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Blackstone Mortgage Trust Inc BXMT

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-10-22T04:24:43.090Z

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 · 2026-10-21T23:21:28.879827357Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T04:24:41.821720+00:00

Share price$10.20
1D-0.4%
AH$10.14$10.19$10.24$10.29$10.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBXMT
Sold putSold callAH

Blackstone Mortgage Trust Inc options

Live interpolated BXMT call and put midpoint premiums by absolute delta.Blackstone Mortgage Trust Inc$0.09$0.44$0.80$1.15$1.51$8.18$9.62$11.05$12.49$13.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BXMT spot · $10.20BXMT PRICE$0.13$0.16$0.21$0.28$0.35$0.42$0.49$0.56$0.64$0.83$1.02$1.21$1.41$0.16$0.21$0.27$0.32$0.37$0.46$0.55$0.64$0.73$0.82$0.91$1.07$1.28
PutsCheap0.83×
CallsExpensive1.12×
SkewBullish-3.38 pp
Implied moveBearish±$1.04
TiltBalanced0.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.4842.1%13.8%9.2244.6%11.2%
25Δ11.1439.7%10.8%9.4244.1%9.8%
30Δ10.9139.2%9.1%9.6143.6%8.4%
35Δ10.7640.0%8.3%9.8043.0%7.0%
40Δ10.6040.9%7.4%10.0042.5%5.7%
45Δ10.4541.7%6.6%10.1542.1%5.0%
50Δ10.3042.6%5.8%10.3141.6%4.4%
55Δ10.1443.4%4.9%10.4641.2%3.7%
60Δ9.9944.4%4.1%10.6240.7%3.1%
65Δ9.7547.8%3.7%10.7740.3%2.4%
70Δ9.5151.3%3.2%10.9339.9%1.8%
75Δ9.2754.7%2.7%11.1439.5%1.3%
80Δ9.0258.2%2.3%11.3939.2%0.9%

20Δ

Calls
Pseudo strike
11.48
IV
42.1%
B/E move
13.8%
Puts
Pseudo strike
9.22
IV
44.6%
B/E move
11.2%

25Δ

Calls
Pseudo strike
11.14
IV
39.7%
B/E move
10.8%
Puts
Pseudo strike
9.42
IV
44.1%
B/E move
9.8%

30Δ

Calls
Pseudo strike
10.91
IV
39.2%
B/E move
9.1%
Puts
Pseudo strike
9.61
IV
43.6%
B/E move
8.4%

35Δ

Calls
Pseudo strike
10.76
IV
40.0%
B/E move
8.3%
Puts
Pseudo strike
9.80
IV
43.0%
B/E move
7.0%

40Δ

Calls
Pseudo strike
10.60
IV
40.9%
B/E move
7.4%
Puts
Pseudo strike
10.00
IV
42.5%
B/E move
5.7%

45Δ

Calls
Pseudo strike
10.45
IV
41.7%
B/E move
6.6%
Puts
Pseudo strike
10.15
IV
42.1%
B/E move
5.0%

50Δ

Calls
Pseudo strike
10.30
IV
42.6%
B/E move
5.8%
Puts
Pseudo strike
10.31
IV
41.6%
B/E move
4.4%

55Δ

Calls
Pseudo strike
10.14
IV
43.4%
B/E move
4.9%
Puts
Pseudo strike
10.46
IV
41.2%
B/E move
3.7%

60Δ

Calls
Pseudo strike
9.99
IV
44.4%
B/E move
4.1%
Puts
Pseudo strike
10.62
IV
40.7%
B/E move
3.1%

65Δ

Calls
Pseudo strike
9.75
IV
47.8%
B/E move
3.7%
Puts
Pseudo strike
10.77
IV
40.3%
B/E move
2.4%

70Δ

Calls
Pseudo strike
9.51
IV
51.3%
B/E move
3.2%
Puts
Pseudo strike
10.93
IV
39.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
9.27
IV
54.7%
B/E move
2.7%
Puts
Pseudo strike
11.14
IV
39.5%
B/E move
1.3%

80Δ

Calls
Pseudo strike
9.02
IV
58.2%
B/E move
2.3%
Puts
Pseudo strike
11.39
IV
39.2%
B/E move
0.9%

Options history

No recorded observations