Fermi Inc
Fermi Inc (FRMI) Straddle
FRMI straddle scan found 134 qualifying long straddle setups on the previous trading day. Probability of profit reaches up to 65.5%.
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Trading a FRMI straddle lets you take a pure volatility position on Fermi Inc without committing to a direction. Fermi Inc's straddle involves buying (or selling) a call and a put at the same strike and expiration, profiting when the stock moves more (or less) than the combined premium implies. Use our scanner to evaluate FRMI straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on FRMI profits from large moves in either direction and is a classic play into binary events like earnings, product announcements, or macro releases. A short straddle profits when Fermi Inc stays range-bound and implied volatility contracts. The breakeven points are simple: strike plus total premium on the upside, strike minus total premium on the downside. Comparing the FRMI straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
Fermi, Inc. engages in the development of energy infrastructure. It intends to develop an energy and data center development campus to support the needs of to-be-built AI infrastructure. The company was founded by Rick Perry, Toby Neugebauer and Griffin Perry on January 10, 2025 and is headquartered in Amrillo, TX.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the FRMI straddle is the cleanest expression of that view. Our scanner prices every FRMI straddle against historical realized moves, flags expirations where the market is overpaying or underpaying for vol, and ranks setups by breakeven width and IV rank. Whether you're long a FRMI straddle into a catalyst or short a FRMI straddle to harvest decay, the options straddle setups that matter are all in one place.
| Jan 21, 2028 | 20.00 | $16.05 | 491 | — | 65.5% | $36.05 | $3.95 | 142 |
| Jan 21, 2028 | 22.00 | $18.18 | 491 | — | 64.3% | $40.18 | $3.83 | 21 |
| Jan 21, 2028 | 17.50 | $13.90 | 491 | — | 63.1% | $31.40 | $3.60 | 322 |
| Feb 19, 2027 | 19.00 | $14.23 | 155 | — | 60.2% | $33.23 | $4.78 | 0 |
| Feb 19, 2027 | 20.00 | $15.25 | 155 | — | 59.9% | $35.25 | $4.75 | 13 |
| Feb 19, 2027 | 15.00 | $10.28 | 155 | — | 59.8% | $25.28 | $4.73 | 0 |
| Feb 19, 2027 | 18.00 | $13.28 | 155 | — | 59.6% | $31.28 | $4.73 | 20 |
| Feb 19, 2027 | 16.00 | $11.30 | 155 | — | 59.4% | $27.30 | $4.70 | 0 |
| Dec 15, 2028 | 12.00 | $10.03 | 820 | — | 59.4% | $22.03 | $1.98 | 10,038 |
| Jan 15, 2027 | 19.00 | $14.18 | 120 | — | 59.1% | $33.18 | $4.83 | 2 |
As of September 18, 2026
Find the right straddle before volatility moves
Track FRMI straddle pricing across expirations, filter by IV rank and breakeven points, and build a setup that fits your view before the move happens.
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