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ARMOUR Residential REIT, Inc. ARR

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-11-11T13:56:52.794Z

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

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 · 2026-11-11T13:53:03.896248607Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:54:24.329990+00:00

Share price$12.46
1D+0.1%
$12.44$12.45$12.46$12.47$12.475:30 AM6:30 AM9:00 AM1:00 PMARR
Sold putSold call

ARMOUR Residential REIT, Inc. options

Live interpolated ARR call and put midpoint premiums by absolute delta.ARMOUR Residential REIT, Inc.$0.25$0.74$1.23$1.72$2.21$11.35$11.90$12.45$13.00$13.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ARR spot · $12.46ARR PRICE$0.94$1.03$1.10$1.17$1.24$1.31$1.38$1.45$1.52$1.58$1.65$0.97$0.30$0.41$0.51$0.62$0.72$0.83$1.07$1.45$1.81$2.07
Puts——
Calls——
Skew——
Implied moveBullish±$1.85
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.17334.0%34.2%
25Δ
30Δ18.04303.6%52.3%
35Δ17.47294.8%48.5%12.1554.1%4.9%
40Δ16.77273.5%43.4%12.3157.3%4.5%
45Δ16.08252.3%38.4%12.4660.6%4.1%
50Δ15.38231.1%33.4%12.6263.8%3.7%
55Δ14.69209.9%28.4%12.7767.0%3.3%
60Δ13.99188.6%23.3%12.9370.2%2.9%
65Δ13.29167.4%18.3%13.2277.6%2.5%
70Δ12.60146.2%13.3%13.6288.5%2.3%
75Δ11.90125.0%8.3%14.0198.8%2.0%
80Δ11.21103.7%3.3%14.3394.5%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.17
IV
334.0%
B/E move
34.2%

25Δ

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

30Δ

Calls
Pseudo strike
18.04
IV
303.6%
B/E move
52.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
17.47
IV
294.8%
B/E move
48.5%
Puts
Pseudo strike
12.15
IV
54.1%
B/E move
4.9%

40Δ

Calls
Pseudo strike
16.77
IV
273.5%
B/E move
43.4%
Puts
Pseudo strike
12.31
IV
57.3%
B/E move
4.5%

45Δ

Calls
Pseudo strike
16.08
IV
252.3%
B/E move
38.4%
Puts
Pseudo strike
12.46
IV
60.6%
B/E move
4.1%

50Δ

Calls
Pseudo strike
15.38
IV
231.1%
B/E move
33.4%
Puts
Pseudo strike
12.62
IV
63.8%
B/E move
3.7%

55Δ

Calls
Pseudo strike
14.69
IV
209.9%
B/E move
28.4%
Puts
Pseudo strike
12.77
IV
67.0%
B/E move
3.3%

60Δ

Calls
Pseudo strike
13.99
IV
188.6%
B/E move
23.3%
Puts
Pseudo strike
12.93
IV
70.2%
B/E move
2.9%

65Δ

Calls
Pseudo strike
13.29
IV
167.4%
B/E move
18.3%
Puts
Pseudo strike
13.22
IV
77.6%
B/E move
2.5%

70Δ

Calls
Pseudo strike
12.60
IV
146.2%
B/E move
13.3%
Puts
Pseudo strike
13.62
IV
88.5%
B/E move
2.3%

75Δ

Calls
Pseudo strike
11.90
IV
125.0%
B/E move
8.3%
Puts
Pseudo strike
14.01
IV
98.8%
B/E move
2.0%

80Δ

Calls
Pseudo strike
11.21
IV
103.7%
B/E move
3.3%
Puts
Pseudo strike
14.33
IV
94.5%
B/E move
1.5%

Options history

IV · four-Friday blend33.69%
Daily EOD
ARR31.0%34.5%38.0%2026-10-19: 32.99%2026-10-20: 36.19%2026-10-21: 31.52%2026-10-22: 31.84%2026-10-23: 31.94%2026-10-26: 31.45%2026-10-29: 37.56%2026-10-30: 33.69%Oct 19Oct 22Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
32.99%
36.19%
31.52%
31.84%
31.94%
31.45%
37.56%
33.69%