IntraAlpha
Create free account Start free

Fermi Inc. FRMI

REAL ESTATE · REIT - SPECIALTY
i

Market dataready · fetched 2026-10-15T21:07:34.252Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:05:54.745263373Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:00:11.263404+00:00

Share price$3.41
1D+10.3%
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$0.42$0.83$1.25$1.66$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $3.41OPTION PRICEFRMI PRICE$0.04$0.06$0.07$0.08$0.10$0.05$0.07$0.08$0.10$0.11$0.13$0.14$0.16$0.20$0.48$0.75$1.02$1.54
PutsExpensive2.78×
CallsExpensive1.42×
SkewBearish+61.68 pp
Implied move——
TiltBearish86.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.87237.6%14.7%3.08217.8%11.1%
25Δ3.78227.8%12.7%3.14212.2%10.0%
30Δ3.70218.0%10.6%3.19206.6%8.9%
35Δ3.62208.2%8.5%3.24201.0%7.8%
40Δ3.53198.3%6.4%3.29195.4%6.7%
45Δ3.35189.7%5.6%
50Δ3.40184.1%4.6%
55Δ3.45178.5%3.5%
60Δ3.53184.6%2.5%
65Δ3.79293.6%2.7%
70Δ4.06402.7%2.9%
75Δ4.33511.7%3.1%
80Δ4.84657.7%3.2%

20Δ

Calls
Pseudo strike
3.87
IV
237.6%
B/E move
14.7%
Puts
Pseudo strike
3.08
IV
217.8%
B/E move
11.1%

25Δ

Calls
Pseudo strike
3.78
IV
227.8%
B/E move
12.7%
Puts
Pseudo strike
3.14
IV
212.2%
B/E move
10.0%

30Δ

Calls
Pseudo strike
3.70
IV
218.0%
B/E move
10.6%
Puts
Pseudo strike
3.19
IV
206.6%
B/E move
8.9%

35Δ

Calls
Pseudo strike
3.62
IV
208.2%
B/E move
8.5%
Puts
Pseudo strike
3.24
IV
201.0%
B/E move
7.8%

40Δ

Calls
Pseudo strike
3.53
IV
198.3%
B/E move
6.4%
Puts
Pseudo strike
3.29
IV
195.4%
B/E move
6.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.35
IV
189.7%
B/E move
5.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.40
IV
184.1%
B/E move
4.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.45
IV
178.5%
B/E move
3.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.53
IV
184.6%
B/E move
2.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.79
IV
293.6%
B/E move
2.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.06
IV
402.7%
B/E move
2.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.33
IV
511.7%
B/E move
3.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.84
IV
657.7%
B/E move
3.2%