IntraAlpha
Create free account Start free

Frequency Electronics, Inc. Common Stock FEIM

i

Market datapartial · fetched 2026-10-22T23:07:10.024Z

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 · 2026-10-22T20:00:00.451447532Z

FundamentalsAlpha Vantage · unavailable

Share price$61.60
1D-5.5%
AH$58$60$62$64$665:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFEIM
Sold putSold callAH

Frequency Electronics, Inc. Common Stock options

Live interpolated FEIM call and put midpoint premiums by absolute delta.Frequency Electronics, Inc. Common Stock$1.03$4.78$8.53$12.28$16.03$41.92$55.78$69.64$83.50$97.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FEIM spot · $61.60FEIM PRICE$1.43$1.87$2.40$2.94$3.49$4.03$4.82$5.62$6.44$7.62$8.80$10.10$11.57$1.99$2.61$3.29$4.01$4.74$5.72$6.72$7.80$9.21$10.61$12.00$13.39$14.95
PutsFair1.02×
CallsFair0.98×
SkewBearish+2.16 pp
Implied moveBearish±$11.55
TiltBearish15.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ77.8483.1%28.7%51.4789.6%19.7%
25Δ73.7679.2%22.8%53.8287.9%16.9%
30Δ71.5080.3%20.0%55.9686.3%14.5%
35Δ69.2980.6%17.2%57.9084.7%12.5%
40Δ67.1779.1%14.7%59.8483.1%10.6%
45Δ65.0677.6%12.2%61.6782.6%9.2%
50Δ63.3278.2%10.6%63.5082.3%7.8%
55Δ61.6078.8%9.1%65.3682.0%6.6%
60Δ59.8679.5%7.6%67.4082.1%5.5%
65Δ57.9881.1%6.5%69.4482.2%4.5%
70Δ56.1182.7%5.4%71.4180.1%3.6%
75Δ54.1483.4%4.3%73.3677.2%2.6%
80Δ52.0582.7%3.3%75.4774.6%1.8%

20Δ

Calls
Pseudo strike
77.84
IV
83.1%
B/E move
28.7%
Puts
Pseudo strike
51.47
IV
89.6%
B/E move
19.7%

25Δ

Calls
Pseudo strike
73.76
IV
79.2%
B/E move
22.8%
Puts
Pseudo strike
53.82
IV
87.9%
B/E move
16.9%

30Δ

Calls
Pseudo strike
71.50
IV
80.3%
B/E move
20.0%
Puts
Pseudo strike
55.96
IV
86.3%
B/E move
14.5%

35Δ

Calls
Pseudo strike
69.29
IV
80.6%
B/E move
17.2%
Puts
Pseudo strike
57.90
IV
84.7%
B/E move
12.5%

40Δ

Calls
Pseudo strike
67.17
IV
79.1%
B/E move
14.7%
Puts
Pseudo strike
59.84
IV
83.1%
B/E move
10.6%

45Δ

Calls
Pseudo strike
65.06
IV
77.6%
B/E move
12.2%
Puts
Pseudo strike
61.67
IV
82.6%
B/E move
9.2%

50Δ

Calls
Pseudo strike
63.32
IV
78.2%
B/E move
10.6%
Puts
Pseudo strike
63.50
IV
82.3%
B/E move
7.8%

55Δ

Calls
Pseudo strike
61.60
IV
78.8%
B/E move
9.1%
Puts
Pseudo strike
65.36
IV
82.0%
B/E move
6.6%

60Δ

Calls
Pseudo strike
59.86
IV
79.5%
B/E move
7.6%
Puts
Pseudo strike
67.40
IV
82.1%
B/E move
5.5%

65Δ

Calls
Pseudo strike
57.98
IV
81.1%
B/E move
6.5%
Puts
Pseudo strike
69.44
IV
82.2%
B/E move
4.5%

70Δ

Calls
Pseudo strike
56.11
IV
82.7%
B/E move
5.4%
Puts
Pseudo strike
71.41
IV
80.1%
B/E move
3.6%

75Δ

Calls
Pseudo strike
54.14
IV
83.4%
B/E move
4.3%
Puts
Pseudo strike
73.36
IV
77.2%
B/E move
2.6%

80Δ

Calls
Pseudo strike
52.05
IV
82.7%
B/E move
3.3%
Puts
Pseudo strike
75.47
IV
74.6%
B/E move
1.8%

Options history

FEIM79.6080.5181.412026-10-20: 81.29%2026-10-21: 79.72%Oct 20Oct 21
Table
DateIV
81.29%
79.72%