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Draganfly Inc DPRO

INDUSTRIALS · AEROSPACE & DEFENSE
i

Market dataready · fetched 2026-10-21T17:51:36.870Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T17:50:44.680960569Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:48:48.869537+00:00

Share price$3.72
1D+2.8%
$3.61$3.65$3.69$3.73$3.785:30 AM6:30 AM9:00 AM1:00 PMDPRO
Sold putSold call

Draganfly Inc options

Live interpolated DPRO call and put midpoint premiums by absolute delta.Draganfly Inc$0.17$1.18$2.19$3.20$4.21$1.62$2.55$3.49$4.42$5.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DPRO spot · $3.72DPRO PRICE$0.50$0.50$0.42$0.31$0.28$0.28$0.28$0.29$0.29$0.30$0.30$0.47$0.61$0.75$0.90$1.04$1.19$1.33$1.13$0.78$0.43$1.50$2.71$3.92
PutsExpensive7.32×
CallsExpensive4.29×
SkewBearish+166.80 pp
Implied moveBearish±$1.61
TiltBearish63.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.59800.0%117.6%2.68796.9%40.4%
25Δ6.79800.0%95.8%2.97792.0%36.6%
30Δ5.82689.8%67.9%3.26787.0%32.7%
35Δ4.78519.3%36.6%3.55782.1%28.8%
40Δ4.40441.7%25.7%3.83777.1%25.0%
45Δ4.26397.3%22.0%4.12772.2%21.1%
50Δ4.12352.9%18.3%4.41767.2%17.2%
55Δ3.98308.5%14.7%4.38627.4%12.8%
60Δ3.84264.1%11.0%4.20426.4%8.3%
65Δ3.70219.6%7.3%4.02225.3%3.7%
70Δ3.56175.2%3.7%5.07311.8%3.9%
75Δ6.25428.9%4.7%
80Δ7.43545.9%5.5%

20Δ

Calls
Pseudo strike
7.59
IV
800.0%
B/E move
117.6%
Puts
Pseudo strike
2.68
IV
796.9%
B/E move
40.4%

25Δ

Calls
Pseudo strike
6.79
IV
800.0%
B/E move
95.8%
Puts
Pseudo strike
2.97
IV
792.0%
B/E move
36.6%

30Δ

Calls
Pseudo strike
5.82
IV
689.8%
B/E move
67.9%
Puts
Pseudo strike
3.26
IV
787.0%
B/E move
32.7%

35Δ

Calls
Pseudo strike
4.78
IV
519.3%
B/E move
36.6%
Puts
Pseudo strike
3.55
IV
782.1%
B/E move
28.8%

40Δ

Calls
Pseudo strike
4.40
IV
441.7%
B/E move
25.7%
Puts
Pseudo strike
3.83
IV
777.1%
B/E move
25.0%

45Δ

Calls
Pseudo strike
4.26
IV
397.3%
B/E move
22.0%
Puts
Pseudo strike
4.12
IV
772.2%
B/E move
21.1%

50Δ

Calls
Pseudo strike
4.12
IV
352.9%
B/E move
18.3%
Puts
Pseudo strike
4.41
IV
767.2%
B/E move
17.2%

55Δ

Calls
Pseudo strike
3.98
IV
308.5%
B/E move
14.7%
Puts
Pseudo strike
4.38
IV
627.4%
B/E move
12.8%

60Δ

Calls
Pseudo strike
3.84
IV
264.1%
B/E move
11.0%
Puts
Pseudo strike
4.20
IV
426.4%
B/E move
8.3%

65Δ

Calls
Pseudo strike
3.70
IV
219.6%
B/E move
7.3%
Puts
Pseudo strike
4.02
IV
225.3%
B/E move
3.7%

70Δ

Calls
Pseudo strike
3.56
IV
175.2%
B/E move
3.7%
Puts
Pseudo strike
5.07
IV
311.8%
B/E move
3.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.25
IV
428.9%
B/E move
4.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.43
IV
545.9%
B/E move
5.5%

Options history

DPRO311.80341.57371.352026-10-19: 315.90%2026-10-20: 367.25%Oct 19Oct 20
Table
DateIV
315.90%
367.25%