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Draganfly Inc. Common Shares DPRO

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Market datapartial · fetched 2026-11-03T14:42:31.815Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T14:39:15.123967266Z

FundamentalsAlpha Vantage · unavailable

Share price$3.45
1D-0.6%
$3.44$3.45$3.46$3.47$3.485:30 AM6:30 AM9:00 AM1:00 PMDPRO
Sold putSold call

Draganfly Inc. Common Shares options

Live interpolated DPRO call and put midpoint premiums by absolute delta.Draganfly Inc. Common Shares$0.04$0.16$0.27$0.39$0.51$3.17$3.32$3.46$3.61$3.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DPRO spot · $3.45DPRO PRICE$0.09$0.13$0.18$0.22$0.27$0.31$0.35$0.40$0.06$0.07$0.08$0.09$0.10$0.11$0.12$0.18$0.25$0.33$0.40$0.47
Puts——
Calls——
Skew——
Implied moveBullish±$0.24
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ3.15113.6%10.3%
30Δ3.21107.5%9.0%
35Δ3.26101.4%7.7%
40Δ3.3295.3%6.4%
45Δ3.4876.3%3.5%3.3789.3%5.1%
50Δ3.4382.9%3.2%3.4383.2%3.8%
55Δ3.3789.5%2.9%3.4877.1%2.5%
60Δ3.3296.1%2.6%3.5682.1%2.0%
65Δ3.26102.6%2.2%3.6491.2%1.8%
70Δ3.21109.2%1.9%3.72100.4%1.5%
75Δ3.15115.8%1.6%3.80109.6%1.3%
80Δ3.10122.4%1.3%3.89118.8%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.15
IV
113.6%
B/E move
10.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.21
IV
107.5%
B/E move
9.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.26
IV
101.4%
B/E move
7.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.32
IV
95.3%
B/E move
6.4%

45Δ

Calls
Pseudo strike
3.48
IV
76.3%
B/E move
3.5%
Puts
Pseudo strike
3.37
IV
89.3%
B/E move
5.1%

50Δ

Calls
Pseudo strike
3.43
IV
82.9%
B/E move
3.2%
Puts
Pseudo strike
3.43
IV
83.2%
B/E move
3.8%

55Δ

Calls
Pseudo strike
3.37
IV
89.5%
B/E move
2.9%
Puts
Pseudo strike
3.48
IV
77.1%
B/E move
2.5%

60Δ

Calls
Pseudo strike
3.32
IV
96.1%
B/E move
2.6%
Puts
Pseudo strike
3.56
IV
82.1%
B/E move
2.0%

65Δ

Calls
Pseudo strike
3.26
IV
102.6%
B/E move
2.2%
Puts
Pseudo strike
3.64
IV
91.2%
B/E move
1.8%

70Δ

Calls
Pseudo strike
3.21
IV
109.2%
B/E move
1.9%
Puts
Pseudo strike
3.72
IV
100.4%
B/E move
1.5%

75Δ

Calls
Pseudo strike
3.15
IV
115.8%
B/E move
1.6%
Puts
Pseudo strike
3.80
IV
109.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
3.10
IV
122.4%
B/E move
1.3%
Puts
Pseudo strike
3.89
IV
118.8%
B/E move
1.1%

Options history

IV · four-Friday blend272.99%
Daily close
DPRO55.2%274.1%493.1%2026-08-05: 98.85%2026-08-06: 103.70%2026-08-07: 100.08%2026-08-10: 100.79%2026-08-14: 96.85%2026-08-21: 93.27%2026-08-24: 91.28%2026-08-25: 89.16%2026-08-26: 88.21%2026-08-27: 86.54%2026-08-28: 85.37%2026-08-31: 109.54%2026-09-01: 111.64%2026-09-02: 107.71%2026-09-03: 114.08%2026-09-04: 105.24%2026-09-08: 110.97%2026-09-09: 110.40%2026-09-10: 104.47%2026-09-11: 107.26%2026-09-18: 100.44%2026-09-21: 98.56%2026-09-22: 100.91%2026-09-23: 95.78%2026-09-24: 258.29%2026-09-25: 167.10%2026-09-28: 104.37%2026-09-29: 115.66%2026-09-30: 105.84%2026-10-01: 109.20%2026-10-02: 96.49%2026-10-05: 99.67%2026-10-06: 100.67%2026-10-09: 89.01%2026-10-12: 93.84%2026-10-13: 103.10%2026-10-14: 97.79%2026-10-16: 87.60%2026-10-19: 223.39%2026-10-20: 360.67%2026-10-21: 462.88%2026-10-22: 316.16%2026-10-23: 333.07%2026-10-26: 326.64%2026-10-27: 387.94%2026-10-28: 450.82%2026-10-30: 272.99%Aug 5Sep 23Oct 30
47 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
98.85%
103.70%
100.08%
100.79%
96.85%
93.27%
91.28%
89.16%
88.21%
86.54%
85.37%
109.54%
111.64%
107.71%
114.08%
105.24%
110.97%
110.40%
104.47%
107.26%
100.44%
98.56%
100.91%
95.78%
258.29%
167.10%
104.37%
115.66%
105.84%
109.20%
96.49%
99.67%
100.67%
89.01%
93.84%
103.10%
97.79%
87.60%
223.39%
360.67%
462.88%
316.16%
333.07%
326.64%
387.94%
450.82%
272.99%