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Franklin BSP Realty Trust, Inc. FBRT

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Market datapartial · fetched 2026-10-22T15:55:21.616Z

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 · 2026-10-22T15:54:22.14214012Z

FundamentalsAlpha Vantage · unavailable

Share price$6.30
1D+3.2%
$6.08$6.14$6.20$6.25$6.315:30 AM6:30 AM9:00 AM1:00 PMFBRT
Sold putSold call

Franklin BSP Realty Trust, Inc. options

Live interpolated FBRT call and put midpoint premiums by absolute delta.Franklin BSP Realty Trust, Inc.$0.16$1.09$2.01$2.94$3.86$3.98$5.04$6.09$7.15$8.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FBRT spot · $6.29FBRT PRICE$0.38$0.38$0.26$0.31$0.37$0.42$0.47$0.52$0.57$0.38$0.38$0.38$0.38$0.52$0.73$0.93$1.13$1.33$1.54$1.74$2.06$3.59
PutsExpensive1.93×
CallsExpensive1.83×
SkewBearish+22.94 pp
Implied moveBearish±$1.35
TiltBearish60.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.51176.8%34.3%
25Δ10.07177.8%65.9%4.97145.7%27.1%
30Δ8.39135.1%39.3%5.42114.5%19.8%
35Δ6.9669.2%14.7%5.8883.3%12.6%
40Δ6.8067.4%13.0%6.1977.7%10.0%
45Δ6.6465.5%11.3%6.4581.5%9.0%
50Δ6.4863.6%9.6%6.7185.3%8.1%
55Δ6.3361.7%8.0%6.9889.1%7.2%
60Δ6.1759.9%6.3%7.2492.9%6.2%
65Δ6.0158.0%4.6%7.5096.7%5.3%
70Δ7.76100.5%4.3%
75Δ8.14107.1%3.5%
80Δ9.69142.1%3.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.51
IV
176.8%
B/E move
34.3%

25Δ

Calls
Pseudo strike
10.07
IV
177.8%
B/E move
65.9%
Puts
Pseudo strike
4.97
IV
145.7%
B/E move
27.1%

30Δ

Calls
Pseudo strike
8.39
IV
135.1%
B/E move
39.3%
Puts
Pseudo strike
5.42
IV
114.5%
B/E move
19.8%

35Δ

Calls
Pseudo strike
6.96
IV
69.2%
B/E move
14.7%
Puts
Pseudo strike
5.88
IV
83.3%
B/E move
12.6%

40Δ

Calls
Pseudo strike
6.80
IV
67.4%
B/E move
13.0%
Puts
Pseudo strike
6.19
IV
77.7%
B/E move
10.0%

45Δ

Calls
Pseudo strike
6.64
IV
65.5%
B/E move
11.3%
Puts
Pseudo strike
6.45
IV
81.5%
B/E move
9.0%

50Δ

Calls
Pseudo strike
6.48
IV
63.6%
B/E move
9.6%
Puts
Pseudo strike
6.71
IV
85.3%
B/E move
8.1%

55Δ

Calls
Pseudo strike
6.33
IV
61.7%
B/E move
8.0%
Puts
Pseudo strike
6.98
IV
89.1%
B/E move
7.2%

60Δ

Calls
Pseudo strike
6.17
IV
59.9%
B/E move
6.3%
Puts
Pseudo strike
7.24
IV
92.9%
B/E move
6.2%

65Δ

Calls
Pseudo strike
6.01
IV
58.0%
B/E move
4.6%
Puts
Pseudo strike
7.50
IV
96.7%
B/E move
5.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.76
IV
100.5%
B/E move
4.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.14
IV
107.1%
B/E move
3.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.69
IV
142.1%
B/E move
3.2%

Options history

No recorded observations