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Fermi Inc. (FRMI)

$2.86 underlying · data as of Oct 29, 2026, 4:00 PM EDT

Earnings 2026-11-12

Price context

Underlying
$2.86
Expected move
$0.68
Expected move %
23.6%

Options pricing context

Original vendor ATM IV
141.1%
Earnings IV comparison
View matched history →
Liquidity
POOR
Median spread
40.0%

Catalyst

Next earnings
2026-11-12
Session
Before Market
Days away
14

Strategy opportunities

  • Long Straddle score 0.57

    Buy premium before earnings when event-relative IV is cheap and expansion remains possible.

    Full research →
  • Long Strangle score 0.51

    Buy out-of-the-money wings to express a cheap-volatility view with defined premium at risk.

    Full research →

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Data provenance

Every figure on this page comes from published, reviewed research or labelled historical reconstructions. Modelled cash-secured-put and covered-call premiums are calculated from the published at-the-money implied volatility with Black-Scholes and are not live quotes.