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Fermi Inc. Common Stock FRMI

REAL ESTATE · REIT - SPECIALTY
i

Market dataready · fetched 2026-11-07T02:10:37.915Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:59:21.895911828Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-07T02:03:48.589749+00:00

Share price$1.55
1D-0.1%
AH$1.43$1.48$1.53$1.58$1.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFRMI
Sold putSold callAH

Fermi Inc. Common Stock options

Live interpolated FRMI call and put midpoint premiums by absolute delta.Fermi Inc. Common Stock$0.05$0.20$0.36$0.51$0.67$0.89$1.39$1.89$2.39$2.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FRMI spot · $1.55FRMI PRICE$0.07$0.08$0.10$0.12$0.14$0.16$0.18$0.20$0.26$0.32$0.37$0.43$0.09$0.10$0.11$0.12$0.13$0.18$0.23$0.28$0.33$0.38$0.43$0.48$0.62
PutsFair1.02×
Calls——
Skew——
Implied moveBearish±$0.39
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.12340.2%33.4%
25Δ2.08245.9%38.5%1.22299.1%27.8%
30Δ1.96242.1%32.1%1.31257.9%22.2%
35Δ1.89236.2%28.4%1.41216.8%16.6%
40Δ1.81230.3%24.7%1.50177.8%11.2%
45Δ1.73224.4%21.0%1.57182.2%10.2%
50Δ1.66218.5%17.3%1.64186.5%9.1%
55Δ1.58212.6%13.6%1.70190.9%8.0%
60Δ1.50206.7%9.9%1.77195.3%6.9%
65Δ1.43215.2%8.5%1.84199.7%5.8%
70Δ1.35224.5%7.2%1.90204.1%4.8%
75Δ1.27233.7%5.9%1.97208.5%3.7%
80Δ1.19243.0%4.6%2.13222.4%2.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.12
IV
340.2%
B/E move
33.4%

25Δ

Calls
Pseudo strike
2.08
IV
245.9%
B/E move
38.5%
Puts
Pseudo strike
1.22
IV
299.1%
B/E move
27.8%

30Δ

Calls
Pseudo strike
1.96
IV
242.1%
B/E move
32.1%
Puts
Pseudo strike
1.31
IV
257.9%
B/E move
22.2%

35Δ

Calls
Pseudo strike
1.89
IV
236.2%
B/E move
28.4%
Puts
Pseudo strike
1.41
IV
216.8%
B/E move
16.6%

40Δ

Calls
Pseudo strike
1.81
IV
230.3%
B/E move
24.7%
Puts
Pseudo strike
1.50
IV
177.8%
B/E move
11.2%

45Δ

Calls
Pseudo strike
1.73
IV
224.4%
B/E move
21.0%
Puts
Pseudo strike
1.57
IV
182.2%
B/E move
10.2%

50Δ

Calls
Pseudo strike
1.66
IV
218.5%
B/E move
17.3%
Puts
Pseudo strike
1.64
IV
186.5%
B/E move
9.1%

55Δ

Calls
Pseudo strike
1.58
IV
212.6%
B/E move
13.6%
Puts
Pseudo strike
1.70
IV
190.9%
B/E move
8.0%

60Δ

Calls
Pseudo strike
1.50
IV
206.7%
B/E move
9.9%
Puts
Pseudo strike
1.77
IV
195.3%
B/E move
6.9%

65Δ

Calls
Pseudo strike
1.43
IV
215.2%
B/E move
8.5%
Puts
Pseudo strike
1.84
IV
199.7%
B/E move
5.8%

70Δ

Calls
Pseudo strike
1.35
IV
224.5%
B/E move
7.2%
Puts
Pseudo strike
1.90
IV
204.1%
B/E move
4.8%

75Δ

Calls
Pseudo strike
1.27
IV
233.7%
B/E move
5.9%
Puts
Pseudo strike
1.97
IV
208.5%
B/E move
3.7%

80Δ

Calls
Pseudo strike
1.19
IV
243.0%
B/E move
4.6%
Puts
Pseudo strike
2.13
IV
222.4%
B/E move
2.8%

Options history

IV · four-Friday blend181.13%
Daily close
FRMI85.2%136.7%188.2%2026-08-10: 144.73%2026-08-11: 138.76%2026-08-12: 149.61%2026-08-13: 122.67%2026-08-14: 99.66%2026-08-17: 105.74%2026-08-18: 100.31%2026-08-19: 104.90%2026-08-20: 106.76%2026-08-21: 95.78%2026-08-24: 106.33%2026-08-25: 101.46%2026-08-26: 105.38%2026-08-27: 100.79%2026-08-28: 93.57%2026-08-31: 95.76%2026-09-01: 95.75%2026-09-04: 95.96%2026-09-08: 109.54%2026-09-09: 108.75%2026-09-11: 106.19%2026-09-14: 108.07%2026-09-15: 106.37%2026-09-18: 94.26%2026-09-21: 99.67%2026-09-22: 99.21%2026-09-24: 99.98%2026-09-25: 92.35%2026-09-30: 110.88%2026-10-01: 105.97%2026-10-02: 92.72%2026-10-05: 98.18%2026-10-06: 99.57%2026-10-09: 100.64%2026-10-13: 113.37%2026-10-16: 115.86%2026-10-19: 133.75%2026-10-20: 123.48%2026-10-23: 121.01%2026-10-26: 161.22%2026-10-27: 168.49%2026-10-28: 161.65%2026-10-30: 181.13%Aug 10Sep 14Oct 30
43 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
144.73%
138.76%
149.61%
122.67%
99.66%
105.74%
100.31%
104.90%
106.76%
95.78%
106.33%
101.46%
105.38%
100.79%
93.57%
95.76%
95.75%
95.96%
109.54%
108.75%
106.19%
108.07%
106.37%
94.26%
99.67%
99.21%
99.98%
92.35%
110.88%
105.97%
92.72%
98.18%
99.57%
100.64%
113.37%
115.86%
133.75%
123.48%
121.01%
161.22%
168.49%
161.65%
181.13%