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Fervo Energy Company Class A common stock FRVO

UTILITIES · UTILITIES - RENEWABLE
i

Market dataready · fetched 2026-11-12T03:05:59.482Z

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 · 2026-11-12T00:51:44.29058888Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:05:57.784346+00:00

Share price$12.75
1D+9.9%
AH$11.58$12.02$12.46$12.90$13.345:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFRVO
Sold putSold callAH

Fervo Energy Company Class A common stock options

Live interpolated FRVO call and put midpoint premiums by absolute delta.Fervo Energy Company Class A common stock$0.16$0.77$1.38$1.99$2.60$6.67$9.27$11.86$14.46$17.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FRVO spot · $12.75FRVO PRICE$0.23$0.33$0.42$0.52$0.67$0.82$0.96$1.11$1.29$1.54$1.79$2.03$2.42$0.27$0.37$0.47$0.57$0.67$0.80$0.95$1.11$1.26$1.42$1.57$1.78$1.98
PutsCheap0.70×
CallsCheap0.78×
SkewBullish-30.30 pp
Implied moveBalanced±$1.92
TiltBullish3.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.99110.2%19.3%11.26101.5%13.8%
25Δ14.66114.4%17.5%11.55102.2%12.3%
30Δ14.33118.6%15.7%11.83102.9%10.9%
35Δ14.01122.8%13.9%12.12103.6%9.4%
40Δ13.68125.4%12.5%12.40104.2%8.0%
45Δ13.35128.0%11.1%12.67103.6%6.9%
50Δ13.03130.6%9.7%12.94102.4%6.0%
55Δ12.70133.1%8.3%13.20101.1%5.2%
60Δ12.36135.7%7.0%13.4699.8%4.3%
65Δ11.98138.2%6.0%13.7398.5%3.4%
70Δ11.60140.7%5.0%13.9997.2%2.6%
75Δ11.22143.2%3.9%14.2793.2%2.0%
80Δ10.72152.2%3.0%14.5589.1%1.5%

20Δ

Calls
Pseudo strike
14.99
IV
110.2%
B/E move
19.3%
Puts
Pseudo strike
11.26
IV
101.5%
B/E move
13.8%

25Δ

Calls
Pseudo strike
14.66
IV
114.4%
B/E move
17.5%
Puts
Pseudo strike
11.55
IV
102.2%
B/E move
12.3%

30Δ

Calls
Pseudo strike
14.33
IV
118.6%
B/E move
15.7%
Puts
Pseudo strike
11.83
IV
102.9%
B/E move
10.9%

35Δ

Calls
Pseudo strike
14.01
IV
122.8%
B/E move
13.9%
Puts
Pseudo strike
12.12
IV
103.6%
B/E move
9.4%

40Δ

Calls
Pseudo strike
13.68
IV
125.4%
B/E move
12.5%
Puts
Pseudo strike
12.40
IV
104.2%
B/E move
8.0%

45Δ

Calls
Pseudo strike
13.35
IV
128.0%
B/E move
11.1%
Puts
Pseudo strike
12.67
IV
103.6%
B/E move
6.9%

50Δ

Calls
Pseudo strike
13.03
IV
130.6%
B/E move
9.7%
Puts
Pseudo strike
12.94
IV
102.4%
B/E move
6.0%

55Δ

Calls
Pseudo strike
12.70
IV
133.1%
B/E move
8.3%
Puts
Pseudo strike
13.20
IV
101.1%
B/E move
5.2%

60Δ

Calls
Pseudo strike
12.36
IV
135.7%
B/E move
7.0%
Puts
Pseudo strike
13.46
IV
99.8%
B/E move
4.3%

65Δ

Calls
Pseudo strike
11.98
IV
138.2%
B/E move
6.0%
Puts
Pseudo strike
13.73
IV
98.5%
B/E move
3.4%

70Δ

Calls
Pseudo strike
11.60
IV
140.7%
B/E move
5.0%
Puts
Pseudo strike
13.99
IV
97.2%
B/E move
2.6%

75Δ

Calls
Pseudo strike
11.22
IV
143.2%
B/E move
3.9%
Puts
Pseudo strike
14.27
IV
93.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
10.72
IV
152.2%
B/E move
3.0%
Puts
Pseudo strike
14.55
IV
89.1%
B/E move
1.5%

Options history

IV · four-Friday blend100.36%
Daily EOD
FRVO98.7%102.6%106.6%2026-10-19: 99.76%2026-10-20: 103.68%2026-10-21: 99.21%2026-10-22: 99.35%2026-10-23: 100.33%2026-10-26: 103.75%2026-10-27: 103.17%2026-10-28: 99.34%2026-10-29: 106.02%2026-10-30: 100.36%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
99.76%
103.68%
99.21%
99.35%
100.33%
103.75%
103.17%
99.34%
106.02%
100.36%