IntraAlpha
Create free account Start free

Freshworks Inc. Class A Common Stock FRSH

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-11-07T07:26:43.656Z

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 · 2026-11-06T23:14:15.105898546Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T07:26:43.112044+00:00

Share price$12.15
1D-3.5%
AH$11.91$12.08$12.25$12.43$12.605:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFRSH
Sold putSold callAH

Freshworks Inc. Class A Common Stock options

Live interpolated FRSH call and put midpoint premiums by absolute delta.Freshworks Inc. Class A Common Stock$0.09$1.06$2.03$3.00$3.97$7.17$9.48$11.79$14.10$16.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FRSH spot · $12.15FRSH PRICE$0.20$0.24$0.29$0.34$0.39$0.49$0.69$0.88$1.07$1.26$1.45$1.64$1.83$0.34$0.39$0.44$0.49$0.54$0.60$0.65$0.70$1.05$1.71$2.37$3.03$3.69
PutsExpensive1.65×
CallsCheap0.67×
SkewBearish+102.30 pp
Implied moveBullish±$1.33
TiltBearish19.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.4184.3%20.2%5.73386.9%55.6%
25Δ14.0079.5%17.2%6.63343.1%48.6%
30Δ13.5974.7%14.3%7.54299.3%41.6%
35Δ13.1870.0%11.3%8.44255.6%34.6%
40Δ12.7665.2%8.3%9.34211.8%27.6%
45Δ12.4163.0%6.2%10.24168.0%20.6%
50Δ12.1465.1%5.6%11.14124.3%13.6%
55Δ11.8867.3%5.0%12.0580.5%6.6%
60Δ11.6269.5%4.4%12.8562.7%2.9%
65Δ11.3671.6%3.8%13.5671.2%2.5%
70Δ11.0973.8%3.3%14.2679.7%2.1%
75Δ10.8376.0%2.7%14.9788.2%1.8%
80Δ10.5778.1%2.1%15.6796.6%1.4%

20Δ

Calls
Pseudo strike
14.41
IV
84.3%
B/E move
20.2%
Puts
Pseudo strike
5.73
IV
386.9%
B/E move
55.6%

25Δ

Calls
Pseudo strike
14.00
IV
79.5%
B/E move
17.2%
Puts
Pseudo strike
6.63
IV
343.1%
B/E move
48.6%

30Δ

Calls
Pseudo strike
13.59
IV
74.7%
B/E move
14.3%
Puts
Pseudo strike
7.54
IV
299.3%
B/E move
41.6%

35Δ

Calls
Pseudo strike
13.18
IV
70.0%
B/E move
11.3%
Puts
Pseudo strike
8.44
IV
255.6%
B/E move
34.6%

40Δ

Calls
Pseudo strike
12.76
IV
65.2%
B/E move
8.3%
Puts
Pseudo strike
9.34
IV
211.8%
B/E move
27.6%

45Δ

Calls
Pseudo strike
12.41
IV
63.0%
B/E move
6.2%
Puts
Pseudo strike
10.24
IV
168.0%
B/E move
20.6%

50Δ

Calls
Pseudo strike
12.14
IV
65.1%
B/E move
5.6%
Puts
Pseudo strike
11.14
IV
124.3%
B/E move
13.6%

55Δ

Calls
Pseudo strike
11.88
IV
67.3%
B/E move
5.0%
Puts
Pseudo strike
12.05
IV
80.5%
B/E move
6.6%

60Δ

Calls
Pseudo strike
11.62
IV
69.5%
B/E move
4.4%
Puts
Pseudo strike
12.85
IV
62.7%
B/E move
2.9%

65Δ

Calls
Pseudo strike
11.36
IV
71.6%
B/E move
3.8%
Puts
Pseudo strike
13.56
IV
71.2%
B/E move
2.5%

70Δ

Calls
Pseudo strike
11.09
IV
73.8%
B/E move
3.3%
Puts
Pseudo strike
14.26
IV
79.7%
B/E move
2.1%

75Δ

Calls
Pseudo strike
10.83
IV
76.0%
B/E move
2.7%
Puts
Pseudo strike
14.97
IV
88.2%
B/E move
1.8%

80Δ

Calls
Pseudo strike
10.57
IV
78.1%
B/E move
2.1%
Puts
Pseudo strike
15.67
IV
96.6%
B/E move
1.4%

Options history

IV · four-Friday blend60.87%
Daily EOD
FRSH55.9%60.7%65.6%2026-10-19: 58.76%2026-10-20: 57.14%2026-10-21: 56.59%2026-10-22: 60.74%2026-10-23: 58.57%2026-10-26: 60.38%2026-10-27: 60.12%2026-10-28: 64.89%2026-10-29: 60.30%2026-10-30: 60.87%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
58.76%
57.14%
56.59%
60.74%
58.57%
60.38%
60.12%
64.89%
60.30%
60.87%