IntraAlpha
Create free account Start free

Forum Markets, Incorporated Common Stock FRMM

i

Market dataready · fetched 2026-11-12T02:16:55.378Z

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: 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 · 2026-11-12T00:18:19.777498461Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T02:16:54.859604+00:00

Share price$2.95
1D+4.2%
AH$2.82$2.86$2.91$2.95$2.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFRMM
Sold putSold callAH

Forum Markets, Incorporated Common Stock options

Live interpolated FRMM call and put midpoint premiums by absolute delta.Forum Markets, Incorporated Common Stock$0.93$2.47$4.00$5.53$7.07$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFRMM PRICE$1.10$1.90$2.21$2.52$2.83$3.43$4.34$5.25$6.62
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ2.80799.1%69.4%
30Δ3.43797.2%58.9%
35Δ4.05795.4%48.3%
40Δ8.82800.0%236.4%4.67793.5%37.8%
45Δ5.46793.9%30.9%
50Δ6.46796.9%28.3%
55Δ7.45799.8%25.6%
60Δ8.82800.0%25.4%
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.80
IV
799.1%
B/E move
69.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.43
IV
797.2%
B/E move
58.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.05
IV
795.4%
B/E move
48.3%

40Δ

Calls
Pseudo strike
8.82
IV
800.0%
B/E move
236.4%
Puts
Pseudo strike
4.67
IV
793.5%
B/E move
37.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.46
IV
793.9%
B/E move
30.9%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.46
IV
796.9%
B/E move
28.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.45
IV
799.8%
B/E move
25.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.82
IV
800.0%
B/E move
25.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend293.92%
Daily EOD
FRMM231.7%273.4%315.1%2026-10-19: 237.48%2026-10-20: 263.07%2026-10-21: 288.19%2026-10-22: 278.46%2026-10-23: 295.12%2026-10-26: 265.05%2026-10-27: 309.38%2026-10-29: 264.70%2026-10-30: 293.92%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
237.48%
263.07%
288.19%
278.46%
295.12%
265.05%
309.38%
264.70%
293.92%