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Brandywine Realty Trust BDN

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Market datapartial · fetched 2026-11-11T14:52:18.049Z

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 · 2026-11-11T14:51:39.435160362Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:52:16.833690+00:00

Share price$3.08
1D-1.1%
$3.06$3.08$3.09$3.10$3.115:30 AM6:30 AM9:00 AM1:00 PMBDN
Sold putSold call

Brandywine Realty Trust options

Live interpolated BDN call and put midpoint premiums by absolute delta.Brandywine Realty Trust$0.34$0.86$1.37$1.89$2.40$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEBDN PRICE$0.40$0.66$0.93$1.19$1.46$1.72$1.99$2.25
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ3.26110.3%6.7%
50Δ3.55124.7%6.1%
55Δ3.83139.0%5.5%
60Δ4.12153.4%4.9%
65Δ4.40167.8%4.3%
70Δ4.69182.2%3.7%
75Δ4.97196.6%3.0%
80Δ5.25211.0%2.4%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.26
IV
110.3%
B/E move
6.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.55
IV
124.7%
B/E move
6.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.83
IV
139.0%
B/E move
5.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.12
IV
153.4%
B/E move
4.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.40
IV
167.8%
B/E move
4.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.69
IV
182.2%
B/E move
3.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.97
IV
196.6%
B/E move
3.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.25
IV
211.0%
B/E move
2.4%

Options history

IV · four-Friday blend79.72%
Daily close
BDN65.5%111.0%156.4%2026-08-18: 150.16%2026-08-19: 130.64%2026-08-28: 78.46%2026-08-31: 71.81%2026-09-02: 77.33%2026-09-08: 88.20%2026-09-09: 72.13%2026-09-11: 86.54%2026-10-29: 79.72%Aug 18Sep 2Oct 29
9 observations2026-08-18 — 2026-10-29
Table
DateIV (%)
150.16%
130.64%
78.46%
71.81%
77.33%
88.20%
72.13%
86.54%
79.72%