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Fermi Inc. FRMI

REAL ESTATE · REIT - SPECIALTY
i

Market dataready · fetched 2026-10-16T00:19:10.124Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:56:55.483091092Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:19:08.895959+00:00

Share price$3.37
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.$0.08$0.51$0.95$1.38$1.81$1.74$2.81$3.89$4.96$6.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FRMI spot · $3.37FRMI PRICE$0.13$0.17$0.21$0.25$0.30$0.37$0.45$0.52$0.59$0.67$0.74$0.83$0.92$0.17$0.23$0.29$0.36$0.43$0.50$0.60$0.74$0.88$1.03$1.17$1.37$1.69
PutsExpensive1.23×
CallsFair1.04×
SkewBullish-12.42 pp
Implied moveBearish±$1.05
TiltBearish21.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.21130.5%58.4%2.64118.2%26.8%
25Δ4.83127.9%48.2%2.81118.0%23.5%
30Δ4.47123.2%38.8%2.98117.9%20.2%
35Δ4.24122.2%33.3%3.13115.4%17.7%
40Δ4.01121.3%27.8%3.28112.6%15.2%
45Δ3.84126.1%25.0%3.43109.9%12.8%
50Δ3.68131.1%22.3%3.61110.6%10.9%
55Δ3.51136.0%19.6%3.79113.9%9.6%
60Δ3.33134.1%16.4%3.98117.3%8.2%
65Δ3.15131.6%13.2%4.17116.0%6.7%
70Δ2.97128.8%10.1%4.36114.1%5.3%
75Δ2.81124.5%8.0%4.61114.0%4.0%
80Δ2.64120.2%5.8%4.96118.1%2.9%

20Δ

Calls
Pseudo strike
5.21
IV
130.5%
B/E move
58.4%
Puts
Pseudo strike
2.64
IV
118.2%
B/E move
26.8%

25Δ

Calls
Pseudo strike
4.83
IV
127.9%
B/E move
48.2%
Puts
Pseudo strike
2.81
IV
118.0%
B/E move
23.5%

30Δ

Calls
Pseudo strike
4.47
IV
123.2%
B/E move
38.8%
Puts
Pseudo strike
2.98
IV
117.9%
B/E move
20.2%

35Δ

Calls
Pseudo strike
4.24
IV
122.2%
B/E move
33.3%
Puts
Pseudo strike
3.13
IV
115.4%
B/E move
17.7%

40Δ

Calls
Pseudo strike
4.01
IV
121.3%
B/E move
27.8%
Puts
Pseudo strike
3.28
IV
112.6%
B/E move
15.2%

45Δ

Calls
Pseudo strike
3.84
IV
126.1%
B/E move
25.0%
Puts
Pseudo strike
3.43
IV
109.9%
B/E move
12.8%

50Δ

Calls
Pseudo strike
3.68
IV
131.1%
B/E move
22.3%
Puts
Pseudo strike
3.61
IV
110.6%
B/E move
10.9%

55Δ

Calls
Pseudo strike
3.51
IV
136.0%
B/E move
19.6%
Puts
Pseudo strike
3.79
IV
113.9%
B/E move
9.6%

60Δ

Calls
Pseudo strike
3.33
IV
134.1%
B/E move
16.4%
Puts
Pseudo strike
3.98
IV
117.3%
B/E move
8.2%

65Δ

Calls
Pseudo strike
3.15
IV
131.6%
B/E move
13.2%
Puts
Pseudo strike
4.17
IV
116.0%
B/E move
6.7%

70Δ

Calls
Pseudo strike
2.97
IV
128.8%
B/E move
10.1%
Puts
Pseudo strike
4.36
IV
114.1%
B/E move
5.3%

75Δ

Calls
Pseudo strike
2.81
IV
124.5%
B/E move
8.0%
Puts
Pseudo strike
4.61
IV
114.0%
B/E move
4.0%

80Δ

Calls
Pseudo strike
2.64
IV
120.2%
B/E move
5.8%
Puts
Pseudo strike
4.96
IV
118.1%
B/E move
2.9%