Share price$6.24
1D-1.4%
Sold putSold callAH
Franklin BSP Realty Trust, Inc. FBRT
i
Market datapartial · fetched 2026-10-23T20:42:32.738Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T20:10:00.003344564Z
FundamentalsAlpha Vantage · unavailable
Franklin BSP Realty Trust, Inc. options
PutsExpensive1.40×
CallsExpensive1.76×
SkewBullish-5.64 pp
Implied moveBearish±$0.97
TiltBearish10.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 4.73 | 160.4% | 30.2% | |||
| 25Δ | 10.04 | 183.7% | 67.0% | 5.19 | 127.7% | 22.8% |
| 30Δ | 7.13 | 71.1% | 17.6% | 5.51 | 106.4% | 17.7% |
| 35Δ | 7.76 | 121.2% | 30.6% | 5.82 | 85.2% | 12.7% |
| 40Δ | 7.46 | 109.4% | 26.0% | 6.06 | 72.1% | 9.4% |
| 45Δ | 7.15 | 97.7% | 21.5% | 6.19 | 69.2% | 8.3% |
| 50Δ | 6.85 | 86.0% | 17.0% | 6.31 | 66.2% | 7.2% |
| 55Δ | 6.55 | 74.2% | 12.4% | 6.44 | 63.3% | 6.1% |
| 60Δ | 6.25 | 62.5% | 7.9% | 6.57 | 60.4% | 5.1% |
| 65Δ | 5.97 | 52.8% | 4.1% | 6.70 | 57.4% | 4.0% |
| 70Δ | 5.81 | 52.6% | 3.5% | 6.83 | 54.5% | 2.9% |
| 75Δ | 5.65 | 52.4% | 2.9% | 6.96 | 51.6% | 1.8% |
| 80Δ | 5.48 | 52.2% | 2.3% | 7.22 | 52.9% | 1.2% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 4.73
- IV
- 160.4%
- B/E move
- 30.2%
25Δ
- Pseudo strike
- 10.04
- IV
- 183.7%
- B/E move
- 67.0%
- Pseudo strike
- 5.19
- IV
- 127.7%
- B/E move
- 22.8%
30Δ
- Pseudo strike
- 7.13
- IV
- 71.1%
- B/E move
- 17.6%
- Pseudo strike
- 5.51
- IV
- 106.4%
- B/E move
- 17.7%
35Δ
- Pseudo strike
- 7.76
- IV
- 121.2%
- B/E move
- 30.6%
- Pseudo strike
- 5.82
- IV
- 85.2%
- B/E move
- 12.7%
40Δ
- Pseudo strike
- 7.46
- IV
- 109.4%
- B/E move
- 26.0%
- Pseudo strike
- 6.06
- IV
- 72.1%
- B/E move
- 9.4%
45Δ
- Pseudo strike
- 7.15
- IV
- 97.7%
- B/E move
- 21.5%
- Pseudo strike
- 6.19
- IV
- 69.2%
- B/E move
- 8.3%
50Δ
- Pseudo strike
- 6.85
- IV
- 86.0%
- B/E move
- 17.0%
- Pseudo strike
- 6.31
- IV
- 66.2%
- B/E move
- 7.2%
55Δ
- Pseudo strike
- 6.55
- IV
- 74.2%
- B/E move
- 12.4%
- Pseudo strike
- 6.44
- IV
- 63.3%
- B/E move
- 6.1%
60Δ
- Pseudo strike
- 6.25
- IV
- 62.5%
- B/E move
- 7.9%
- Pseudo strike
- 6.57
- IV
- 60.4%
- B/E move
- 5.1%
65Δ
- Pseudo strike
- 5.97
- IV
- 52.8%
- B/E move
- 4.1%
- Pseudo strike
- 6.70
- IV
- 57.4%
- B/E move
- 4.0%
70Δ
- Pseudo strike
- 5.81
- IV
- 52.6%
- B/E move
- 3.5%
- Pseudo strike
- 6.83
- IV
- 54.5%
- B/E move
- 2.9%
75Δ
- Pseudo strike
- 5.65
- IV
- 52.4%
- B/E move
- 2.9%
- Pseudo strike
- 6.96
- IV
- 51.6%
- B/E move
- 1.8%
80Δ
- Pseudo strike
- 5.48
- IV
- 52.2%
- B/E move
- 2.3%
- Pseudo strike
- 7.22
- IV
- 52.9%
- B/E move
- 1.2%
Options history
Table
| Date | IV |
|---|---|
| 49.21% | |
| 44.13% |