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FormFactor, Inc. FormFactor, Inc. Common Stock FORM

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
i

Market dataready · fetched 2026-11-04T06:15:33.179Z

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 · 2026-11-04T00:53:01.67917555Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T06:15:31.117689+00:00

Share price$97.00
1D+9.7%
AH$90$92$95$98$1005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFORM
Sold putSold callAH

FormFactor, Inc. FormFactor, Inc. Common Stock options

Live interpolated FORM call and put midpoint premiums by absolute delta.FormFactor, Inc. FormFactor, Inc. Common Stock$1.25$6.19$11.13$16.07$21.01$65.16$80.67$96.17$111.67$127.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FORM spot · $97.00FORM PRICE$1.79$2.48$3.18$3.88$4.69$5.60$6.59$7.66$8.83$10.21$11.72$13.69$15.95$2.34$3.18$4.10$5.04$6.00$7.13$8.34$9.75$11.32$13.23$15.49$17.56$19.59
PutsCheap0.73×
CallsCheap0.78×
SkewBearish+0.56 pp
Implied moveBearish±$14.93
TiltBearish12.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.7685.3%20.1%83.9393.3%15.9%
25Δ112.0388.2%18.1%86.7593.4%13.8%
30Δ109.2690.2%15.9%89.3094.5%12.2%
35Δ106.3489.2%13.6%91.7893.7%10.6%
40Δ103.7089.2%11.7%94.2492.1%9.0%
45Δ101.3190.1%10.2%96.6091.2%7.8%
50Δ98.9490.6%8.8%98.9390.5%6.6%
55Δ96.6190.8%7.5%101.3290.1%5.6%
60Δ94.2791.0%6.3%103.7889.9%4.7%
65Δ91.8891.6%5.2%106.4990.4%3.9%
70Δ89.4192.3%4.3%109.4691.5%3.1%
75Δ86.6494.1%3.4%112.2589.2%2.4%
80Δ83.6196.0%2.6%114.9886.3%1.7%

20Δ

Calls
Pseudo strike
114.76
IV
85.3%
B/E move
20.1%
Puts
Pseudo strike
83.93
IV
93.3%
B/E move
15.9%

25Δ

Calls
Pseudo strike
112.03
IV
88.2%
B/E move
18.1%
Puts
Pseudo strike
86.75
IV
93.4%
B/E move
13.8%

30Δ

Calls
Pseudo strike
109.26
IV
90.2%
B/E move
15.9%
Puts
Pseudo strike
89.30
IV
94.5%
B/E move
12.2%

35Δ

Calls
Pseudo strike
106.34
IV
89.2%
B/E move
13.6%
Puts
Pseudo strike
91.78
IV
93.7%
B/E move
10.6%

40Δ

Calls
Pseudo strike
103.70
IV
89.2%
B/E move
11.7%
Puts
Pseudo strike
94.24
IV
92.1%
B/E move
9.0%

45Δ

Calls
Pseudo strike
101.31
IV
90.1%
B/E move
10.2%
Puts
Pseudo strike
96.60
IV
91.2%
B/E move
7.8%

50Δ

Calls
Pseudo strike
98.94
IV
90.6%
B/E move
8.8%
Puts
Pseudo strike
98.93
IV
90.5%
B/E move
6.6%

55Δ

Calls
Pseudo strike
96.61
IV
90.8%
B/E move
7.5%
Puts
Pseudo strike
101.32
IV
90.1%
B/E move
5.6%

60Δ

Calls
Pseudo strike
94.27
IV
91.0%
B/E move
6.3%
Puts
Pseudo strike
103.78
IV
89.9%
B/E move
4.7%

65Δ

Calls
Pseudo strike
91.88
IV
91.6%
B/E move
5.2%
Puts
Pseudo strike
106.49
IV
90.4%
B/E move
3.9%

70Δ

Calls
Pseudo strike
89.41
IV
92.3%
B/E move
4.3%
Puts
Pseudo strike
109.46
IV
91.5%
B/E move
3.1%

75Δ

Calls
Pseudo strike
86.64
IV
94.1%
B/E move
3.4%
Puts
Pseudo strike
112.25
IV
89.2%
B/E move
2.4%

80Δ

Calls
Pseudo strike
83.61
IV
96.0%
B/E move
2.6%
Puts
Pseudo strike
114.98
IV
86.3%
B/E move
1.7%

Options history

IV · four-Friday blend76.20%
Daily close
FORM70.9%85.4%99.9%2026-08-06: 97.93%2026-08-07: 93.44%2026-08-10: 91.50%2026-08-11: 87.50%2026-08-12: 84.84%2026-08-13: 84.33%2026-08-14: 80.51%2026-08-17: 85.20%2026-08-18: 86.45%2026-08-19: 83.71%2026-08-20: 86.59%2026-08-21: 82.51%2026-08-24: 82.45%2026-08-25: 82.52%2026-08-26: 79.93%2026-08-27: 79.09%2026-08-28: 75.95%2026-08-31: 77.18%2026-09-01: 75.83%2026-09-02: 75.05%2026-09-03: 73.72%2026-09-04: 72.87%2026-09-08: 78.51%2026-09-09: 76.42%2026-09-10: 77.27%2026-09-11: 74.20%2026-09-14: 80.70%2026-09-15: 80.79%2026-09-16: 79.74%2026-09-17: 78.83%2026-09-18: 76.80%2026-09-21: 77.00%2026-09-22: 76.32%2026-09-23: 75.60%2026-09-24: 76.35%2026-09-25: 75.89%2026-09-28: 77.17%2026-09-29: 77.83%2026-09-30: 77.97%2026-10-01: 75.54%2026-10-02: 75.57%2026-10-05: 76.63%2026-10-06: 75.08%2026-10-07: 75.78%2026-10-08: 75.66%2026-10-09: 74.57%2026-10-12: 76.97%2026-10-13: 78.34%2026-10-14: 80.75%2026-10-15: 80.81%2026-10-16: 75.36%2026-10-19: 75.36%2026-10-20: 76.32%2026-10-21: 75.80%2026-10-22: 80.28%2026-10-23: 79.57%2026-10-26: 80.18%2026-10-27: 79.34%2026-10-28: 79.64%2026-10-29: 73.04%2026-10-30: 76.20%Aug 6Sep 18Oct 30
61 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
97.93%
93.44%
91.50%
87.50%
84.84%
84.33%
80.51%
85.20%
86.45%
83.71%
86.59%
82.51%
82.45%
82.52%
79.93%
79.09%
75.95%
77.18%
75.83%
75.05%
73.72%
72.87%
78.51%
76.42%
77.27%
74.20%
80.70%
80.79%
79.74%
78.83%
76.80%
77.00%
76.32%
75.60%
76.35%
75.89%
77.17%
77.83%
77.97%
75.54%
75.57%
76.63%
75.08%
75.78%
75.66%
74.57%
76.97%
78.34%
80.75%
80.81%
75.36%
75.36%
76.32%
75.80%
80.28%
79.57%
80.18%
79.34%
79.64%
73.04%
76.20%