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Frequency Electronics, Inc. Common Stock FEIM

TECHNOLOGY · COMMUNICATION EQUIPMENT
i

Market dataready · fetched 2026-11-11T15:49:10.054Z

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 · 2026-11-11T15:48:51.176328957Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-11T15:39:42.608705+00:00

Share price$69.55
1D+0.7%
$67.43$68.00$68.57$69.13$69.705:30 AM6:30 AM9:00 AM1:00 PMFEIM
Sold putSold call

Frequency Electronics, Inc. Common Stock options

Live interpolated FEIM call and put midpoint premiums by absolute delta.Frequency Electronics, Inc. Common Stock$0.69$3.83$6.98$10.13$13.27$49.93$58.63$67.33$76.03$84.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FEIM spot · $69.55FEIM PRICE$1.03$1.38$1.74$2.03$2.27$2.51$2.75$3.35$3.96$4.57$5.17$5.78$1.33$1.80$2.27$2.81$3.36$3.91$4.55$5.41$6.27$7.14$8.55$10.27$12.36
PutsCheap0.92×
Calls——
Skew——
Implied moveBearish±$7.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ79.0687.6%15.2%61.9894.3%12.8%
25Δ77.4088.3%13.3%63.4497.1%11.4%
30Δ75.7388.9%11.4%64.9099.9%9.9%
35Δ74.2185.8%9.6%66.2898.5%8.7%
40Δ72.8179.6%8.0%67.6596.8%7.6%
45Δ71.4173.5%6.3%69.0295.2%6.4%
50Δ70.0067.3%4.6%70.3994.0%5.3%
55Δ69.0167.8%4.1%71.7693.8%4.6%
60Δ68.0168.3%3.5%73.1393.7%3.9%
65Δ67.0268.8%2.9%74.5093.5%3.1%
70Δ66.0369.3%2.4%76.3295.3%2.5%
75Δ65.0369.8%1.8%78.3998.3%2.0%
80Δ80.83102.2%1.6%

20Δ

Calls
Pseudo strike
79.06
IV
87.6%
B/E move
15.2%
Puts
Pseudo strike
61.98
IV
94.3%
B/E move
12.8%

25Δ

Calls
Pseudo strike
77.40
IV
88.3%
B/E move
13.3%
Puts
Pseudo strike
63.44
IV
97.1%
B/E move
11.4%

30Δ

Calls
Pseudo strike
75.73
IV
88.9%
B/E move
11.4%
Puts
Pseudo strike
64.90
IV
99.9%
B/E move
9.9%

35Δ

Calls
Pseudo strike
74.21
IV
85.8%
B/E move
9.6%
Puts
Pseudo strike
66.28
IV
98.5%
B/E move
8.7%

40Δ

Calls
Pseudo strike
72.81
IV
79.6%
B/E move
8.0%
Puts
Pseudo strike
67.65
IV
96.8%
B/E move
7.6%

45Δ

Calls
Pseudo strike
71.41
IV
73.5%
B/E move
6.3%
Puts
Pseudo strike
69.02
IV
95.2%
B/E move
6.4%

50Δ

Calls
Pseudo strike
70.00
IV
67.3%
B/E move
4.6%
Puts
Pseudo strike
70.39
IV
94.0%
B/E move
5.3%

55Δ

Calls
Pseudo strike
69.01
IV
67.8%
B/E move
4.1%
Puts
Pseudo strike
71.76
IV
93.8%
B/E move
4.6%

60Δ

Calls
Pseudo strike
68.01
IV
68.3%
B/E move
3.5%
Puts
Pseudo strike
73.13
IV
93.7%
B/E move
3.9%

65Δ

Calls
Pseudo strike
67.02
IV
68.8%
B/E move
2.9%
Puts
Pseudo strike
74.50
IV
93.5%
B/E move
3.1%

70Δ

Calls
Pseudo strike
66.03
IV
69.3%
B/E move
2.4%
Puts
Pseudo strike
76.32
IV
95.3%
B/E move
2.5%

75Δ

Calls
Pseudo strike
65.03
IV
69.8%
B/E move
1.8%
Puts
Pseudo strike
78.39
IV
98.3%
B/E move
2.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
80.83
IV
102.2%
B/E move
1.6%

Options history

IV · four-Friday blend84.86%
Daily close
FEIM75.0%92.8%110.6%2026-08-13: 88.82%2026-08-14: 88.06%2026-08-17: 90.79%2026-08-18: 96.57%2026-08-19: 101.09%2026-08-20: 108.18%2026-08-21: 93.95%2026-08-24: 94.72%2026-08-25: 94.27%2026-08-26: 91.99%2026-08-27: 94.10%2026-08-28: 92.18%2026-08-31: 93.64%2026-09-01: 91.85%2026-09-02: 94.28%2026-09-03: 91.89%2026-09-04: 94.12%2026-09-08: 99.99%2026-09-09: 99.81%2026-09-10: 98.81%2026-09-11: 84.38%2026-09-14: 88.48%2026-09-15: 82.25%2026-09-16: 82.43%2026-09-17: 82.61%2026-09-18: 80.99%2026-09-21: 79.41%2026-09-22: 78.20%2026-09-23: 79.87%2026-09-24: 79.50%2026-09-25: 78.92%2026-09-28: 80.01%2026-09-29: 80.14%2026-09-30: 79.83%2026-10-01: 79.28%2026-10-02: 78.06%2026-10-05: 77.49%2026-10-06: 77.85%2026-10-07: 78.82%2026-10-08: 79.32%2026-10-09: 77.98%2026-10-12: 81.80%2026-10-13: 81.53%2026-10-14: 81.59%2026-10-15: 84.97%2026-10-16: 81.21%2026-10-19: 81.42%2026-10-20: 81.29%2026-10-21: 79.74%2026-10-22: 82.91%2026-10-23: 80.98%2026-10-26: 82.12%2026-10-27: 82.22%2026-10-28: 81.51%2026-10-29: 82.37%2026-10-30: 84.86%Aug 13Sep 22Oct 30
56 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
88.82%
88.06%
90.79%
96.57%
101.09%
108.18%
93.95%
94.72%
94.27%
91.99%
94.10%
92.18%
93.64%
91.85%
94.28%
91.89%
94.12%
99.99%
99.81%
98.81%
84.38%
88.48%
82.25%
82.43%
82.61%
80.99%
79.41%
78.20%
79.87%
79.50%
78.92%
80.01%
80.14%
79.83%
79.28%
78.06%
77.49%
77.85%
78.82%
79.32%
77.98%
81.80%
81.53%
81.59%
84.97%
81.21%
81.42%
81.29%
79.74%
82.91%
80.98%
82.12%
82.22%
81.51%
82.37%
84.86%