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Fox Factory Holding Corp. Common Stock FOXF

i

Market datapartial · fetched 2026-11-03T21:06:14.183Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-03T21:00:02.03750351Z

FundamentalsAlpha Vantage · unavailable

Share price$16.17
1D-2.1%
AH$15.99$16.13$16.28$16.42$16.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFOXF
Sold putSold callAH

Fox Factory Holding Corp. Common Stock options

Live interpolated FOXF call and put midpoint premiums by absolute delta.Fox Factory Holding Corp. Common Stock$0.00$0.27$0.54$0.81$1.08$-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/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFOXF PRICE
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
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend79.92%
Daily close
FOXF46.5%90.2%133.8%2026-08-05: 82.09%2026-08-06: 85.76%2026-08-07: 67.33%2026-08-10: 73.22%2026-08-11: 66.03%2026-08-13: 67.89%2026-08-14: 77.43%2026-08-17: 85.22%2026-08-18: 91.65%2026-08-19: 96.92%2026-08-21: 56.83%2026-08-24: 58.27%2026-08-25: 57.46%2026-08-26: 60.43%2026-08-27: 56.12%2026-08-28: 59.45%2026-08-31: 59.08%2026-09-01: 52.52%2026-09-02: 59.22%2026-09-03: 58.83%2026-09-04: 61.42%2026-09-09: 71.59%2026-09-10: 61.11%2026-09-11: 60.68%2026-09-14: 79.09%2026-09-16: 77.67%2026-09-17: 124.57%2026-09-21: 72.14%2026-09-22: 61.96%2026-09-23: 63.19%2026-09-24: 65.26%2026-09-25: 62.93%2026-09-28: 64.53%2026-09-29: 70.19%2026-09-30: 70.33%2026-10-01: 69.29%2026-10-02: 67.35%2026-10-05: 68.01%2026-10-06: 72.23%2026-10-07: 75.53%2026-10-08: 75.74%2026-10-09: 78.44%2026-10-12: 108.74%2026-10-14: 78.93%2026-10-15: 127.79%2026-10-16: 76.67%2026-10-19: 78.68%2026-10-20: 77.42%2026-10-22: 83.31%2026-10-23: 85.39%2026-10-26: 88.31%2026-10-27: 92.16%2026-10-28: 87.58%2026-10-29: 80.74%2026-10-30: 79.92%Aug 5Sep 21Oct 30
55 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
82.09%
85.76%
67.33%
73.22%
66.03%
67.89%
77.43%
85.22%
91.65%
96.92%
56.83%
58.27%
57.46%
60.43%
56.12%
59.45%
59.08%
52.52%
59.22%
58.83%
61.42%
71.59%
61.11%
60.68%
79.09%
77.67%
124.57%
72.14%
61.96%
63.19%
65.26%
62.93%
64.53%
70.19%
70.33%
69.29%
67.35%
68.01%
72.23%
75.53%
75.74%
78.44%
108.74%
78.93%
127.79%
76.67%
78.68%
77.42%
83.31%
85.39%
88.31%
92.16%
87.58%
80.74%
79.92%