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Brandywine Realty Trust BDN

REAL ESTATE · REIT - OFFICE
i

Market dataready · fetched 2026-10-22T12:02:23.137Z

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 · 2026-10-22T10:18:12.090835931Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T11:54:10.096997+00:00

Share price$2.70
1D
Price history unavailable.

Brandywine Realty Trust options

Live interpolated BDN call and put midpoint premiums by absolute delta.Brandywine Realty Trust$0.14$0.44$0.73$1.02$1.31$-0.33$0.99$2.30$3.62$4.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BDN spot · $2.70BDN PRICE$0.18$0.24$0.31$0.36$0.39$0.42$0.46$0.49$0.52$0.55$0.58$0.61$0.64$0.52$0.58$0.64$0.69$0.75$0.81$0.87$0.93$0.99$1.05$1.10$1.16$1.22
PutsExpensive6.07×
CallsExpensive4.71×
SkewBearish+104.09 pp
Implied moveBearish±$1.33
TiltBearish32.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.93196.3%89.1%1.45504.5%65.3%
25Δ5.34242.1%106.7%1.64475.3%60.7%
30Δ5.75287.9%124.2%1.82446.0%56.0%
35Δ5.88309.0%131.0%2.01416.7%51.3%
40Δ5.54289.2%119.9%2.19387.5%46.6%
45Δ5.21269.3%108.7%2.38358.2%41.9%
50Δ4.88249.4%97.6%2.56328.9%37.3%
55Δ4.55229.6%86.4%2.75299.6%32.6%
60Δ4.21209.7%75.3%2.93270.4%27.9%
65Δ3.88189.8%64.1%3.12241.1%23.2%
70Δ3.55170.0%53.0%3.30211.8%18.5%
75Δ3.22150.1%41.8%3.49182.5%13.8%
80Δ2.89130.2%30.7%3.67153.3%9.2%

20Δ

Calls
Pseudo strike
4.93
IV
196.3%
B/E move
89.1%
Puts
Pseudo strike
1.45
IV
504.5%
B/E move
65.3%

25Δ

Calls
Pseudo strike
5.34
IV
242.1%
B/E move
106.7%
Puts
Pseudo strike
1.64
IV
475.3%
B/E move
60.7%

30Δ

Calls
Pseudo strike
5.75
IV
287.9%
B/E move
124.2%
Puts
Pseudo strike
1.82
IV
446.0%
B/E move
56.0%

35Δ

Calls
Pseudo strike
5.88
IV
309.0%
B/E move
131.0%
Puts
Pseudo strike
2.01
IV
416.7%
B/E move
51.3%

40Δ

Calls
Pseudo strike
5.54
IV
289.2%
B/E move
119.9%
Puts
Pseudo strike
2.19
IV
387.5%
B/E move
46.6%

45Δ

Calls
Pseudo strike
5.21
IV
269.3%
B/E move
108.7%
Puts
Pseudo strike
2.38
IV
358.2%
B/E move
41.9%

50Δ

Calls
Pseudo strike
4.88
IV
249.4%
B/E move
97.6%
Puts
Pseudo strike
2.56
IV
328.9%
B/E move
37.3%

55Δ

Calls
Pseudo strike
4.55
IV
229.6%
B/E move
86.4%
Puts
Pseudo strike
2.75
IV
299.6%
B/E move
32.6%

60Δ

Calls
Pseudo strike
4.21
IV
209.7%
B/E move
75.3%
Puts
Pseudo strike
2.93
IV
270.4%
B/E move
27.9%

65Δ

Calls
Pseudo strike
3.88
IV
189.8%
B/E move
64.1%
Puts
Pseudo strike
3.12
IV
241.1%
B/E move
23.2%

70Δ

Calls
Pseudo strike
3.55
IV
170.0%
B/E move
53.0%
Puts
Pseudo strike
3.30
IV
211.8%
B/E move
18.5%

75Δ

Calls
Pseudo strike
3.22
IV
150.1%
B/E move
41.8%
Puts
Pseudo strike
3.49
IV
182.5%
B/E move
13.8%

80Δ

Calls
Pseudo strike
2.89
IV
130.2%
B/E move
30.7%
Puts
Pseudo strike
3.67
IV
153.3%
B/E move
9.2%

Options history

No recorded observations