80Δ255.7379.1%1.4%309.3783.5%1.1%

20Δ

Calls
Pseudo strike
306.49
IV
76.4%
B/E move
11.1%
Puts
Pseudo strike
255.93
IV
78.4%
B/E move
9.4%

25Δ

Calls
Pseudo strike
299.83
IV
72.5%
B/E move
9.0%
Puts
Pseudo strike
260.47
IV
79.2%
B/E move
8.2%

30Δ

Calls
Pseudo strike
295.55
IV
73.2%
B/E move
7.9%
Puts
Pseudo strike
264.40
IV
81.9%
B/E move
7.4%

35Δ

Calls
Pseudo strike
291.22
IV
72.2%
B/E move
6.8%
Puts
Pseudo strike
269.67
IV
71.3%
B/E move
5.7%

40Δ

Calls
Pseudo strike
286.78
IV
67.7%
B/E move
5.5%
Puts
Pseudo strike
273.13
IV
75.1%
B/E move
5.1%

45Δ

Calls
Pseudo strike
283.37
IV
69.1%
B/E move
4.8%
Puts
Pseudo strike
276.63
IV
77.4%
B/E move
4.6%

50Δ

Calls
Pseudo strike
280.22
IV
73.3%
B/E move
4.4%
Puts
Pseudo strike
280.36
IV
76.4%
B/E move
3.9%

55Δ

Calls
Pseudo strike
276.72
IV
72.5%
B/E move
3.7%
Puts
Pseudo strike
284.05
IV
75.7%
B/E move
3.3%

60Δ

Calls
Pseudo strike
273.14
IV
72.4%
B/E move
3.1%
Puts
Pseudo strike
287.82
IV
75.2%
B/E move
2.7%

65Δ

Calls
Pseudo strike
269.51
IV
73.0%
B/E move
2.6%
Puts
Pseudo strike
291.94
IV
75.9%
B/E move
2.3%

70Δ

Calls
Pseudo strike
265.73
IV
73.0%
B/E move
2.1%
Puts
Pseudo strike
295.96
IV
74.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
260.62
IV
78.3%
B/E move
1.8%
Puts
Pseudo strike
302.54
IV
80.8%
B/E move
1.5%

80Δ

Calls
Pseudo strike
255.73
IV
79.1%
B/E move
1.4%
Puts
Pseudo strike
309.37
IV
83.5%
B/E move
1.1%

Options history

IV · four-Friday blend107.78%
Daily close
DAVE53.5%82.6%111.8%2026-08-10: 66.46%2026-08-11: 65.42%2026-08-12: 61.45%2026-08-13: 65.81%2026-08-14: 57.49%2026-08-17: 63.43%2026-08-18: 61.22%2026-08-19: 65.10%2026-08-20: 70.26%2026-08-21: 68.37%2026-08-24: 70.03%2026-08-25: 68.87%2026-08-26: 67.94%2026-08-27: 68.08%2026-08-28: 60.45%2026-08-31: 63.61%2026-09-01: 66.06%2026-09-02: 65.56%2026-09-03: 64.51%2026-09-04: 63.58%2026-09-08: 72.84%2026-09-09: 69.22%2026-09-10: 73.11%2026-09-11: 63.79%2026-09-14: 68.70%2026-09-15: 71.37%2026-09-16: 72.33%2026-09-17: 70.26%2026-09-18: 64.59%2026-09-21: 69.66%2026-09-22: 67.29%2026-09-23: 71.31%2026-09-24: 75.66%2026-09-25: 68.79%2026-09-28: 73.76%2026-09-29: 71.37%2026-09-30: 71.79%2026-10-01: 72.53%2026-10-02: 65.29%2026-10-05: 67.22%2026-10-06: 66.16%2026-10-07: 66.31%2026-10-08: 66.83%2026-10-09: 65.68%2026-10-12: 70.18%2026-10-13: 70.00%2026-10-14: 71.69%2026-10-15: 70.62%2026-10-16: 73.10%2026-10-19: 77.93%2026-10-20: 78.53%2026-10-21: 77.55%2026-10-22: 81.77%2026-10-23: 89.09%2026-10-26: 99.84%2026-10-27: 101.13%2026-10-28: 104.54%2026-10-29: 107.21%2026-10-30: 107.78%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
66.46%
65.42%
61.45%
65.81%
57.49%
63.43%
61.22%
65.10%
70.26%
68.37%
70.03%
68.87%
67.94%
68.08%
60.45%
63.61%
66.06%
65.56%
64.51%
63.58%
72.84%
69.22%
73.11%
63.79%
68.70%
71.37%
72.33%
70.26%
64.59%
69.66%
67.29%
71.31%
75.66%
68.79%
73.76%
71.37%
71.79%
72.53%
65.29%
67.22%
66.16%
66.31%
66.83%
65.68%
70.18%
70.00%
71.69%
70.62%
73.10%
77.93%
78.53%
77.55%
81.77%
89.09%
99.84%
101.13%
104.54%
107.21%
107.78%