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Expensify, Inc. Class A Common Stock EXFY

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-04T09:37:56.684Z

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 · 2026-11-03T21:00:03.055291735Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T09:37:56.256686+00:00

Share price$2.29
1D+1.8%
AH$2.24$2.26$2.29$2.31$2.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEXFY
Sold putSold callAH

Expensify, Inc. Class A Common Stock options

Live interpolated EXFY call and put midpoint premiums by absolute delta.Expensify, Inc. Class A Common Stock$0.14$0.28$0.42$0.56$0.70$-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 unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEEXFY PRICE$0.39$0.41$0.44$0.47$0.55$0.66$0.15$0.21$0.27$0.32$0.38
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
30Δ2.08125.6%15.8%
35Δ2.17132.1%14.4%
40Δ2.26138.6%13.1%
45Δ2.34145.0%11.8%
50Δ2.43151.5%10.4%
55Δ2.45227.9%23.7%
60Δ2.31210.8%18.9%
65Δ2.17193.6%14.1%
70Δ2.03176.5%9.3%
75Δ1.90176.3%6.9%
80Δ1.76181.6%5.4%

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
2.08
IV
125.6%
B/E move
15.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.17
IV
132.1%
B/E move
14.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.26
IV
138.6%
B/E move
13.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.34
IV
145.0%
B/E move
11.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.43
IV
151.5%
B/E move
10.4%

55Δ

Calls
Pseudo strike
2.45
IV
227.9%
B/E move
23.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.31
IV
210.8%
B/E move
18.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
2.17
IV
193.6%
B/E move
14.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
2.03
IV
176.5%
B/E move
9.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.90
IV
176.3%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.76
IV
181.6%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend169.50%
Daily close
EXFY123.5%153.4%183.2%2026-08-06: 179.05%2026-08-11: 131.40%2026-08-17: 160.73%2026-08-19: 175.33%2026-08-24: 170.51%2026-09-01: 147.25%2026-09-02: 145.98%2026-09-03: 135.08%2026-09-08: 158.01%2026-09-18: 127.66%2026-09-21: 138.12%2026-09-22: 134.77%2026-09-23: 129.91%2026-09-25: 129.88%2026-09-28: 163.76%2026-09-29: 139.69%2026-09-30: 132.03%2026-10-02: 160.43%2026-10-05: 146.53%2026-10-06: 152.60%2026-10-07: 141.16%2026-10-12: 172.17%2026-10-14: 166.56%2026-10-16: 152.22%2026-10-19: 144.81%2026-10-20: 143.40%2026-10-21: 167.33%2026-10-22: 155.74%2026-10-23: 155.59%2026-10-29: 169.50%Aug 6Sep 28Oct 29
30 observations2026-08-06 — 2026-10-29
Table
DateIV (%)
179.05%
131.40%
160.73%
175.33%
170.51%
147.25%
145.98%
135.08%
158.01%
127.66%
138.12%
134.77%
129.91%
129.88%
163.76%
139.69%
132.03%
160.43%
146.53%
152.60%
141.16%
172.17%
166.56%
152.22%
144.81%
143.40%
167.33%
155.74%
155.59%
169.50%