Once Upon A Farm Pbc (OFRM) Volatility Skew
Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.
Once Upon A Farm Pbc (OFRM) operates in the Consumer Defensive sector, specifically the Packaged Foods industry, with a market capitalization near $113.8M, listed on NYSE, employing roughly 144 people, carrying a beta of 0.00 to the broader market. Once Upon A Farm, PBC produces and sells organic baby food pouches, meals, and snacks for children. Led by John Foraker, public since 2015-01-01.
Snapshot as of May 15, 2026.
- Spot Price
- $15.87
- ATM IV
- 71.9%
- IV Skew 25Δ
- 0.095
- Term Structure Slope
- 0.115
As of May 15, 2026, Once Upon A Farm Pbc (OFRM) at-the-money implied volatility is 71.9%. The 25-delta skew is +0.095: calls carry premium over puts, indicating upside speculation or squeeze risk. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
OFRM Strategy Selection at Current Volatility Levels
For Once Upon A Farm Pbc options at 71.9% ATM IV, mid-range IV rank is the regime where directional conviction matters more than vol-regime positioning; strategy choice should follow the event calendar and the dealer-positioning view rather than IV rank alone. The 25-delta skew tilts to calls, so call-credit spreads or covered-call writes harvest more premium than put-credit spreads of the same width. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.
Learn how volatility skew is reported and how to read the data →
Frequently asked OFRM volatility skew questions
- What is the current OFRM ATM implied volatility?
- As of May 15, 2026, Once Upon A Farm Pbc (OFRM) at-the-money implied volatility is 71.9%. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
- Is OFRM IV high or low historically?
- Strategy choice depends on whether IV is rich or cheap relative to history; consult IV rank alongside the absolute level.
- What does OFRM volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Once Upon A Farm Pbc shows upside-skewed pricing: 25-delta calls trade richer than 25-delta puts, often reflecting upside speculation or squeeze risk. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.