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Fermi Inc. FRMI

REAL ESTATE · REIT - SPECIALTY
i

Market dataready · fetched 2026-10-15T20:35:27.641Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:33:08.269703313Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:35:26.862642+00:00

Share price$3.42
1D+10.7%
AH$3.01$3.13$3.25$3.37$3.495:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFRMI
Sold putSold callAH

Fermi Inc. options

Live interpolated FRMI call and put midpoint premiums by absolute delta.Fermi Inc.$0.00$0.46$0.92$1.38$1.84$2.79$3.05$3.31$3.57$3.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $3.42OPTION PRICELive FRMI spot · $3.42FRMI PRICE$0.04$0.06$0.07$0.08$0.09$0.11$0.12$0.13$0.14$0.15$0.17$0.18$0.19$0.05$0.07$0.08$0.10$0.12$0.13$0.15$0.17$0.30$0.56$0.82$1.08$1.71
PutsExpensive3.04×
CallsExpensive1.16×
SkewBearish+122.76 pp
Implied moveBearish±$0.27
TiltBearish55.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.87231.9%14.5%3.09219.4%11.2%
25Δ3.79222.4%12.5%3.14214.4%10.1%
30Δ3.71212.8%10.4%3.20209.5%9.0%
35Δ3.63203.2%8.4%3.25204.5%7.9%
40Δ3.54193.7%6.4%3.31199.5%6.7%
45Δ3.46184.1%4.3%3.36194.5%5.6%
50Δ3.38174.5%2.3%3.42189.6%4.5%
55Δ3.30165.0%0.2%3.47184.6%3.4%
60Δ3.22155.4%1.8%3.62230.2%2.9%
65Δ3.13145.8%3.8%3.87335.3%3.1%
70Δ3.05136.3%5.9%4.13440.3%3.2%
75Δ2.97126.7%7.9%4.39545.4%3.4%
80Δ2.89117.1%10.0%5.01697.7%3.5%

20Δ

Calls
Pseudo strike
3.87
IV
231.9%
B/E move
14.5%
Puts
Pseudo strike
3.09
IV
219.4%
B/E move
11.2%

25Δ

Calls
Pseudo strike
3.79
IV
222.4%
B/E move
12.5%
Puts
Pseudo strike
3.14
IV
214.4%
B/E move
10.1%

30Δ

Calls
Pseudo strike
3.71
IV
212.8%
B/E move
10.4%
Puts
Pseudo strike
3.20
IV
209.5%
B/E move
9.0%

35Δ

Calls
Pseudo strike
3.63
IV
203.2%
B/E move
8.4%
Puts
Pseudo strike
3.25
IV
204.5%
B/E move
7.9%

40Δ

Calls
Pseudo strike
3.54
IV
193.7%
B/E move
6.4%
Puts
Pseudo strike
3.31
IV
199.5%
B/E move
6.7%

45Δ

Calls
Pseudo strike
3.46
IV
184.1%
B/E move
4.3%
Puts
Pseudo strike
3.36
IV
194.5%
B/E move
5.6%

50Δ

Calls
Pseudo strike
3.38
IV
174.5%
B/E move
2.3%
Puts
Pseudo strike
3.42
IV
189.6%
B/E move
4.5%

55Δ

Calls
Pseudo strike
3.30
IV
165.0%
B/E move
0.2%
Puts
Pseudo strike
3.47
IV
184.6%
B/E move
3.4%

60Δ

Calls
Pseudo strike
3.22
IV
155.4%
B/E move
1.8%
Puts
Pseudo strike
3.62
IV
230.2%
B/E move
2.9%

65Δ

Calls
Pseudo strike
3.13
IV
145.8%
B/E move
3.8%
Puts
Pseudo strike
3.87
IV
335.3%
B/E move
3.1%

70Δ

Calls
Pseudo strike
3.05
IV
136.3%
B/E move
5.9%
Puts
Pseudo strike
4.13
IV
440.3%
B/E move
3.2%

75Δ

Calls
Pseudo strike
2.97
IV
126.7%
B/E move
7.9%
Puts
Pseudo strike
4.39
IV
545.4%
B/E move
3.4%

80Δ

Calls
Pseudo strike
2.89
IV
117.1%
B/E move
10.0%
Puts
Pseudo strike
5.01
IV
697.7%
B/E move
3.5%