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Frequency Electronics, Inc. Common Stock FEIM

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Market datapartial · fetched 2026-10-22T17:14:33.017Z

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 · 2026-10-22T17:13:51.034823818Z

FundamentalsAlpha Vantage · unavailable

Share price$59.62
1D-8.6%
$58$60$62$64$665:30 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$1.01$4.59$8.16$11.74$15.31$40.56$54.80$69.04$83.27$97.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FEIM spot · $59.62FEIM PRICE$1.40$1.99$2.57$3.03$3.44$4.15$4.86$5.60$6.40$7.20$8.18$9.69$11.19$1.70$2.30$2.89$3.60$4.36$5.11$6.20$7.41$8.61$9.71$10.82$12.00$14.28
PutsFair0.97×
CallsExpensive1.06×
SkewBullish-5.14 pp
Implied moveBearish±$11.07
TiltBearish12.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.6681.7%27.6%50.6680.1%17.9%
25Δ72.6486.0%25.2%52.5779.8%15.7%
30Δ70.6290.3%22.8%54.4979.4%13.5%
35Δ67.9987.4%19.1%56.2378.9%11.7%
40Δ65.0981.4%14.9%57.9078.3%10.2%
45Δ63.2681.8%13.1%59.5877.7%8.6%
50Δ61.4682.4%11.3%61.3778.5%7.5%
55Δ59.6982.6%9.5%63.1979.6%6.4%
60Δ57.9881.2%8.0%65.0180.7%5.4%
65Δ56.2779.7%6.5%66.7178.0%4.4%
70Δ54.4879.3%5.1%68.4175.4%3.4%
75Δ52.4281.6%4.2%70.1872.9%2.4%
80Δ50.3583.8%3.2%72.8673.1%1.7%

20Δ

Calls
Pseudo strike
74.66
IV
81.7%
B/E move
27.6%
Puts
Pseudo strike
50.66
IV
80.1%
B/E move
17.9%

25Δ

Calls
Pseudo strike
72.64
IV
86.0%
B/E move
25.2%
Puts
Pseudo strike
52.57
IV
79.8%
B/E move
15.7%

30Δ

Calls
Pseudo strike
70.62
IV
90.3%
B/E move
22.8%
Puts
Pseudo strike
54.49
IV
79.4%
B/E move
13.5%

35Δ

Calls
Pseudo strike
67.99
IV
87.4%
B/E move
19.1%
Puts
Pseudo strike
56.23
IV
78.9%
B/E move
11.7%

40Δ

Calls
Pseudo strike
65.09
IV
81.4%
B/E move
14.9%
Puts
Pseudo strike
57.90
IV
78.3%
B/E move
10.2%

45Δ

Calls
Pseudo strike
63.26
IV
81.8%
B/E move
13.1%
Puts
Pseudo strike
59.58
IV
77.7%
B/E move
8.6%

50Δ

Calls
Pseudo strike
61.46
IV
82.4%
B/E move
11.3%
Puts
Pseudo strike
61.37
IV
78.5%
B/E move
7.5%

55Δ

Calls
Pseudo strike
59.69
IV
82.6%
B/E move
9.5%
Puts
Pseudo strike
63.19
IV
79.6%
B/E move
6.4%

60Δ

Calls
Pseudo strike
57.98
IV
81.2%
B/E move
8.0%
Puts
Pseudo strike
65.01
IV
80.7%
B/E move
5.4%

65Δ

Calls
Pseudo strike
56.27
IV
79.7%
B/E move
6.5%
Puts
Pseudo strike
66.71
IV
78.0%
B/E move
4.4%

70Δ

Calls
Pseudo strike
54.48
IV
79.3%
B/E move
5.1%
Puts
Pseudo strike
68.41
IV
75.4%
B/E move
3.4%

75Δ

Calls
Pseudo strike
52.42
IV
81.6%
B/E move
4.2%
Puts
Pseudo strike
70.18
IV
72.9%
B/E move
2.4%

80Δ

Calls
Pseudo strike
50.35
IV
83.8%
B/E move
3.2%
Puts
Pseudo strike
72.86
IV
73.1%
B/E move
1.7%

Options history

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