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Arbor Realty Trust ABR

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-10-20T06:06:28.494Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:22:02.179922794Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:06:28.040185+00:00

Share price$2.67
1D-0.8%
AH$2.52$2.58$2.64$2.70$2.765:30 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$0.00$1.48$2.95$4.43$5.91$0.46$1.56$2.66$3.77$4.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ABR spot · $2.67ABR PRICE$0.13$0.23$0.33$0.13$0.15$0.17$0.19$0.21$0.24$0.26$0.13$0.19$0.24$0.29$2.54$5.04$4.67$1.44$2.46$2.64$2.26$5.48$2.28
PutsExpensive2.80×
CallsExpensive1.74×
SkewBearish+105.00 pp
Implied moveBearish±$4.86
TiltBearish87.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.65153.4%79.1%2.13115.3%25.2%
25Δ6.21249.3%141.2%2.25119.5%22.7%
30Δ7.76345.2%203.2%2.37123.7%20.3%
35Δ3.0077.2%17.0%2.49127.9%17.8%
40Δ2.9274.3%15.1%4.63262.0%21.9%
45Δ2.8571.3%13.1%7.00410.6%26.7%
50Δ2.7868.4%11.2%6.70389.4%23.9%
55Δ2.7165.4%9.3%3.76199.6%13.2%
60Δ2.6362.5%7.4%4.77261.4%13.6%
65Δ2.5659.6%5.5%4.99265.1%12.0%
70Δ4.74188.3%6.9%
75Δ7.93319.6%8.2%
80Δ4.84177.2%3.9%

20Δ

Calls
Pseudo strike
4.65
IV
153.4%
B/E move
79.1%
Puts
Pseudo strike
2.13
IV
115.3%
B/E move
25.2%

25Δ

Calls
Pseudo strike
6.21
IV
249.3%
B/E move
141.2%
Puts
Pseudo strike
2.25
IV
119.5%
B/E move
22.7%

30Δ

Calls
Pseudo strike
7.76
IV
345.2%
B/E move
203.2%
Puts
Pseudo strike
2.37
IV
123.7%
B/E move
20.3%

35Δ

Calls
Pseudo strike
3.00
IV
77.2%
B/E move
17.0%
Puts
Pseudo strike
2.49
IV
127.9%
B/E move
17.8%

40Δ

Calls
Pseudo strike
2.92
IV
74.3%
B/E move
15.1%
Puts
Pseudo strike
4.63
IV
262.0%
B/E move
21.9%

45Δ

Calls
Pseudo strike
2.85
IV
71.3%
B/E move
13.1%
Puts
Pseudo strike
7.00
IV
410.6%
B/E move
26.7%

50Δ

Calls
Pseudo strike
2.78
IV
68.4%
B/E move
11.2%
Puts
Pseudo strike
6.70
IV
389.4%
B/E move
23.9%

55Δ

Calls
Pseudo strike
2.71
IV
65.4%
B/E move
9.3%
Puts
Pseudo strike
3.76
IV
199.6%
B/E move
13.2%

60Δ

Calls
Pseudo strike
2.63
IV
62.5%
B/E move
7.4%
Puts
Pseudo strike
4.77
IV
261.4%
B/E move
13.6%

65Δ

Calls
Pseudo strike
2.56
IV
59.6%
B/E move
5.5%
Puts
Pseudo strike
4.99
IV
265.1%
B/E move
12.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.74
IV
188.3%
B/E move
6.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.93
IV
319.6%
B/E move
8.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.84
IV
177.2%
B/E move
3.9%

Options history

ABR227.04227.26227.492026-10-19T19:49:59.490000+00:00: 227.26%Oct 19Oct 19
Table
ObservationIVSkewImplied move
227.26%-130.49 pp181.50%