Fervo Energy Co
Fervo Energy Co (FRVO) Straddle
FRVO straddle scan found 82 qualifying long straddle setups on the previous trading day. Probability of profit reaches up to 60.3%.
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Trading a FRVO straddle lets you take a pure volatility position on Fervo Energy Co without committing to a direction. Fervo Energy Co'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 FRVO straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on FRVO 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 Fervo Energy Co 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 FRVO straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
Fervo Energy Company is a leading developer in the geothermal power sector, specializing in the construction, ownership, and operation of advanced energy facilities. Their innovative methodology integrates sophisticated horizontal well drilling with comprehensive distributed fiber optic sensing, significantly enhancing both the yield and longevity of their geothermal wells. The company employs highly precise directional drilling methods to access geothermal reservoirs horizontally. Additionally, Fervo has developed a proprietary data analytics algorithm designed to pinpoint valuable heat resources and optimize the fluid distribution throughout the reservoir, thereby maximizing the efficiency of energy extraction.
Established in 2017, the company is headquartered in Houston, Texas, with a supplementary office in Berkeley, California.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the FRVO straddle is the cleanest expression of that view. Our scanner prices every FRVO 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 FRVO straddle into a catalyst or short a FRVO straddle to harvest decay, the options straddle setups that matter are all in one place.
| Apr 16, 2027 | 55.00 | $39.43 | 210 | — | 60.3% | $94.43 | $15.58 | 1 |
| Apr 16, 2027 | 60.00 | $44.45 | 210 | — | 60.1% | $104.45 | $15.55 | 28 |
| Apr 16, 2027 | 50.00 | $35.13 | 210 | — | 58.2% | $85.13 | $14.88 | 7 |
| Dec 18, 2026 | 60.00 | $43.45 | 91 | — | 57.6% | $103.45 | $16.55 | 0 |
| Dec 18, 2026 | 55.00 | $38.53 | 91 | — | 57.3% | $93.53 | $16.48 | 0 |
| Apr 16, 2027 | 45.00 | $30.58 | 210 | — | 57.0% | $75.58 | $14.43 | 0 |
| Jan 15, 2027 | 45.00 | $29.05 | 119 | — | 56.9% | $74.05 | $15.95 | 0 |
| Jan 15, 2027 | 50.00 | $34.05 | 119 | — | 56.7% | $84.05 | $15.95 | 0 |
| Mar 19, 2027 | 35.00 | $20.75 | 182 | — | 56.0% | $55.75 | $14.25 | 0 |
| Dec 18, 2026 | 45.00 | $28.88 | 91 | — | 55.7% | $73.88 | $16.13 | 1 |
As of September 23, 2026
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