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FIGS, Inc. FIGS

i

Market dataready · fetched 2026-11-07T06:32:11.082Z

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 · 2026-11-07T00:22:28.437044291Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T06:32:10.585770+00:00

Share price$19.52
1D+0.5%
AH$19.37$19.84$20.31$20.78$21.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFIGS
Sold putSold callAH

FIGS, Inc. options

Live interpolated FIGS call and put midpoint premiums by absolute delta.FIGS, Inc.$0.25$1.15$2.05$2.94$3.84$15.11$17.42$19.73$22.04$24.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ 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 PRICELive FIGS spot · $19.52FIGS PRICE$0.35$0.45$0.57$0.69$0.81$0.93$1.16$1.46$1.77$2.07$2.38$2.70$3.58$0.39$0.47$0.56$0.64$0.72$0.80$0.88$0.96
Puts——
CallsCheap0.87×
Skew——
Implied moveBullish±$2.04
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.9588.4%19.3%17.2183.5%13.8%
25Δ22.2688.5%16.4%17.7280.1%11.7%
30Δ21.7586.5%14.3%18.0775.6%10.3%
35Δ21.2384.6%12.3%18.4271.0%8.9%
40Δ20.7282.6%10.3%18.7766.5%7.5%
45Δ20.2080.6%8.2%19.1262.0%6.1%
50Δ19.7382.3%7.0%19.4757.5%4.8%
55Δ19.2886.3%6.3%19.8253.0%3.4%
60Δ18.8390.4%5.5%
65Δ18.3894.5%4.8%
70Δ17.9498.5%4.1%
75Δ17.47102.9%3.3%
80Δ16.48116.9%2.8%

20Δ

Calls
Pseudo strike
22.95
IV
88.4%
B/E move
19.3%
Puts
Pseudo strike
17.21
IV
83.5%
B/E move
13.8%

25Δ

Calls
Pseudo strike
22.26
IV
88.5%
B/E move
16.4%
Puts
Pseudo strike
17.72
IV
80.1%
B/E move
11.7%

30Δ

Calls
Pseudo strike
21.75
IV
86.5%
B/E move
14.3%
Puts
Pseudo strike
18.07
IV
75.6%
B/E move
10.3%

35Δ

Calls
Pseudo strike
21.23
IV
84.6%
B/E move
12.3%
Puts
Pseudo strike
18.42
IV
71.0%
B/E move
8.9%

40Δ

Calls
Pseudo strike
20.72
IV
82.6%
B/E move
10.3%
Puts
Pseudo strike
18.77
IV
66.5%
B/E move
7.5%

45Δ

Calls
Pseudo strike
20.20
IV
80.6%
B/E move
8.2%
Puts
Pseudo strike
19.12
IV
62.0%
B/E move
6.1%

50Δ

Calls
Pseudo strike
19.73
IV
82.3%
B/E move
7.0%
Puts
Pseudo strike
19.47
IV
57.5%
B/E move
4.8%

55Δ

Calls
Pseudo strike
19.28
IV
86.3%
B/E move
6.3%
Puts
Pseudo strike
19.82
IV
53.0%
B/E move
3.4%

60Δ

Calls
Pseudo strike
18.83
IV
90.4%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
18.38
IV
94.5%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
17.94
IV
98.5%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
17.47
IV
102.9%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
16.48
IV
116.9%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend78.74%
Daily close
FIGS53.3%67.8%82.3%2026-08-21: 55.31%2026-08-24: 57.60%2026-08-25: 55.68%2026-08-26: 62.04%2026-08-27: 64.57%2026-08-28: 59.91%2026-09-02: 56.89%2026-09-18: 62.24%2026-09-21: 69.99%2026-09-22: 62.82%2026-09-24: 67.75%2026-10-01: 65.53%2026-10-08: 67.74%2026-10-12: 80.26%2026-10-16: 72.36%2026-10-19: 75.01%2026-10-20: 75.43%2026-10-21: 71.88%2026-10-22: 75.95%2026-10-23: 74.83%2026-10-26: 77.38%2026-10-27: 76.16%2026-10-28: 75.26%2026-10-29: 77.13%2026-10-30: 78.74%Aug 21Oct 8Oct 30
25 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
55.31%
57.60%
55.68%
62.04%
64.57%
59.91%
56.89%
62.24%
69.99%
62.82%
67.75%
65.53%
67.74%
80.26%
72.36%
75.01%
75.43%
71.88%
75.95%
74.83%
77.38%
76.16%
75.26%
77.13%
78.74%