IntraAlpha
Create free account Start free

Factorial Energy Inc. FAC

INDUSTRIALS · ELECTRICAL EQUIPMENT & PARTS
i

Market dataready · fetched 2026-10-22T07:59:34.617Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:00:00.339510644Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T07:55:09.107190+00:00

Share price$4.65
1D-3.1%
AH$4.50$4.58$4.66$4.74$4.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFAC
Sold putSold callAH

Factorial Energy Inc. options

Live interpolated FAC call and put midpoint premiums by absolute delta.Factorial Energy Inc.$0.06$2.32$4.57$6.83$9.09$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFAC PRICE$0.30$0.35$0.36$0.36$0.37$0.37$2.05$4.14$8.44
PutsExpensive3.02×
CallsExpensive2.14×
SkewBearish+112.57 pp
Implied move——
TiltBearish74.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.01270.9%164.7%
25Δ11.61270.3%157.4%
30Δ9.99227.8%122.6%
35Δ8.37185.4%87.8%
40Δ6.75143.0%53.0%
45Δ5.12100.6%18.2%
50Δ5.95214.2%16.1%
55Δ7.92316.3%18.7%
60Δ12.24406.2%18.3%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
12.01
IV
270.9%
B/E move
164.7%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
11.61
IV
270.3%
B/E move
157.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
9.99
IV
227.8%
B/E move
122.6%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
8.37
IV
185.4%
B/E move
87.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
6.75
IV
143.0%
B/E move
53.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
5.12
IV
100.6%
B/E move
18.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.95
IV
214.2%
B/E move
16.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.92
IV
316.3%
B/E move
18.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.24
IV
406.2%
B/E move
18.3%

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

No recorded observations