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Franklin BSP Realty Trust, Inc. FBRT

i

Market datapartial · fetched 2026-11-13T01:29:09.982Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-13T00:00:00.00249654Z

FundamentalsAlpha Vantage · unavailable

Share price$6.17
1D-0.5%
AH$6.15$6.19$6.24$6.29$6.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFBRT
Sold putSold callAH

Franklin BSP Realty Trust, Inc. options

Live interpolated FBRT call and put midpoint premiums by absolute delta.Franklin BSP Realty Trust, Inc.$0.00$0.27$0.54$0.81$1.08$-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/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFBRT PRICE
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
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

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
IV
B/E move

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

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

80Δ

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

Options history

IV · four-Friday blend44.50%
Daily close
FBRT33.0%100.7%168.3%2026-08-17: 81.56%2026-08-18: 87.27%2026-08-24: 61.66%2026-09-01: 63.95%2026-09-09: 60.71%2026-09-17: 143.66%2026-09-18: 46.14%2026-09-22: 49.92%2026-09-23: 54.93%2026-09-25: 42.36%2026-09-28: 55.93%2026-09-29: 65.71%2026-10-01: 70.33%2026-10-05: 72.62%2026-10-07: 72.39%2026-10-08: 67.86%2026-10-13: 106.31%2026-10-15: 158.98%2026-10-20: 49.20%2026-10-22: 47.50%2026-10-23: 48.62%2026-10-27: 49.03%2026-10-28: 51.23%2026-10-29: 44.50%Aug 17Sep 29Oct 29
24 observations2026-08-17 — 2026-10-29
Table
DateIV (%)
81.56%
87.27%
61.66%
63.95%
60.71%
143.66%
46.14%
49.92%
54.93%
42.36%
55.93%
65.71%
70.33%
72.62%
72.39%
67.86%
106.31%
158.98%
49.20%
47.50%
48.62%
49.03%
51.23%
44.50%