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Kopin Corporation KOPN

TECHNOLOGY · ELECTRONIC COMPONENTS
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Market dataready · fetched 2026-10-16T00:18:45.391Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:44.827968+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$0.07$0.54$1.00$1.47$1.93$2.25$3.06$3.86$4.67$5.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KOPN spot · $3.81KOPN PRICE$0.13$0.24$0.35$0.32$0.30$0.32$0.35$0.41$0.47$0.54$0.64$0.79$0.93$0.16$0.21$0.27$0.33$0.42$0.50$0.59$0.76$0.93$1.20$1.50$1.80$1.37
PutsExpensive1.16×
CallsExpensive1.23×
SkewBullish-8.89 pp
Implied moveBearish±$0.94
TiltBearish27.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.52111.5%48.1%3.0997.5%23.0%
25Δ6.54169.8%78.1%3.2597.5%20.3%
30Δ6.82209.8%88.0%3.4197.4%17.6%
35Δ5.47152.7%52.0%3.5697.6%15.3%
40Δ4.43107.5%24.2%3.7198.2%13.5%
45Δ4.1793.2%17.9%3.8698.8%11.7%
50Δ3.9683.7%13.0%4.0299.8%10.0%
55Δ3.8384.4%11.3%4.23105.2%8.9%
60Δ3.7085.0%9.6%4.45110.6%7.8%
65Δ3.5785.7%7.9%4.76116.1%6.6%
70Δ3.4289.4%6.5%5.10121.6%5.5%
75Δ3.2496.9%5.6%5.44127.1%4.4%
80Δ3.05104.5%4.6%5.1091.1%2.3%

20Δ

Calls
Pseudo strike
5.52
IV
111.5%
B/E move
48.1%
Puts
Pseudo strike
3.09
IV
97.5%
B/E move
23.0%

25Δ

Calls
Pseudo strike
6.54
IV
169.8%
B/E move
78.1%
Puts
Pseudo strike
3.25
IV
97.5%
B/E move
20.3%

30Δ

Calls
Pseudo strike
6.82
IV
209.8%
B/E move
88.0%
Puts
Pseudo strike
3.41
IV
97.4%
B/E move
17.6%

35Δ

Calls
Pseudo strike
5.47
IV
152.7%
B/E move
52.0%
Puts
Pseudo strike
3.56
IV
97.6%
B/E move
15.3%

40Δ

Calls
Pseudo strike
4.43
IV
107.5%
B/E move
24.2%
Puts
Pseudo strike
3.71
IV
98.2%
B/E move
13.5%

45Δ

Calls
Pseudo strike
4.17
IV
93.2%
B/E move
17.9%
Puts
Pseudo strike
3.86
IV
98.8%
B/E move
11.7%

50Δ

Calls
Pseudo strike
3.96
IV
83.7%
B/E move
13.0%
Puts
Pseudo strike
4.02
IV
99.8%
B/E move
10.0%

55Δ

Calls
Pseudo strike
3.83
IV
84.4%
B/E move
11.3%
Puts
Pseudo strike
4.23
IV
105.2%
B/E move
8.9%

60Δ

Calls
Pseudo strike
3.70
IV
85.0%
B/E move
9.6%
Puts
Pseudo strike
4.45
IV
110.6%
B/E move
7.8%

65Δ

Calls
Pseudo strike
3.57
IV
85.7%
B/E move
7.9%
Puts
Pseudo strike
4.76
IV
116.1%
B/E move
6.6%

70Δ

Calls
Pseudo strike
3.42
IV
89.4%
B/E move
6.5%
Puts
Pseudo strike
5.10
IV
121.6%
B/E move
5.5%

75Δ

Calls
Pseudo strike
3.24
IV
96.9%
B/E move
5.6%
Puts
Pseudo strike
5.44
IV
127.1%
B/E move
4.4%

80Δ

Calls
Pseudo strike
3.05
IV
104.5%
B/E move
4.6%
Puts
Pseudo strike
5.10
IV
91.1%
B/E move
2.3%

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.