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Brandywine Realty Trust BDN

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Market datapartial · fetched 2026-10-22T21:01:13.711Z

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 · 2026-10-22T20:26:50.216604311Z

FundamentalsAlpha Vantage · unavailable

Share price$2.95
1D+5.4%
AH$2.74$2.81$2.88$2.95$3.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBDN
Sold putSold callAH

Brandywine Realty Trust options

Live interpolated BDN call and put midpoint premiums by absolute delta.Brandywine Realty Trust$0.09$0.46$0.83$1.21$1.58$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEBDN PRICE$0.17$0.25$0.32$0.31$0.22$0.13$0.38$0.38$0.38$0.38$0.38$0.38$0.47$0.58$0.69$0.80$0.91$1.02$1.47
PutsExpensive2.91×
CallsExpensive2.94×
SkewBullish-2.17 pp
Implied move——
TiltBearish71.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.92174.1%72.7%1.68431.3%55.9%
25Δ5.36220.6%89.8%1.93368.3%47.2%
30Δ5.79267.2%106.9%2.19305.2%38.5%
35Δ5.46244.2%95.4%2.45242.1%29.8%
40Δ4.41154.8%56.7%2.71179.0%21.0%
45Δ3.3565.4%18.0%2.96115.9%12.3%
50Δ3.13107.0%10.0%
55Δ3.27107.2%8.7%
60Δ3.42107.3%7.5%
65Δ3.56107.5%6.3%
70Δ3.71107.7%5.0%
75Δ3.86107.9%3.8%
80Δ4.34125.9%2.9%

20Δ

Calls
Pseudo strike
4.92
IV
174.1%
B/E move
72.7%
Puts
Pseudo strike
1.68
IV
431.3%
B/E move
55.9%

25Δ

Calls
Pseudo strike
5.36
IV
220.6%
B/E move
89.8%
Puts
Pseudo strike
1.93
IV
368.3%
B/E move
47.2%

30Δ

Calls
Pseudo strike
5.79
IV
267.2%
B/E move
106.9%
Puts
Pseudo strike
2.19
IV
305.2%
B/E move
38.5%

35Δ

Calls
Pseudo strike
5.46
IV
244.2%
B/E move
95.4%
Puts
Pseudo strike
2.45
IV
242.1%
B/E move
29.8%

40Δ

Calls
Pseudo strike
4.41
IV
154.8%
B/E move
56.7%
Puts
Pseudo strike
2.71
IV
179.0%
B/E move
21.0%

45Δ

Calls
Pseudo strike
3.35
IV
65.4%
B/E move
18.0%
Puts
Pseudo strike
2.96
IV
115.9%
B/E move
12.3%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.13
IV
107.0%
B/E move
10.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.27
IV
107.2%
B/E move
8.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.42
IV
107.3%
B/E move
7.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.56
IV
107.5%
B/E move
6.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.71
IV
107.7%
B/E move
5.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.86
IV
107.9%
B/E move
3.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.34
IV
125.9%
B/E move
2.9%

Options history

No recorded observations