IntraAlpha
Create free account Start free

Forum Markets, Incorporated Common Stock FRMM

i

Market datapartial · fetched 2026-10-22T16:02:06.652Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T15:59:27.406409869Z

FundamentalsAlpha Vantage · unavailable

Share price$3.43
1D+2.7%
$3.32$3.38$3.44$3.50$3.565:30 AM6:30 AM9:00 AM1:00 PMFRMM
Sold putSold call

Forum Markets, Incorporated Common Stock options

Live interpolated FRMM call and put midpoint premiums by absolute delta.Forum Markets, Incorporated Common Stock$0.00$3.83$7.65$11.48$15.30$-1.00$1.16$3.32$5.48$7.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FRMM spot · $3.43FRMM PRICE$0.26$0.21$0.36$0.61$0.80$0.80$0.81$0.83$0.84$0.86$0.87$1.14$1.68$2.22$2.76$3.30$3.84$4.38$4.92$14.19$8.30$5.85$4.46
PutsExpensive2.02×
CallsExpensive1.97×
SkewBearish+16.07 pp
Implied moveBearish±$4.66
TiltBearish77.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.61293.0%654.1%
25Δ10.25157.7%205.2%3.02278.3%45.2%
30Δ10.93206.0%229.3%3.70275.9%41.2%
35Δ19.95349.6%499.4%4.38273.6%37.1%
40Δ21.81425.1%559.2%5.06271.2%33.0%
45Δ8.83314.0%180.7%5.74268.9%29.0%
50Δ7.13270.6%131.6%6.42266.5%24.9%
55Δ6.11234.6%102.3%7.10264.2%20.8%
60Δ5.09198.6%73.1%7.78261.8%16.8%
65Δ4.08162.7%43.8%17.11362.4%14.8%
70Δ3.06126.7%14.6%11.37274.3%10.6%
75Δ9.01216.1%7.7%
80Δ7.71167.3%5.3%

20Δ

Calls
Pseudo strike
25.61
IV
293.0%
B/E move
654.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
10.25
IV
157.7%
B/E move
205.2%
Puts
Pseudo strike
3.02
IV
278.3%
B/E move
45.2%

30Δ

Calls
Pseudo strike
10.93
IV
206.0%
B/E move
229.3%
Puts
Pseudo strike
3.70
IV
275.9%
B/E move
41.2%

35Δ

Calls
Pseudo strike
19.95
IV
349.6%
B/E move
499.4%
Puts
Pseudo strike
4.38
IV
273.6%
B/E move
37.1%

40Δ

Calls
Pseudo strike
21.81
IV
425.1%
B/E move
559.2%
Puts
Pseudo strike
5.06
IV
271.2%
B/E move
33.0%

45Δ

Calls
Pseudo strike
8.83
IV
314.0%
B/E move
180.7%
Puts
Pseudo strike
5.74
IV
268.9%
B/E move
29.0%

50Δ

Calls
Pseudo strike
7.13
IV
270.6%
B/E move
131.6%
Puts
Pseudo strike
6.42
IV
266.5%
B/E move
24.9%

55Δ

Calls
Pseudo strike
6.11
IV
234.6%
B/E move
102.3%
Puts
Pseudo strike
7.10
IV
264.2%
B/E move
20.8%

60Δ

Calls
Pseudo strike
5.09
IV
198.6%
B/E move
73.1%
Puts
Pseudo strike
7.78
IV
261.8%
B/E move
16.8%

65Δ

Calls
Pseudo strike
4.08
IV
162.7%
B/E move
43.8%
Puts
Pseudo strike
17.11
IV
362.4%
B/E move
14.8%

70Δ

Calls
Pseudo strike
3.06
IV
126.7%
B/E move
14.6%
Puts
Pseudo strike
11.37
IV
274.3%
B/E move
10.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.01
IV
216.1%
B/E move
7.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.71
IV
167.3%
B/E move
5.3%

Options history

No recorded observations