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Dave Inc. Class A Common Stock DAVE

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Market dataready · fetched 2026-11-08T09:15:29.888Z

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 2026-11-08T09:15:29.285145+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$2.23$10.71$19.18$27.66$36.13$202.10$242.72$283.35$323.97$364.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DAVE spot · $278.59DAVE PRICE$3.15$3.98$5.12$6.23$7.08$8.65$10.64$12.26$14.16$16.37$18.79$23.05$26.76$3.56$4.83$6.40$6.83$8.85$10.82$12.56$14.54$16.74$19.57$22.31$27.84$33.69
PutsCheap0.51×
CallsCheap0.67×
SkewBearish+4.24 pp
Implied moveBearish±$23.20
TiltBearish9.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ306.4890.6%11.1%255.9092.6%9.4%
25Δ299.8185.9%9.0%260.4593.6%8.2%
30Δ295.5286.8%7.9%264.3796.7%7.4%
35Δ291.1885.6%6.8%269.6084.3%5.7%
40Δ286.7380.3%5.5%273.0888.6%5.2%
45Δ283.3382.0%4.8%276.5791.4%4.6%
50Δ280.1787.0%4.4%280.2990.2%3.9%
55Δ276.6586.0%3.7%283.9789.3%3.3%
60Δ273.0785.9%3.1%287.7188.7%2.7%
65Δ269.4286.7%2.6%291.8289.5%2.3%
70Δ265.6486.7%2.1%295.8488.3%1.8%
75Δ260.4793.2%1.8%302.2394.7%1.5%
80Δ255.5894.1%1.3%309.0698.1%1.2%

20Δ

Calls
Pseudo strike
306.48
IV
90.6%
B/E move
11.1%
Puts
Pseudo strike
255.90
IV
92.6%
B/E move
9.4%

25Δ

Calls
Pseudo strike
299.81
IV
85.9%
B/E move
9.0%
Puts
Pseudo strike
260.45
IV
93.6%
B/E move
8.2%

30Δ

Calls
Pseudo strike
295.52
IV
86.8%
B/E move
7.9%
Puts
Pseudo strike
264.37
IV
96.7%
B/E move
7.4%

35Δ

Calls
Pseudo strike
291.18
IV
85.6%
B/E move
6.8%
Puts
Pseudo strike
269.60
IV
84.3%
B/E move
5.7%

40Δ

Calls
Pseudo strike
286.73
IV
80.3%
B/E move
5.5%
Puts
Pseudo strike
273.08
IV
88.6%
B/E move
5.2%

45Δ

Calls
Pseudo strike
283.33
IV
82.0%
B/E move
4.8%
Puts
Pseudo strike
276.57
IV
91.4%
B/E move
4.6%

50Δ

Calls
Pseudo strike
280.17
IV
87.0%
B/E move
4.4%
Puts
Pseudo strike
280.29
IV
90.2%
B/E move
3.9%

55Δ

Calls
Pseudo strike
276.65
IV
86.0%
B/E move
3.7%
Puts
Pseudo strike
283.97
IV
89.3%
B/E move
3.3%

60Δ

Calls
Pseudo strike
273.07
IV
85.9%
B/E move
3.1%
Puts
Pseudo strike
287.71
IV
88.7%
B/E move
2.7%

65Δ

Calls
Pseudo strike
269.42
IV
86.7%
B/E move
2.6%
Puts
Pseudo strike
291.82
IV
89.5%
B/E move
2.3%

70Δ

Calls
Pseudo strike
265.64
IV
86.7%
B/E move
2.1%
Puts
Pseudo strike
295.84
IV
88.3%
B/E move
1.8%

75Δ

Calls
Pseudo strike
260.47
IV
93.2%
B/E move
1.8%
Puts
Pseudo strike
302.23
IV
94.7%
B/E move
1.5%

80Δ

Calls
Pseudo strike
255.58
IV
94.1%
B/E move
1.3%
Puts
Pseudo strike
309.06
IV
98.1%
B/E move
1.2%

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%