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Fervo Energy Company Class A common stock FRVO

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Market datapartial · fetched 2026-10-22T20:10:01.791Z

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 · 2026-10-22T20:05:19.311910477Z

FundamentalsAlpha Vantage · unavailable

Share price$8.32
1D-6.8%
AH$8.18$8.38$8.58$8.78$8.975:30 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$0.13$1.03$1.94$2.84$3.74$4.24$8.23$12.22$16.21$20.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FRVO spot · $8.32FRVO PRICE$0.23$0.32$0.42$0.50$0.58$0.67$0.81$0.95$1.10$1.24$1.39$1.73$2.07$0.32$0.42$0.52$0.70$0.89$1.07$1.25$1.45$1.68$1.91$2.26$2.87$3.48
PutsFair0.96×
CallsExpensive1.11×
SkewBearish+1.05 pp
Implied moveBearish±$2.06
TiltBearish22.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.9899.3%34.8%6.7997.7%22.3%
25Δ10.61102.9%31.4%7.1498.7%19.2%
30Δ10.23106.5%28.0%7.4999.7%16.2%
35Δ9.83106.8%24.3%7.80101.3%14.6%
40Δ9.39101.7%19.9%8.12102.9%13.0%
45Δ8.9797.3%15.8%8.44104.5%11.4%
50Δ8.6798.0%14.0%8.75106.2%9.9%
55Δ8.3798.8%12.1%9.07107.1%8.3%
60Δ8.0899.5%10.3%9.42105.4%7.0%
65Δ7.78100.2%8.5%9.76103.8%5.7%
70Δ7.48101.3%6.6%10.21103.5%4.4%
75Δ7.05107.2%5.5%10.89106.3%3.5%
80Δ6.62113.1%4.4%11.58109.2%2.6%

20Δ

Calls
Pseudo strike
10.98
IV
99.3%
B/E move
34.8%
Puts
Pseudo strike
6.79
IV
97.7%
B/E move
22.3%

25Δ

Calls
Pseudo strike
10.61
IV
102.9%
B/E move
31.4%
Puts
Pseudo strike
7.14
IV
98.7%
B/E move
19.2%

30Δ

Calls
Pseudo strike
10.23
IV
106.5%
B/E move
28.0%
Puts
Pseudo strike
7.49
IV
99.7%
B/E move
16.2%

35Δ

Calls
Pseudo strike
9.83
IV
106.8%
B/E move
24.3%
Puts
Pseudo strike
7.80
IV
101.3%
B/E move
14.6%

40Δ

Calls
Pseudo strike
9.39
IV
101.7%
B/E move
19.9%
Puts
Pseudo strike
8.12
IV
102.9%
B/E move
13.0%

45Δ

Calls
Pseudo strike
8.97
IV
97.3%
B/E move
15.8%
Puts
Pseudo strike
8.44
IV
104.5%
B/E move
11.4%

50Δ

Calls
Pseudo strike
8.67
IV
98.0%
B/E move
14.0%
Puts
Pseudo strike
8.75
IV
106.2%
B/E move
9.9%

55Δ

Calls
Pseudo strike
8.37
IV
98.8%
B/E move
12.1%
Puts
Pseudo strike
9.07
IV
107.1%
B/E move
8.3%

60Δ

Calls
Pseudo strike
8.08
IV
99.5%
B/E move
10.3%
Puts
Pseudo strike
9.42
IV
105.4%
B/E move
7.0%

65Δ

Calls
Pseudo strike
7.78
IV
100.2%
B/E move
8.5%
Puts
Pseudo strike
9.76
IV
103.8%
B/E move
5.7%

70Δ

Calls
Pseudo strike
7.48
IV
101.3%
B/E move
6.6%
Puts
Pseudo strike
10.21
IV
103.5%
B/E move
4.4%

75Δ

Calls
Pseudo strike
7.05
IV
107.2%
B/E move
5.5%
Puts
Pseudo strike
10.89
IV
106.3%
B/E move
3.5%

80Δ

Calls
Pseudo strike
6.62
IV
113.1%
B/E move
4.4%
Puts
Pseudo strike
11.58
IV
109.2%
B/E move
2.6%

Options history

No recorded observations