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Draganfly Inc. Common Shares DPRO

i

Market datapartial · fetched 2026-11-10T22:17:58.500Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:17:37.135057776Z

FundamentalsAlpha Vantage · unavailable

Share price$2.82
1D-16.3%
AH$2.74$2.90$3.06$3.22$3.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDPRO
Sold putSold callAH

Draganfly Inc. Common Shares options

Live interpolated DPRO call and put midpoint premiums by absolute delta.Draganfly Inc. Common Shares$0.16$0.57$0.98$1.40$1.81$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEDPRO PRICE$0.20$0.26$0.32$0.37$0.45$0.56$0.67$1.68$1.61$1.63$1.65$1.67$1.69
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
25Δ4.90643.3%81.1%
30Δ
35Δ
40Δ3.23388.1%23.8%
45Δ3.14418.3%22.5%
50Δ3.05448.4%21.2%
55Δ2.92486.1%19.8%
60Δ2.77531.5%18.1%4.04716.3%13.8%
65Δ2.62576.9%16.5%4.12657.1%11.6%
70Δ4.20598.0%9.5%
75Δ4.28538.9%7.4%
80Δ1.99800.0%30.1%4.36479.7%5.2%

20Δ

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

25Δ

Calls
Pseudo strike
4.90
IV
643.3%
B/E move
81.1%
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
3.23
IV
388.1%
B/E move
23.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
3.14
IV
418.3%
B/E move
22.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
3.05
IV
448.4%
B/E move
21.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.92
IV
486.1%
B/E move
19.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.77
IV
531.5%
B/E move
18.1%
Puts
Pseudo strike
4.04
IV
716.3%
B/E move
13.8%

65Δ

Calls
Pseudo strike
2.62
IV
576.9%
B/E move
16.5%
Puts
Pseudo strike
4.12
IV
657.1%
B/E move
11.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.20
IV
598.0%
B/E move
9.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.28
IV
538.9%
B/E move
7.4%

80Δ

Calls
Pseudo strike
1.99
IV
800.0%
B/E move
30.1%
Puts
Pseudo strike
4.36
IV
479.7%
B/E move
5.2%

Options history

IV · four-Friday blend272.99%
Daily close
DPRO55.2%274.1%493.1%2026-08-14: 96.85%2026-08-21: 93.27%2026-08-24: 91.28%2026-08-25: 89.16%2026-08-26: 88.21%2026-08-27: 86.54%2026-08-28: 85.37%2026-08-31: 109.54%2026-09-01: 111.64%2026-09-02: 107.71%2026-09-03: 114.08%2026-09-04: 105.24%2026-09-08: 110.97%2026-09-09: 110.40%2026-09-10: 104.47%2026-09-11: 107.26%2026-09-18: 100.44%2026-09-21: 98.56%2026-09-22: 100.91%2026-09-23: 95.78%2026-09-24: 258.29%2026-09-25: 167.10%2026-09-28: 104.37%2026-09-29: 115.66%2026-09-30: 105.84%2026-10-01: 109.20%2026-10-02: 96.49%2026-10-05: 99.67%2026-10-06: 100.67%2026-10-09: 89.01%2026-10-12: 93.84%2026-10-13: 103.10%2026-10-14: 97.79%2026-10-16: 87.60%2026-10-19: 223.39%2026-10-20: 360.67%2026-10-21: 462.88%2026-10-22: 316.16%2026-10-23: 333.07%2026-10-26: 326.64%2026-10-27: 387.94%2026-10-28: 450.82%2026-10-30: 272.99%Aug 14Sep 25Oct 30
43 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
96.85%
93.27%
91.28%
89.16%
88.21%
86.54%
85.37%
109.54%
111.64%
107.71%
114.08%
105.24%
110.97%
110.40%
104.47%
107.26%
100.44%
98.56%
100.91%
95.78%
258.29%
167.10%
104.37%
115.66%
105.84%
109.20%
96.49%
99.67%
100.67%
89.01%
93.84%
103.10%
97.79%
87.60%
223.39%
360.67%
462.88%
316.16%
333.07%
326.64%
387.94%
450.82%
272.99%