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Fervo Energy Company Class A common stock FRVO

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Market datapartial · fetched 2026-10-22T16:38:56.192Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T16:38:55.321008257Z

FundamentalsAlpha Vantage · unavailable

Share price$8.58
1D-3.7%
$8.35$8.51$8.66$8.81$8.965:30 AM6:30 AM9:00 AM1:00 PMFRVO
Sold putSold call

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$0.20$0.81$1.42$2.03$2.64$4.44$8.38$12.31$16.24$20.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FRVO spot · $8.58FRVO PRICE$0.27$0.35$0.44$0.52$0.63$0.75$0.87$1.06$1.25$1.44$1.63$1.92$2.27$0.35$0.44$0.59$0.77$0.96$1.14$1.33$1.58$1.84$2.04$2.18$2.33$2.47
PutsFair0.97×
CallsExpensive1.21×
SkewBullish-7.78 pp
Implied moveBearish±$2.20
TiltBearish14.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.92112.7%42.1%6.86109.9%24.0%
25Δ11.22111.7%34.9%7.33104.7%19.7%
30Δ10.65109.8%29.2%7.71104.0%17.0%
35Δ10.14107.6%24.4%8.04105.9%15.3%
40Δ9.74107.1%20.9%8.38107.7%13.5%
45Δ9.38107.5%18.1%8.71109.6%11.8%
50Δ9.01107.8%15.2%9.04111.2%10.1%
55Δ8.67110.0%13.4%9.42111.1%8.7%
60Δ8.32112.4%11.5%9.80110.9%7.2%
65Δ7.98114.7%9.7%10.11107.6%5.9%
70Δ7.63117.0%7.9%10.36100.4%4.7%
75Δ7.21120.4%6.4%10.6193.1%3.4%
80Δ6.73124.5%5.0%10.8685.9%2.2%

20Δ

Calls
Pseudo strike
11.92
IV
112.7%
B/E move
42.1%
Puts
Pseudo strike
6.86
IV
109.9%
B/E move
24.0%

25Δ

Calls
Pseudo strike
11.22
IV
111.7%
B/E move
34.9%
Puts
Pseudo strike
7.33
IV
104.7%
B/E move
19.7%

30Δ

Calls
Pseudo strike
10.65
IV
109.8%
B/E move
29.2%
Puts
Pseudo strike
7.71
IV
104.0%
B/E move
17.0%

35Δ

Calls
Pseudo strike
10.14
IV
107.6%
B/E move
24.4%
Puts
Pseudo strike
8.04
IV
105.9%
B/E move
15.3%

40Δ

Calls
Pseudo strike
9.74
IV
107.1%
B/E move
20.9%
Puts
Pseudo strike
8.38
IV
107.7%
B/E move
13.5%

45Δ

Calls
Pseudo strike
9.38
IV
107.5%
B/E move
18.1%
Puts
Pseudo strike
8.71
IV
109.6%
B/E move
11.8%

50Δ

Calls
Pseudo strike
9.01
IV
107.8%
B/E move
15.2%
Puts
Pseudo strike
9.04
IV
111.2%
B/E move
10.1%

55Δ

Calls
Pseudo strike
8.67
IV
110.0%
B/E move
13.4%
Puts
Pseudo strike
9.42
IV
111.1%
B/E move
8.7%

60Δ

Calls
Pseudo strike
8.32
IV
112.4%
B/E move
11.5%
Puts
Pseudo strike
9.80
IV
110.9%
B/E move
7.2%

65Δ

Calls
Pseudo strike
7.98
IV
114.7%
B/E move
9.7%
Puts
Pseudo strike
10.11
IV
107.6%
B/E move
5.9%

70Δ

Calls
Pseudo strike
7.63
IV
117.0%
B/E move
7.9%
Puts
Pseudo strike
10.36
IV
100.4%
B/E move
4.7%

75Δ

Calls
Pseudo strike
7.21
IV
120.4%
B/E move
6.4%
Puts
Pseudo strike
10.61
IV
93.1%
B/E move
3.4%

80Δ

Calls
Pseudo strike
6.73
IV
124.5%
B/E move
5.0%
Puts
Pseudo strike
10.86
IV
85.9%
B/E move
2.2%

Options history

No recorded observations