IntraAlpha
Create free account Start free

Four Corners Property Trust, Inc. FCPT

REAL ESTATE · REIT - RETAIL
i

Market dataready · fetched 2026-11-12T02:44:31.856Z

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 · 2026-11-12T00:00:00.002714412Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:44:31.366638+00:00

Share price$23.39
1D+0.3%
AH$23.22$23.29$23.37$23.44$23.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFCPT
Sold putSold callAH

Four Corners Property Trust, Inc. options

Live interpolated FCPT call and put midpoint premiums by absolute delta.Four Corners Property Trust, Inc.$0.37$0.78$1.19$1.60$2.01$22.26$22.82$23.38$23.94$24.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive FCPT spot · $23.39FCPT PRICE$0.43$0.49$0.55$0.61$0.67$0.73$0.78$0.84$0.90$0.96$1.02$1.08$0.42$0.44$0.47$0.59$0.78$0.96$1.15$1.34$1.52$1.71$1.89
Puts——
Calls——
Skew——
Implied moveBearish±$1.93
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.44133.8%27.7%19.66124.0%17.7%
25Δ28.82125.2%25.3%20.8697.1%12.7%
30Δ28.21116.6%23.0%22.0670.2%7.7%
35Δ27.60107.9%20.6%22.7060.8%5.5%
40Δ26.9899.3%18.2%23.0161.4%5.0%
45Δ26.3790.7%15.9%23.3261.9%4.4%
50Δ25.7682.1%13.5%23.6262.5%3.9%
55Δ25.1573.5%11.1%23.9363.1%3.4%
60Δ24.5364.9%8.7%24.2463.7%2.9%
65Δ23.9256.3%6.4%24.5564.3%2.3%
70Δ23.3147.7%4.0%24.8664.9%1.8%
75Δ22.6939.1%1.6%
80Δ

20Δ

Calls
Pseudo strike
29.44
IV
133.8%
B/E move
27.7%
Puts
Pseudo strike
19.66
IV
124.0%
B/E move
17.7%

25Δ

Calls
Pseudo strike
28.82
IV
125.2%
B/E move
25.3%
Puts
Pseudo strike
20.86
IV
97.1%
B/E move
12.7%

30Δ

Calls
Pseudo strike
28.21
IV
116.6%
B/E move
23.0%
Puts
Pseudo strike
22.06
IV
70.2%
B/E move
7.7%

35Δ

Calls
Pseudo strike
27.60
IV
107.9%
B/E move
20.6%
Puts
Pseudo strike
22.70
IV
60.8%
B/E move
5.5%

40Δ

Calls
Pseudo strike
26.98
IV
99.3%
B/E move
18.2%
Puts
Pseudo strike
23.01
IV
61.4%
B/E move
5.0%

45Δ

Calls
Pseudo strike
26.37
IV
90.7%
B/E move
15.9%
Puts
Pseudo strike
23.32
IV
61.9%
B/E move
4.4%

50Δ

Calls
Pseudo strike
25.76
IV
82.1%
B/E move
13.5%
Puts
Pseudo strike
23.62
IV
62.5%
B/E move
3.9%

55Δ

Calls
Pseudo strike
25.15
IV
73.5%
B/E move
11.1%
Puts
Pseudo strike
23.93
IV
63.1%
B/E move
3.4%

60Δ

Calls
Pseudo strike
24.53
IV
64.9%
B/E move
8.7%
Puts
Pseudo strike
24.24
IV
63.7%
B/E move
2.9%

65Δ

Calls
Pseudo strike
23.92
IV
56.3%
B/E move
6.4%
Puts
Pseudo strike
24.55
IV
64.3%
B/E move
2.3%

70Δ

Calls
Pseudo strike
23.31
IV
47.7%
B/E move
4.0%
Puts
Pseudo strike
24.86
IV
64.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
22.69
IV
39.1%
B/E move
1.6%
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 blend36.81%
Daily close
FCPT16.2%42.7%69.3%2026-08-17: 50.87%2026-09-01: 20.26%2026-09-02: 20.66%2026-09-04: 19.87%2026-09-08: 20.85%2026-09-18: 25.59%2026-09-21: 31.03%2026-09-23: 24.61%2026-09-24: 33.45%2026-09-25: 35.60%2026-10-15: 65.60%2026-10-16: 28.43%2026-10-20: 34.68%2026-10-23: 35.35%2026-10-26: 28.41%2026-10-28: 41.30%2026-10-29: 31.90%2026-10-30: 36.81%Aug 17Sep 24Oct 30
18 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
50.87%
20.26%
20.66%
19.87%
20.85%
25.59%
31.03%
24.61%
33.45%
35.60%
65.60%
28.43%
34.68%
35.35%
28.41%
41.30%
31.90%
36.81%