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Freedom Holding Corp. Common Stock FRHC

FINANCIAL SERVICES · FINANCIAL CONGLOMERATES
i

Market dataready · fetched 2026-11-04T04:26:55.501Z

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 · 2026-11-03T21:34:22.119020903Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T04:26:55.344129+00:00

Share price$187.00
1D+0.3%
AH$186$187$188$189$1905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFRHC
Sold putSold callAH

Freedom Holding Corp. Common Stock options

Live interpolated FRHC call and put midpoint premiums by absolute delta.Freedom Holding Corp. Common Stock$0.90$8.80$16.69$24.58$32.48$160.96$172.50$184.04$195.58$207.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FRHC spot · $187.00FRHC PRICE$1.76$2.21$2.79$3.46$4.22$4.99$6.08$7.17$8.30$9.47$10.70$12.54$14.40$2.61$3.38$4.24$5.16$6.22$7.38$8.73$10.25$12.00$14.58$18.22$23.05$30.20
PutsExpensive1.51×
CallsExpensive1.07×
SkewBearish+14.79 pp
Implied moveBearish±$14.81
TiltBearish24.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ203.2441.4%9.6%170.7754.6%10.1%
25Δ198.7638.0%7.5%174.5452.9%8.5%
30Δ196.2437.6%6.4%177.6951.8%7.2%
35Δ193.9737.6%5.6%180.6450.8%6.2%
40Δ191.9537.9%4.9%183.2950.4%5.3%
45Δ189.9338.2%4.2%185.9050.1%4.5%
50Δ187.9539.1%3.8%188.4650.2%3.9%
55Δ185.9740.0%3.3%191.0950.5%3.3%
60Δ183.9540.2%2.8%193.8350.9%2.8%
65Δ181.8939.8%2.3%197.2153.0%2.3%
70Δ179.8039.4%1.9%201.5056.8%2.0%
75Δ177.3139.8%1.5%206.9961.2%1.6%
80Δ174.8140.1%1.2%214.7468.2%1.3%

20Δ

Calls
Pseudo strike
203.24
IV
41.4%
B/E move
9.6%
Puts
Pseudo strike
170.77
IV
54.6%
B/E move
10.1%

25Δ

Calls
Pseudo strike
198.76
IV
38.0%
B/E move
7.5%
Puts
Pseudo strike
174.54
IV
52.9%
B/E move
8.5%

30Δ

Calls
Pseudo strike
196.24
IV
37.6%
B/E move
6.4%
Puts
Pseudo strike
177.69
IV
51.8%
B/E move
7.2%

35Δ

Calls
Pseudo strike
193.97
IV
37.6%
B/E move
5.6%
Puts
Pseudo strike
180.64
IV
50.8%
B/E move
6.2%

40Δ

Calls
Pseudo strike
191.95
IV
37.9%
B/E move
4.9%
Puts
Pseudo strike
183.29
IV
50.4%
B/E move
5.3%

45Δ

Calls
Pseudo strike
189.93
IV
38.2%
B/E move
4.2%
Puts
Pseudo strike
185.90
IV
50.1%
B/E move
4.5%

50Δ

Calls
Pseudo strike
187.95
IV
39.1%
B/E move
3.8%
Puts
Pseudo strike
188.46
IV
50.2%
B/E move
3.9%

55Δ

Calls
Pseudo strike
185.97
IV
40.0%
B/E move
3.3%
Puts
Pseudo strike
191.09
IV
50.5%
B/E move
3.3%

60Δ

Calls
Pseudo strike
183.95
IV
40.2%
B/E move
2.8%
Puts
Pseudo strike
193.83
IV
50.9%
B/E move
2.8%

65Δ

Calls
Pseudo strike
181.89
IV
39.8%
B/E move
2.3%
Puts
Pseudo strike
197.21
IV
53.0%
B/E move
2.3%

70Δ

Calls
Pseudo strike
179.80
IV
39.4%
B/E move
1.9%
Puts
Pseudo strike
201.50
IV
56.8%
B/E move
2.0%

75Δ

Calls
Pseudo strike
177.31
IV
39.8%
B/E move
1.5%
Puts
Pseudo strike
206.99
IV
61.2%
B/E move
1.6%

80Δ

Calls
Pseudo strike
174.81
IV
40.1%
B/E move
1.2%
Puts
Pseudo strike
214.74
IV
68.2%
B/E move
1.3%

Options history

IV · four-Friday blend40.66%
Daily close
FRHC34.3%45.1%55.9%2026-08-05: 54.37%2026-08-06: 53.39%2026-08-07: 51.10%2026-08-10: 51.95%2026-08-11: 47.81%2026-08-12: 46.53%2026-08-13: 49.29%2026-08-14: 44.65%2026-08-17: 45.51%2026-08-18: 44.43%2026-08-19: 43.51%2026-08-20: 51.62%2026-08-21: 43.20%2026-08-24: 45.21%2026-08-25: 42.00%2026-08-26: 40.54%2026-08-27: 39.71%2026-08-28: 38.36%2026-08-31: 40.09%2026-09-01: 39.85%2026-09-02: 39.55%2026-09-03: 40.87%2026-09-04: 40.02%2026-09-08: 41.27%2026-09-09: 41.82%2026-09-10: 41.13%2026-09-11: 38.98%2026-09-14: 39.50%2026-09-15: 43.31%2026-09-16: 42.78%2026-09-17: 42.52%2026-09-18: 37.77%2026-09-21: 35.83%2026-09-22: 37.69%2026-09-23: 37.33%2026-09-24: 36.92%2026-09-25: 36.06%2026-09-28: 38.07%2026-09-29: 38.02%2026-09-30: 37.91%2026-10-01: 36.66%2026-10-02: 42.87%2026-10-05: 43.52%2026-10-06: 44.43%2026-10-07: 45.71%2026-10-08: 48.04%2026-10-09: 44.16%2026-10-12: 48.70%2026-10-13: 48.20%2026-10-14: 49.58%2026-10-15: 47.64%2026-10-16: 43.24%2026-10-19: 43.82%2026-10-20: 44.50%2026-10-21: 44.48%2026-10-22: 45.27%2026-10-23: 45.25%2026-10-26: 44.44%2026-10-27: 44.53%2026-10-28: 42.35%2026-10-29: 40.18%2026-10-30: 40.66%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
54.37%
53.39%
51.10%
51.95%
47.81%
46.53%
49.29%
44.65%
45.51%
44.43%
43.51%
51.62%
43.20%
45.21%
42.00%
40.54%
39.71%
38.36%
40.09%
39.85%
39.55%
40.87%
40.02%
41.27%
41.82%
41.13%
38.98%
39.50%
43.31%
42.78%
42.52%
37.77%
35.83%
37.69%
37.33%
36.92%
36.06%
38.07%
38.02%
37.91%
36.66%
42.87%
43.52%
44.43%
45.71%
48.04%
44.16%
48.70%
48.20%
49.58%
47.64%
43.24%
43.82%
44.50%
44.48%
45.27%
45.25%
44.44%
44.53%
42.35%
40.18%
40.66%