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ARMOUR Residential REIT Inc ARR

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-10-22T06:03:47.901Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:49:44.133771018Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T06:03:45.692444+00:00

Share price$12.80
1D+0.5%
AH$12.72$12.78$12.84$12.90$12.965:30 AM6:30 AM9:00 AM1:00 PM2:00 PMARR
Sold putSold callAH

ARMOUR Residential REIT Inc options

Live interpolated ARR call and put midpoint premiums by absolute delta.ARMOUR Residential REIT Inc$0.04$1.15$2.25$3.35$4.45$10.63$11.86$13.08$14.31$15.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ARR spot · $12.80ARR PRICE$0.36$0.34$0.33$0.31$0.29$0.29$0.39$0.49$0.59$0.69$0.79$0.89$1.18$0.16$0.21$0.29$0.37$0.45$0.53$0.61$0.75$0.92$1.10$1.28$3.37$4.13
PutsExpensive1.12×
CallsExpensive1.31×
SkewBullish-3.53 pp
Implied moveBearish±$1.01
TiltBearish34.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.88127.5%58.2%11.7240.1%9.7%
25Δ18.46106.0%46.9%12.1133.1%7.0%
30Δ17.0384.6%35.6%12.2734.2%6.3%
35Δ15.6063.1%24.3%12.4435.3%5.7%
40Δ14.1741.7%13.0%12.6036.4%5.1%
45Δ12.9724.3%3.7%12.7637.5%4.4%
50Δ12.8325.3%3.3%12.9338.6%3.8%
55Δ12.6926.3%3.0%13.1339.8%3.3%
60Δ12.5527.3%2.6%13.3641.1%2.8%
65Δ12.4028.3%2.3%13.6042.4%2.3%
70Δ12.2629.3%2.0%13.8443.6%1.9%
75Δ12.1230.3%1.6%15.8287.1%2.7%
80Δ11.8137.0%1.5%16.6295.8%2.5%

20Δ

Calls
Pseudo strike
19.88
IV
127.5%
B/E move
58.2%
Puts
Pseudo strike
11.72
IV
40.1%
B/E move
9.7%

25Δ

Calls
Pseudo strike
18.46
IV
106.0%
B/E move
46.9%
Puts
Pseudo strike
12.11
IV
33.1%
B/E move
7.0%

30Δ

Calls
Pseudo strike
17.03
IV
84.6%
B/E move
35.6%
Puts
Pseudo strike
12.27
IV
34.2%
B/E move
6.3%

35Δ

Calls
Pseudo strike
15.60
IV
63.1%
B/E move
24.3%
Puts
Pseudo strike
12.44
IV
35.3%
B/E move
5.7%

40Δ

Calls
Pseudo strike
14.17
IV
41.7%
B/E move
13.0%
Puts
Pseudo strike
12.60
IV
36.4%
B/E move
5.1%

45Δ

Calls
Pseudo strike
12.97
IV
24.3%
B/E move
3.7%
Puts
Pseudo strike
12.76
IV
37.5%
B/E move
4.4%

50Δ

Calls
Pseudo strike
12.83
IV
25.3%
B/E move
3.3%
Puts
Pseudo strike
12.93
IV
38.6%
B/E move
3.8%

55Δ

Calls
Pseudo strike
12.69
IV
26.3%
B/E move
3.0%
Puts
Pseudo strike
13.13
IV
39.8%
B/E move
3.3%

60Δ

Calls
Pseudo strike
12.55
IV
27.3%
B/E move
2.6%
Puts
Pseudo strike
13.36
IV
41.1%
B/E move
2.8%

65Δ

Calls
Pseudo strike
12.40
IV
28.3%
B/E move
2.3%
Puts
Pseudo strike
13.60
IV
42.4%
B/E move
2.3%

70Δ

Calls
Pseudo strike
12.26
IV
29.3%
B/E move
2.0%
Puts
Pseudo strike
13.84
IV
43.6%
B/E move
1.9%

75Δ

Calls
Pseudo strike
12.12
IV
30.3%
B/E move
1.6%
Puts
Pseudo strike
15.82
IV
87.1%
B/E move
2.7%

80Δ

Calls
Pseudo strike
11.81
IV
37.0%
B/E move
1.5%
Puts
Pseudo strike
16.62
IV
95.8%
B/E move
2.5%

Options history

No recorded observations