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Blackstone Mortgage Trust, Inc. (NEW) BXMT

i

Market datapartial · fetched 2026-11-11T15:44:47.764Z

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 · 2026-11-11T15:44:35.900427394Z

FundamentalsAlpha Vantage · unavailable

Share price$10.99
1D+0.6%
$10.91$10.95$10.99$11.03$11.085:30 AM6:30 AM9:00 AM1:00 PMBXMT
Sold putSold call

Blackstone Mortgage Trust, Inc. (NEW) options

Live interpolated BXMT call and put midpoint premiums by absolute delta.Blackstone Mortgage Trust, Inc. (NEW)$0.05$0.47$0.88$1.30$1.72$9.50$10.28$11.06$11.84$12.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BXMT spot · $10.99BXMT PRICE$0.10$0.13$0.15$0.18$0.21$0.24$0.27$0.36$0.48$0.59$0.71$0.82$0.94$0.11$0.15$0.18$0.21$0.24$0.28$0.36$0.56$0.77$0.98$1.18$1.39$1.60
PutsCheap0.79×
CallsCheap0.62×
SkewBearish+6.29 pp
Implied moveBearish±$0.63
TiltBearish21.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.8951.3%9.1%10.1755.5%8.5%
25Δ11.7549.5%8.0%10.3253.4%7.4%
30Δ11.6047.7%7.0%10.4651.3%6.4%
35Δ11.4645.9%6.0%10.6149.3%5.4%
40Δ11.3244.0%4.9%10.7547.2%4.4%
45Δ11.1842.2%3.9%10.9045.1%3.4%
50Δ11.0440.4%2.9%11.0744.7%2.6%
55Δ10.8941.9%2.4%11.3048.5%2.3%
60Δ10.7544.6%2.1%11.5452.3%2.0%
65Δ10.6047.4%1.9%11.7756.2%1.8%
70Δ10.4650.1%1.6%12.0160.0%1.5%
75Δ10.3252.8%1.3%12.2563.8%1.2%
80Δ10.1755.5%1.1%12.4867.7%1.0%

20Δ

Calls
Pseudo strike
11.89
IV
51.3%
B/E move
9.1%
Puts
Pseudo strike
10.17
IV
55.5%
B/E move
8.5%

25Δ

Calls
Pseudo strike
11.75
IV
49.5%
B/E move
8.0%
Puts
Pseudo strike
10.32
IV
53.4%
B/E move
7.4%

30Δ

Calls
Pseudo strike
11.60
IV
47.7%
B/E move
7.0%
Puts
Pseudo strike
10.46
IV
51.3%
B/E move
6.4%

35Δ

Calls
Pseudo strike
11.46
IV
45.9%
B/E move
6.0%
Puts
Pseudo strike
10.61
IV
49.3%
B/E move
5.4%

40Δ

Calls
Pseudo strike
11.32
IV
44.0%
B/E move
4.9%
Puts
Pseudo strike
10.75
IV
47.2%
B/E move
4.4%

45Δ

Calls
Pseudo strike
11.18
IV
42.2%
B/E move
3.9%
Puts
Pseudo strike
10.90
IV
45.1%
B/E move
3.4%

50Δ

Calls
Pseudo strike
11.04
IV
40.4%
B/E move
2.9%
Puts
Pseudo strike
11.07
IV
44.7%
B/E move
2.6%

55Δ

Calls
Pseudo strike
10.89
IV
41.9%
B/E move
2.4%
Puts
Pseudo strike
11.30
IV
48.5%
B/E move
2.3%

60Δ

Calls
Pseudo strike
10.75
IV
44.6%
B/E move
2.1%
Puts
Pseudo strike
11.54
IV
52.3%
B/E move
2.0%

65Δ

Calls
Pseudo strike
10.60
IV
47.4%
B/E move
1.9%
Puts
Pseudo strike
11.77
IV
56.2%
B/E move
1.8%

70Δ

Calls
Pseudo strike
10.46
IV
50.1%
B/E move
1.6%
Puts
Pseudo strike
12.01
IV
60.0%
B/E move
1.5%

75Δ

Calls
Pseudo strike
10.32
IV
52.8%
B/E move
1.3%
Puts
Pseudo strike
12.25
IV
63.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
10.17
IV
55.5%
B/E move
1.1%
Puts
Pseudo strike
12.48
IV
67.7%
B/E move
1.0%

Options history

IV · four-Friday blend43.76%
Daily close
BXMT25.6%35.4%45.1%2026-08-21: 29.27%2026-08-24: 27.26%2026-08-26: 27.17%2026-08-27: 27.57%2026-08-28: 28.66%2026-09-01: 27.27%2026-09-02: 27.49%2026-09-03: 26.95%2026-09-08: 31.11%2026-09-09: 29.82%2026-09-18: 29.98%2026-09-22: 32.91%2026-10-01: 33.25%2026-10-02: 33.96%2026-10-05: 34.48%2026-10-06: 36.12%2026-10-08: 37.93%2026-10-09: 38.04%2026-10-16: 36.01%2026-10-19: 37.49%2026-10-20: 39.14%2026-10-21: 37.62%2026-10-22: 38.10%2026-10-23: 38.85%2026-10-26: 39.14%2026-10-27: 39.04%2026-10-28: 38.63%2026-10-29: 37.62%2026-10-30: 43.76%Aug 21Oct 5Oct 30
29 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
29.27%
27.26%
27.17%
27.57%
28.66%
27.27%
27.49%
26.95%
31.11%
29.82%
29.98%
32.91%
33.25%
33.96%
34.48%
36.12%
37.93%
38.04%
36.01%
37.49%
39.14%
37.62%
38.10%
38.85%
39.14%
39.04%
38.63%
37.62%
43.76%