FRVO options: IV rank, expected move and trade screens
Fervo Energy Co · Utilities
As of the close on . In the app, data is refreshed intraday.
FRVO closed at $14.45 on Oct 2, 2026 with 30-day implied volatility of 96.4%. That is in the lower half of its one-year range (IV rank 47), so premiums are on the modest side for FRVO. Measured by IV percentile, IV is higher than 40% of the past year's readings. Options expiring Oct 16 (14 days out) price a one standard deviation move of about $2.47, or 17.1%.
The 14-day RSI of 40.9 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $1.35, about 9.3% of the price, a measure of a typical day's range.
Option volume at the close (3.82K contracts) was 0.5x its average, much quieter than usual. None of our preset screens found trades on FRVO at the close.
FRVO stats at the close
- Price
- $14.45
- Market cap $1.21B
- Implied volatility
- 96.4%
- 30-day, at the money
- IV rank
- 47
- IV sits 47% of the way from its one-year low to its one-year high.
- IV percentile
- 40
- IV is higher than 40% of the past year's readings.
- ATR (14-day)
- $1.35
- 9.3% of the price on a typical day
- RSI (14-day)
- 40.9
- Between 30 and 70, neutral
- Option volume
- 0.5x avg
- 3.82K contracts vs 7.92K average
FRVO expected move by expiration
Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Oct 16, 202614 days | 87.4% | ±$2.47 (17.1%) | $11.98 to $16.92 | $2.05 |
| Nov 20, 202649 days | 99.2% | ±$5.25 (36.4%) | $9.20 to $19.70 | $4.25 |
| Dec 18, 202677 days | 98.9% | ±$6.56 (45.4%) | $7.89 to $21.01 | $5.28 |
Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.
Trades that pass our screens as of the close
FRVO options FAQ
- What is FRVO's IV rank?
- At the close on Oct 2, 2026, FRVO's IV rank was 47 with 30-day implied volatility of 96.4%. IV sits 47% of the way from its one-year low to its one-year high. Its IV percentile was 40: IV is higher than 40% of the past year's readings.
- What is the expected move for FRVO?
- Based on the close on Oct 2, 2026, options expiring Oct 16, 2026 priced a one standard deviation move of $2.47 (17.1%), a range of $11.98 to $16.92. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
- Is FRVO option volume above average?
- On Oct 2, 2026, FRVO option volume was 0.5x its average, much quieter than usual.
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