Share price$3.74
1D+3.2%
Sold putSold call
Draganfly Inc DPRO
INDUSTRIALS · AEROSPACE & DEFENSEi
Market dataready · fetched 2026-10-21T16:58:20.815Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T16:57:40.766050854Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:58:20.533554+00:00
Draganfly Inc options
PutsExpensive6.77×
CallsExpensive3.78×
SkewBearish+173.76 pp
Implied moveBearish±$1.59
TiltBearish56.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 7.52 | 800.0% | 111.6% | |||
| 25Δ | 6.60 | 700.1% | 86.1% | 3.01 | 667.8% | 29.4% |
| 30Δ | 5.69 | 597.5% | 60.6% | 3.24 | 563.7% | 23.4% |
| 35Δ | 4.77 | 494.9% | 35.2% | 3.46 | 459.5% | 17.4% |
| 40Δ | 4.41 | 435.4% | 25.4% | 3.77 | 529.8% | 16.3% |
| 45Δ | 4.28 | 393.4% | 22.0% | 4.10 | 636.4% | 16.3% |
| 50Δ | 4.14 | 351.4% | 18.6% | 4.43 | 743.0% | 16.3% |
| 55Δ | 4.01 | 309.4% | 15.2% | 4.34 | 593.6% | 12.4% |
| 60Δ | 3.88 | 267.4% | 11.7% | 4.14 | 374.8% | 7.3% |
| 65Δ | 3.75 | 225.4% | 8.3% | 4.25 | 274.1% | 4.0% |
| 70Δ | 3.62 | 183.4% | 4.9% | 5.18 | 489.9% | 5.2% |
| 75Δ | 3.48 | 151.9% | 1.7% | 6.28 | 713.5% | 8.9% |
| 80Δ | 3.17 | 247.6% | 1.7% | 7.56 | 800.0% | 13.4% |
20Δ
- Pseudo strike
- 7.52
- IV
- 800.0%
- B/E move
- 111.6%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 6.60
- IV
- 700.1%
- B/E move
- 86.1%
- Pseudo strike
- 3.01
- IV
- 667.8%
- B/E move
- 29.4%
30Δ
- Pseudo strike
- 5.69
- IV
- 597.5%
- B/E move
- 60.6%
- Pseudo strike
- 3.24
- IV
- 563.7%
- B/E move
- 23.4%
35Δ
- Pseudo strike
- 4.77
- IV
- 494.9%
- B/E move
- 35.2%
- Pseudo strike
- 3.46
- IV
- 459.5%
- B/E move
- 17.4%
40Δ
- Pseudo strike
- 4.41
- IV
- 435.4%
- B/E move
- 25.4%
- Pseudo strike
- 3.77
- IV
- 529.8%
- B/E move
- 16.3%
45Δ
- Pseudo strike
- 4.28
- IV
- 393.4%
- B/E move
- 22.0%
- Pseudo strike
- 4.10
- IV
- 636.4%
- B/E move
- 16.3%
50Δ
- Pseudo strike
- 4.14
- IV
- 351.4%
- B/E move
- 18.6%
- Pseudo strike
- 4.43
- IV
- 743.0%
- B/E move
- 16.3%
55Δ
- Pseudo strike
- 4.01
- IV
- 309.4%
- B/E move
- 15.2%
- Pseudo strike
- 4.34
- IV
- 593.6%
- B/E move
- 12.4%
60Δ
- Pseudo strike
- 3.88
- IV
- 267.4%
- B/E move
- 11.7%
- Pseudo strike
- 4.14
- IV
- 374.8%
- B/E move
- 7.3%
65Δ
- Pseudo strike
- 3.75
- IV
- 225.4%
- B/E move
- 8.3%
- Pseudo strike
- 4.25
- IV
- 274.1%
- B/E move
- 4.0%
70Δ
- Pseudo strike
- 3.62
- IV
- 183.4%
- B/E move
- 4.9%
- Pseudo strike
- 5.18
- IV
- 489.9%
- B/E move
- 5.2%
75Δ
- Pseudo strike
- 3.48
- IV
- 151.9%
- B/E move
- 1.7%
- Pseudo strike
- 6.28
- IV
- 713.5%
- B/E move
- 8.9%
80Δ
- Pseudo strike
- 3.17
- IV
- 247.6%
- B/E move
- 1.7%
- Pseudo strike
- 7.56
- IV
- 800.0%
- B/E move
- 13.4%
Options history
Table
| Date | IV |
|---|---|
| 315.90% | |
| 367.25% |