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Firefly Aerospace Inc. Common Stock FLY

i

Market dataready · fetched 2026-11-04T09:22:18.886Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-04T09:06:14.576875866Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T09:22:18.306038+00:00

Share price$17.01
1D
Price history unavailable.

Firefly Aerospace Inc. Common Stock options

Live interpolated FLY call and put midpoint premiums by absolute delta.Firefly Aerospace Inc. Common Stock$0.15$0.60$1.05$1.50$1.95$15.03$15.95$16.88$17.80$18.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FLY spot · $17.01FLY PRICE$0.20$0.23$0.27$0.38$0.50$0.62$0.81$1.06$1.15$1.16$1.17$1.82$0.21$0.28$0.35$0.41$0.50$0.60$0.71$0.84$0.95$0.98$1.01
Puts——
Calls——
Skew——
Implied moveBearish±$1.33
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.69137.0%9.0%
25Δ18.0499.8%7.2%15.94141.1%7.9%
30Δ17.7891.4%5.9%16.20137.8%6.8%
35Δ17.5385.1%4.6%16.46132.3%5.7%
40Δ17.3797.2%4.3%16.68131.2%4.9%
45Δ17.22111.8%4.2%16.89131.0%4.3%
50Δ17.07126.4%4.0%17.10131.3%3.7%
55Δ16.86145.3%3.9%17.31132.4%3.1%
60Δ16.60167.7%3.8%17.51131.8%2.6%
65Δ16.41163.2%3.3%17.62120.0%2.2%
70Δ16.27143.4%2.5%17.73108.3%1.7%
75Δ16.12123.7%1.7%
80Δ15.44165.3%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.69
IV
137.0%
B/E move
9.0%

25Δ

Calls
Pseudo strike
18.04
IV
99.8%
B/E move
7.2%
Puts
Pseudo strike
15.94
IV
141.1%
B/E move
7.9%

30Δ

Calls
Pseudo strike
17.78
IV
91.4%
B/E move
5.9%
Puts
Pseudo strike
16.20
IV
137.8%
B/E move
6.8%

35Δ

Calls
Pseudo strike
17.53
IV
85.1%
B/E move
4.6%
Puts
Pseudo strike
16.46
IV
132.3%
B/E move
5.7%

40Δ

Calls
Pseudo strike
17.37
IV
97.2%
B/E move
4.3%
Puts
Pseudo strike
16.68
IV
131.2%
B/E move
4.9%

45Δ

Calls
Pseudo strike
17.22
IV
111.8%
B/E move
4.2%
Puts
Pseudo strike
16.89
IV
131.0%
B/E move
4.3%

50Δ

Calls
Pseudo strike
17.07
IV
126.4%
B/E move
4.0%
Puts
Pseudo strike
17.10
IV
131.3%
B/E move
3.7%

55Δ

Calls
Pseudo strike
16.86
IV
145.3%
B/E move
3.9%
Puts
Pseudo strike
17.31
IV
132.4%
B/E move
3.1%

60Δ

Calls
Pseudo strike
16.60
IV
167.7%
B/E move
3.8%
Puts
Pseudo strike
17.51
IV
131.8%
B/E move
2.6%

65Δ

Calls
Pseudo strike
16.41
IV
163.2%
B/E move
3.3%
Puts
Pseudo strike
17.62
IV
120.0%
B/E move
2.2%

70Δ

Calls
Pseudo strike
16.27
IV
143.4%
B/E move
2.5%
Puts
Pseudo strike
17.73
IV
108.3%
B/E move
1.7%

75Δ

Calls
Pseudo strike
16.12
IV
123.7%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
15.44
IV
165.3%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend103.36%
Daily close
FLY64.5%112.3%160.2%2026-08-06: 140.54%2026-08-07: 133.30%2026-08-10: 153.57%2026-08-11: 146.82%2026-08-12: 104.99%2026-08-13: 96.32%2026-08-14: 88.19%2026-08-17: 90.47%2026-08-18: 94.76%2026-08-19: 89.84%2026-08-20: 91.39%2026-08-21: 87.09%2026-08-24: 97.19%2026-08-25: 94.51%2026-08-26: 88.82%2026-08-27: 88.09%2026-08-28: 82.13%2026-08-31: 73.94%2026-09-01: 79.72%2026-09-02: 75.26%2026-09-03: 75.57%2026-09-04: 71.07%2026-09-08: 79.91%2026-09-09: 81.58%2026-09-10: 87.27%2026-09-11: 80.06%2026-09-14: 82.20%2026-09-15: 83.91%2026-09-16: 86.86%2026-09-17: 90.50%2026-09-18: 78.63%2026-09-21: 84.48%2026-09-22: 84.49%2026-09-23: 82.52%2026-09-24: 88.76%2026-09-25: 80.59%2026-09-28: 90.31%2026-09-29: 87.48%2026-09-30: 89.79%2026-10-01: 89.23%2026-10-02: 83.30%2026-10-05: 86.56%2026-10-06: 87.14%2026-10-07: 82.15%2026-10-08: 88.90%2026-10-09: 82.95%2026-10-12: 87.71%2026-10-13: 84.36%2026-10-14: 85.06%2026-10-15: 93.44%2026-10-16: 86.79%2026-10-19: 87.14%2026-10-20: 93.15%2026-10-21: 89.50%2026-10-22: 97.11%2026-10-23: 93.35%2026-10-26: 97.97%2026-10-27: 102.31%2026-10-28: 111.47%2026-10-29: 101.04%2026-10-30: 103.36%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
140.54%
133.30%
153.57%
146.82%
104.99%
96.32%
88.19%
90.47%
94.76%
89.84%
91.39%
87.09%
97.19%
94.51%
88.82%
88.09%
82.13%
73.94%
79.72%
75.26%
75.57%
71.07%
79.91%
81.58%
87.27%
80.06%
82.20%
83.91%
86.86%
90.50%
78.63%
84.48%
84.49%
82.52%
88.76%
80.59%
90.31%
87.48%
89.79%
89.23%
83.30%
86.56%
87.14%
82.15%
88.90%
82.95%
87.71%
84.36%
85.06%
93.44%
86.79%
87.14%
93.15%
89.50%
97.11%
93.35%
97.97%
102.31%
111.47%
101.04%
103.36%