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Arbor Realty Trust ABR

REAL ESTATE · REIT - MORTGAGE
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Market dataready · fetched 2026-10-15T21:02:29.750Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:59:15.022420572Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:02:28.622457+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$0.33$0.65$0.97$1.29$1.70$2.17$2.63$3.10$3.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $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$0.72$0.25$0.30$0.35$0.40$0.45$0.49$0.54$0.59$0.64$0.69$0.73$1.03$1.20
PutsExpensive3.87×
CallsExpensive1.88×
SkewBearish+269.41 pp
Implied moveBearish±$0.83
TiltBearish29.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.34313.3%19.7%2.14775.6%33.4%
25Δ3.24306.2%16.8%2.26752.9%30.7%
30Δ3.14299.2%13.9%2.39730.2%28.0%
35Δ3.05292.2%11.0%2.51707.5%25.2%
40Δ2.95303.5%9.2%2.64684.8%22.5%
45Δ2.86332.3%8.4%2.77662.1%19.7%
50Δ2.76361.2%7.7%2.89639.4%17.0%
55Δ2.67390.0%6.9%3.02616.7%14.2%
60Δ2.57418.8%6.1%3.14594.0%11.5%
65Δ2.48447.6%5.4%3.27571.3%8.7%
70Δ2.38476.5%4.6%3.40548.6%6.0%
75Δ2.29505.3%3.9%3.74637.7%4.1%
80Δ2.19534.1%3.1%3.95561.8%2.7%

20Δ

Calls
Pseudo strike
3.34
IV
313.3%
B/E move
19.7%
Puts
Pseudo strike
2.14
IV
775.6%
B/E move
33.4%

25Δ

Calls
Pseudo strike
3.24
IV
306.2%
B/E move
16.8%
Puts
Pseudo strike
2.26
IV
752.9%
B/E move
30.7%

30Δ

Calls
Pseudo strike
3.14
IV
299.2%
B/E move
13.9%
Puts
Pseudo strike
2.39
IV
730.2%
B/E move
28.0%

35Δ

Calls
Pseudo strike
3.05
IV
292.2%
B/E move
11.0%
Puts
Pseudo strike
2.51
IV
707.5%
B/E move
25.2%

40Δ

Calls
Pseudo strike
2.95
IV
303.5%
B/E move
9.2%
Puts
Pseudo strike
2.64
IV
684.8%
B/E move
22.5%

45Δ

Calls
Pseudo strike
2.86
IV
332.3%
B/E move
8.4%
Puts
Pseudo strike
2.77
IV
662.1%
B/E move
19.7%

50Δ

Calls
Pseudo strike
2.76
IV
361.2%
B/E move
7.7%
Puts
Pseudo strike
2.89
IV
639.4%
B/E move
17.0%

55Δ

Calls
Pseudo strike
2.67
IV
390.0%
B/E move
6.9%
Puts
Pseudo strike
3.02
IV
616.7%
B/E move
14.2%

60Δ

Calls
Pseudo strike
2.57
IV
418.8%
B/E move
6.1%
Puts
Pseudo strike
3.14
IV
594.0%
B/E move
11.5%

65Δ

Calls
Pseudo strike
2.48
IV
447.6%
B/E move
5.4%
Puts
Pseudo strike
3.27
IV
571.3%
B/E move
8.7%

70Δ

Calls
Pseudo strike
2.38
IV
476.5%
B/E move
4.6%
Puts
Pseudo strike
3.40
IV
548.6%
B/E move
6.0%

75Δ

Calls
Pseudo strike
2.29
IV
505.3%
B/E move
3.9%
Puts
Pseudo strike
3.74
IV
637.7%
B/E move
4.1%

80Δ

Calls
Pseudo strike
2.19
IV
534.1%
B/E move
3.1%
Puts
Pseudo strike
3.95
IV
561.8%
B/E move
2.7%