IntraAlpha
Create free account Start free

Franklin BSP Realty Trust, Inc. FBRT

i

Market datapartial · fetched 2026-10-22T23:33:19.042Z

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 · 2026-10-22T23:00:00.002202435Z

FundamentalsAlpha Vantage · unavailable

Share price$6.25
1D+2.5%
AH$6.08$6.14$6.21$6.27$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.$0.16$1.16$2.16$3.16$4.16$4.19$5.32$6.45$7.57$8.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FBRT spot · $6.25FBRT PRICE$0.38$0.38$0.27$0.32$0.38$0.43$0.49$0.54$0.80$1.44$2.08$2.72$0.38$0.38$0.38$0.38$0.42$0.51$0.61$0.70$0.79$0.89$1.13$1.68$3.87
PutsExpensive1.67×
CallsExpensive2.47×
SkewBullish-22.43 pp
Implied moveBearish±$1.04
TiltBearish8.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.74157.5%30.1%
25Δ10.05180.4%66.8%5.20125.6%22.8%
30Δ8.34136.7%39.5%5.52104.4%17.7%
35Δ6.9471.8%15.3%5.8483.3%12.5%
40Δ6.7770.1%13.5%6.0872.5%9.4%
45Δ6.6168.4%11.7%6.2471.7%8.3%
50Δ6.4466.7%9.9%6.4070.9%7.2%
55Δ6.2765.0%8.2%6.5770.1%6.1%
60Δ6.1163.3%6.4%6.7369.3%5.0%
65Δ5.7781.5%5.2%6.8968.5%3.9%
70Δ5.13136.1%5.1%7.1873.4%3.1%
75Δ4.48190.7%5.0%7.7590.2%2.9%
80Δ3.84245.4%5.0%9.93142.0%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.74
IV
157.5%
B/E move
30.1%

25Δ

Calls
Pseudo strike
10.05
IV
180.4%
B/E move
66.8%
Puts
Pseudo strike
5.20
IV
125.6%
B/E move
22.8%

30Δ

Calls
Pseudo strike
8.34
IV
136.7%
B/E move
39.5%
Puts
Pseudo strike
5.52
IV
104.4%
B/E move
17.7%

35Δ

Calls
Pseudo strike
6.94
IV
71.8%
B/E move
15.3%
Puts
Pseudo strike
5.84
IV
83.3%
B/E move
12.5%

40Δ

Calls
Pseudo strike
6.77
IV
70.1%
B/E move
13.5%
Puts
Pseudo strike
6.08
IV
72.5%
B/E move
9.4%

45Δ

Calls
Pseudo strike
6.61
IV
68.4%
B/E move
11.7%
Puts
Pseudo strike
6.24
IV
71.7%
B/E move
8.3%

50Δ

Calls
Pseudo strike
6.44
IV
66.7%
B/E move
9.9%
Puts
Pseudo strike
6.40
IV
70.9%
B/E move
7.2%

55Δ

Calls
Pseudo strike
6.27
IV
65.0%
B/E move
8.2%
Puts
Pseudo strike
6.57
IV
70.1%
B/E move
6.1%

60Δ

Calls
Pseudo strike
6.11
IV
63.3%
B/E move
6.4%
Puts
Pseudo strike
6.73
IV
69.3%
B/E move
5.0%

65Δ

Calls
Pseudo strike
5.77
IV
81.5%
B/E move
5.2%
Puts
Pseudo strike
6.89
IV
68.5%
B/E move
3.9%

70Δ

Calls
Pseudo strike
5.13
IV
136.1%
B/E move
5.1%
Puts
Pseudo strike
7.18
IV
73.4%
B/E move
3.1%

75Δ

Calls
Pseudo strike
4.48
IV
190.7%
B/E move
5.0%
Puts
Pseudo strike
7.75
IV
90.2%
B/E move
2.9%

80Δ

Calls
Pseudo strike
3.84
IV
245.4%
B/E move
5.0%
Puts
Pseudo strike
9.93
IV
142.0%
B/E move
3.0%

Options history

FBRT43.7246.6749.612026-10-20: 49.21%2026-10-21: 44.13%Oct 20Oct 21
Table
DateIV
49.21%
44.13%