IntraAlpha
Create free account Start free

Arbor Realty Trust ABR

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-10-15T20:33:31.239Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:28:01.920026747Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:30.371187+00:00

Share price$2.83
1D+6.8%
AH$2.60$2.68$2.77$2.85$2.945:30 AM6:30 AM9:00 AM1:00 PM2:00 PMABR
Sold putSold callAH

Arbor Realty Trust options

Live interpolated ABR call and put midpoint premiums by absolute delta.Arbor Realty Trust$0.01$0.35$0.68$1.01$1.35$1.70$2.16$2.63$3.10$3.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $2.83OPTION PRICELive ABR spot · $2.83ABR PRICE$0.05$0.06$0.08$0.09$0.14$0.21$0.28$0.36$0.43$0.50$0.58$0.65$0.73$0.25$0.30$0.35$0.40$0.44$0.49$0.54$0.59$0.64$0.69$0.73$1.02$1.25
PutsExpensive3.90×
CallsExpensive1.88×
SkewBearish+271.76 pp
Implied moveBearish±$0.83
TiltBearish29.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.34310.1%19.7%2.13775.8%33.5%
25Δ3.24303.2%16.8%2.26752.5%30.8%
30Δ3.14296.2%13.9%2.38729.3%28.0%
35Δ3.05289.3%11.0%2.51706.0%25.3%
40Δ2.95300.6%9.2%2.64682.8%22.5%
45Δ2.86329.2%8.4%2.76659.6%19.8%
50Δ2.76357.8%7.7%2.89636.3%17.0%
55Δ2.67386.3%6.9%3.02613.1%14.3%
60Δ2.57414.9%6.2%3.14589.8%11.5%
65Δ2.48443.5%5.4%3.27566.6%8.8%
70Δ2.38472.1%4.6%3.39543.3%6.0%
75Δ2.29500.7%3.9%3.73627.7%4.1%
80Δ2.19529.3%3.1%4.00583.3%2.8%

20Δ

Calls
Pseudo strike
3.34
IV
310.1%
B/E move
19.7%
Puts
Pseudo strike
2.13
IV
775.8%
B/E move
33.5%

25Δ

Calls
Pseudo strike
3.24
IV
303.2%
B/E move
16.8%
Puts
Pseudo strike
2.26
IV
752.5%
B/E move
30.8%

30Δ

Calls
Pseudo strike
3.14
IV
296.2%
B/E move
13.9%
Puts
Pseudo strike
2.38
IV
729.3%
B/E move
28.0%

35Δ

Calls
Pseudo strike
3.05
IV
289.3%
B/E move
11.0%
Puts
Pseudo strike
2.51
IV
706.0%
B/E move
25.3%

40Δ

Calls
Pseudo strike
2.95
IV
300.6%
B/E move
9.2%
Puts
Pseudo strike
2.64
IV
682.8%
B/E move
22.5%

45Δ

Calls
Pseudo strike
2.86
IV
329.2%
B/E move
8.4%
Puts
Pseudo strike
2.76
IV
659.6%
B/E move
19.8%

50Δ

Calls
Pseudo strike
2.76
IV
357.8%
B/E move
7.7%
Puts
Pseudo strike
2.89
IV
636.3%
B/E move
17.0%

55Δ

Calls
Pseudo strike
2.67
IV
386.3%
B/E move
6.9%
Puts
Pseudo strike
3.02
IV
613.1%
B/E move
14.3%

60Δ

Calls
Pseudo strike
2.57
IV
414.9%
B/E move
6.2%
Puts
Pseudo strike
3.14
IV
589.8%
B/E move
11.5%

65Δ

Calls
Pseudo strike
2.48
IV
443.5%
B/E move
5.4%
Puts
Pseudo strike
3.27
IV
566.6%
B/E move
8.8%

70Δ

Calls
Pseudo strike
2.38
IV
472.1%
B/E move
4.6%
Puts
Pseudo strike
3.39
IV
543.3%
B/E move
6.0%

75Δ

Calls
Pseudo strike
2.29
IV
500.7%
B/E move
3.9%
Puts
Pseudo strike
3.73
IV
627.7%
B/E move
4.1%

80Δ

Calls
Pseudo strike
2.19
IV
529.3%
B/E move
3.1%
Puts
Pseudo strike
4.00
IV
583.3%
B/E move
2.8%