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Kopin Corporation KOPN

TECHNOLOGY · ELECTRONIC COMPONENTS
i

Market dataready · fetched 2026-10-30T12:50:23.302Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-10-30T12:50:14.187563826Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-30T12:50:22.207279+00:00

Research2026-08-31 · 3 entries · 55 trades · 28 option records · 6747 price bars

Share price$3.81
1D+0.0%
$3.81$3.81$3.82$3.82$3.825:30 AM6:30 AM9:00 AM1:00 PMKOPN
Sold putSold call

Kopin Corporation options

Live interpolated KOPN call and put midpoint premiums by absolute delta.Kopin Corporation$0.09$0.54$0.99$1.44$1.90$2.42$3.22$4.02$4.82$5.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KOPN spot · $3.81KOPN PRICE$0.14$0.28$0.42$0.50$0.18$0.22$0.30$0.38$0.46$0.54$0.71$0.97$1.26$0.40$0.15$0.22$0.37$0.53$0.68$0.84$0.99$1.15$1.30$1.46$1.61$1.76
PutsExpensive2.50×
CallsExpensive2.87×
SkewBullish-77.27 pp
Implied moveBearish±$1.14
TiltBearish28.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.62263.0%50.9%2.76472.0%38.0%
25Δ6.95419.6%89.6%3.37173.9%15.7%
30Δ8.28576.2%128.2%3.64117.8%10.3%
35Δ7.33579.2%105.5%3.82130.1%9.5%
40Δ4.24145.5%16.1%4.01142.5%8.8%
45Δ3.91120.4%8.5%4.19154.8%8.1%
50Δ3.82137.7%8.2%4.37167.2%7.4%
55Δ3.73154.9%7.8%4.55179.5%6.7%
60Δ3.64172.1%7.4%4.73191.9%6.0%
65Δ3.54189.4%7.1%4.91204.2%5.3%
70Δ3.37228.7%7.1%5.10216.6%4.5%
75Δ3.13288.8%7.4%5.28229.0%3.8%
80Δ2.83349.8%7.1%5.46241.3%3.1%

20Δ

Calls
Pseudo strike
5.62
IV
263.0%
B/E move
50.9%
Puts
Pseudo strike
2.76
IV
472.0%
B/E move
38.0%

25Δ

Calls
Pseudo strike
6.95
IV
419.6%
B/E move
89.6%
Puts
Pseudo strike
3.37
IV
173.9%
B/E move
15.7%

30Δ

Calls
Pseudo strike
8.28
IV
576.2%
B/E move
128.2%
Puts
Pseudo strike
3.64
IV
117.8%
B/E move
10.3%

35Δ

Calls
Pseudo strike
7.33
IV
579.2%
B/E move
105.5%
Puts
Pseudo strike
3.82
IV
130.1%
B/E move
9.5%

40Δ

Calls
Pseudo strike
4.24
IV
145.5%
B/E move
16.1%
Puts
Pseudo strike
4.01
IV
142.5%
B/E move
8.8%

45Δ

Calls
Pseudo strike
3.91
IV
120.4%
B/E move
8.5%
Puts
Pseudo strike
4.19
IV
154.8%
B/E move
8.1%

50Δ

Calls
Pseudo strike
3.82
IV
137.7%
B/E move
8.2%
Puts
Pseudo strike
4.37
IV
167.2%
B/E move
7.4%

55Δ

Calls
Pseudo strike
3.73
IV
154.9%
B/E move
7.8%
Puts
Pseudo strike
4.55
IV
179.5%
B/E move
6.7%

60Δ

Calls
Pseudo strike
3.64
IV
172.1%
B/E move
7.4%
Puts
Pseudo strike
4.73
IV
191.9%
B/E move
6.0%

65Δ

Calls
Pseudo strike
3.54
IV
189.4%
B/E move
7.1%
Puts
Pseudo strike
4.91
IV
204.2%
B/E move
5.3%

70Δ

Calls
Pseudo strike
3.37
IV
228.7%
B/E move
7.1%
Puts
Pseudo strike
5.10
IV
216.6%
B/E move
4.5%

75Δ

Calls
Pseudo strike
3.13
IV
288.8%
B/E move
7.4%
Puts
Pseudo strike
5.28
IV
229.0%
B/E move
3.8%

80Δ

Calls
Pseudo strike
2.83
IV
349.8%
B/E move
7.1%
Puts
Pseudo strike
5.46
IV
241.3%
B/E move
3.1%

Options history

History unavailable

Company coverage

Moat

Moderate

80+ patents in microdisplays and optical design for defense, AR/VR, and thermal imaging. NeuralDisplay integrates AI-driven eye tracking directly into microdisplays — a differentiated innovation. $15.4M defense contract demonstrates customer stickin…

Physical assets

Moderate

Primary manufacturing facility in Westborough, Massachusetts undergoing aggressive automation for 24/7 production. Defense contracts require domestic production capability. Productive and valuable but not unique — competitors can build similar facil…

Software / hardware

Software25%
Hardware75%

Growth. NeuralDisplay AI-driven microdisplay technology captures defense HMD upgrade cycles while Westborough automated manufacturing secures long-cycle allied military contracts. Primary assets. 80+ patents (NeuralDisplay microdisplay tech), Westbo…

Latest entries
  1. manual · sw-hw

    Growth. NeuralDisplay AI-driven microdisplay technology captures defense HMD upgrade cycles while Westborough automated manufacturing secures long-cycle allied military contracts. Primary assets. 80+ patents (NeuralDisplay microd…

  2. manual · physical-assets

    Primary manufacturing facility in Westborough, Massachusetts undergoing aggressive automation for 24/7 production. Defense contracts require domestic production capability. Productive and valuable but not unique — competitors can…

  3. manual · moat

    80+ patents in microdisplays and optical design for defense, AR/VR, and thermal imaging. NeuralDisplay integrates AI-driven eye tracking directly into microdisplays — a differentiated innovation. $15.4M defense contract demonstra…

Recent records
Action Type Relative size
BUY CALL option +17%
BUY Equity +14%
BUY Equity +4%
BUY CALL option +21%
BUY Equity +10%
BUY Equity +46%
BUY Equity +24%
BUY CALL option +15%
BUY CALL option +27%
BUY Equity +13%
BUY CALL option +100%
BUY Equity +4%
BUY CALL option +56%
BUY CALL option +56%
BUY CALL option +56%
BUY CALL option +54%
BUY Equity +3%
BUY Equity +65%
BUY Equity +17%
BUY Equity +11%
BUY CALL option +20%
BUY CALL option +23%
BUY Equity +6%
BUY Equity +7%

Notes

Full portfolio moat / asset analysis

80+ patents in microdisplays and optical design for defense, AR/VR, and thermal imaging. NeuralDisplay integrates AI-driven eye tracking directly into microdisplays — a differentiated innovation. $15.4M defense contract demonstrates customer stickiness in a regulated, long-cycle market. However, faces pressure from larger competitors (Sony, BOE) and special…

Full portfolio moat / asset analysis

Primary manufacturing facility in Westborough, Massachusetts undergoing aggressive automation for 24/7 production. Defense contracts require domestic production capability. Productive and valuable but not unique — competitors can build similar facilities.