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Kopin Corporation KOPN

TECHNOLOGY · ELECTRONIC COMPONENTS
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Market dataready · fetched 2026-10-16T02:54:42.462Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:54:18.366987463Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T02:54:42.047707+00:00

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

Share price$3.81
1D+1.3%
AH$3.53$3.64$3.75$3.86$3.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKOPN
Sold putSold callAH

Kopin Corporation options

Live interpolated KOPN call and put midpoint premiums by absolute delta.Kopin Corporation$0.04$0.24$0.44$0.63$0.83$3.26$3.57$3.88$4.20$4.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KOPN spot · $3.81KOPN PRICE$0.08$0.06$0.08$0.15$0.22$0.29$0.36$0.43$0.50$0.57$0.64$0.71$0.78$0.09$0.10$0.11$0.11$0.12$0.13$0.14$0.15$0.16$0.16$0.17$0.18$0.19
PutsExpensive1.96×
CallsExpensive2.25×
SkewBullish-88.42 pp
Implied moveBullish±$0.50
TiltBullish45.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.63439.2%23.6%3.25455.2%17.1%
25Δ4.21277.2%12.1%3.45367.0%12.1%
30Δ3.97189.2%6.2%3.53329.2%10.1%
35Δ3.88219.5%5.8%3.57308.7%9.3%
40Δ3.80249.9%5.4%3.61288.2%8.4%
45Δ3.71280.2%5.0%3.65267.8%7.5%
50Δ3.63310.6%4.6%3.70247.3%6.7%
55Δ3.54340.9%4.2%3.74226.8%5.8%
60Δ3.46371.3%3.8%3.78206.4%4.9%
65Δ3.37401.6%3.4%3.82185.9%4.1%
70Δ3.29432.0%3.0%3.86165.4%3.2%
75Δ3.20462.4%2.6%3.90145.0%2.3%
80Δ3.12492.7%2.3%3.94124.5%1.5%

20Δ

Calls
Pseudo strike
4.63
IV
439.2%
B/E move
23.6%
Puts
Pseudo strike
3.25
IV
455.2%
B/E move
17.1%

25Δ

Calls
Pseudo strike
4.21
IV
277.2%
B/E move
12.1%
Puts
Pseudo strike
3.45
IV
367.0%
B/E move
12.1%

30Δ

Calls
Pseudo strike
3.97
IV
189.2%
B/E move
6.2%
Puts
Pseudo strike
3.53
IV
329.2%
B/E move
10.1%

35Δ

Calls
Pseudo strike
3.88
IV
219.5%
B/E move
5.8%
Puts
Pseudo strike
3.57
IV
308.7%
B/E move
9.3%

40Δ

Calls
Pseudo strike
3.80
IV
249.9%
B/E move
5.4%
Puts
Pseudo strike
3.61
IV
288.2%
B/E move
8.4%

45Δ

Calls
Pseudo strike
3.71
IV
280.2%
B/E move
5.0%
Puts
Pseudo strike
3.65
IV
267.8%
B/E move
7.5%

50Δ

Calls
Pseudo strike
3.63
IV
310.6%
B/E move
4.6%
Puts
Pseudo strike
3.70
IV
247.3%
B/E move
6.7%

55Δ

Calls
Pseudo strike
3.54
IV
340.9%
B/E move
4.2%
Puts
Pseudo strike
3.74
IV
226.8%
B/E move
5.8%

60Δ

Calls
Pseudo strike
3.46
IV
371.3%
B/E move
3.8%
Puts
Pseudo strike
3.78
IV
206.4%
B/E move
4.9%

65Δ

Calls
Pseudo strike
3.37
IV
401.6%
B/E move
3.4%
Puts
Pseudo strike
3.82
IV
185.9%
B/E move
4.1%

70Δ

Calls
Pseudo strike
3.29
IV
432.0%
B/E move
3.0%
Puts
Pseudo strike
3.86
IV
165.4%
B/E move
3.2%

75Δ

Calls
Pseudo strike
3.20
IV
462.4%
B/E move
2.6%
Puts
Pseudo strike
3.90
IV
145.0%
B/E move
2.3%

80Δ

Calls
Pseudo strike
3.12
IV
492.7%
B/E move
2.3%
Puts
Pseudo strike
3.94
IV
124.5%
B/E move
1.5%

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.