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Forestar Group Inc. FOR

REAL ESTATE · REAL ESTATE - DEVELOPMENT
i

Market dataready · fetched 2026-11-12T14:55:04.149Z

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 · 2026-11-12T14:30:03.284146393Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T14:45:42.285840+00:00

Share price$23.01
1D+0.0%
$23.00$23.00$23.01$23.02$23.025:30 AM6:30 AM9:00 AM1:00 PMFOR
Sold putSold call

Forestar Group Inc. options

Live interpolated FOR call and put midpoint premiums by absolute delta.Forestar Group Inc.$0.86$2.45$4.05$5.65$7.25$17.20$20.10$22.99$25.89$28.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FOR spot · $23.01FOR PRICE$1.56$2.00$2.43$2.87$3.30$3.74$4.18$4.61$5.05$5.48$5.92$6.35$6.79$1.03$1.42$1.81$2.19$2.58$2.97$3.36$3.75$4.13$4.52$4.91$5.30$5.69
PutsExpensive2.88×
CallsExpensive3.76×
SkewBearish+0.99 pp
Implied moveBullish±$7.53
TiltBullish10.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.16103.8%24.8%18.73163.3%23.1%
25Δ26.36108.9%23.2%19.47158.7%21.6%
30Δ25.55114.1%21.6%20.20154.0%20.1%
35Δ24.75119.2%20.0%20.93149.4%18.6%
40Δ23.95124.3%18.4%21.66144.8%17.1%
45Δ23.14129.4%16.8%22.40140.2%15.6%
50Δ22.34134.6%15.2%23.13135.6%14.1%
55Δ21.53139.7%13.6%23.86130.9%12.6%
60Δ20.73144.8%12.0%24.59126.3%11.1%
65Δ19.92150.0%10.4%25.33121.7%9.6%
70Δ19.12155.1%8.8%26.06117.1%8.1%
75Δ18.32160.2%7.2%26.79112.5%6.6%
80Δ17.51165.4%5.6%27.52107.8%5.1%

20Δ

Calls
Pseudo strike
27.16
IV
103.8%
B/E move
24.8%
Puts
Pseudo strike
18.73
IV
163.3%
B/E move
23.1%

25Δ

Calls
Pseudo strike
26.36
IV
108.9%
B/E move
23.2%
Puts
Pseudo strike
19.47
IV
158.7%
B/E move
21.6%

30Δ

Calls
Pseudo strike
25.55
IV
114.1%
B/E move
21.6%
Puts
Pseudo strike
20.20
IV
154.0%
B/E move
20.1%

35Δ

Calls
Pseudo strike
24.75
IV
119.2%
B/E move
20.0%
Puts
Pseudo strike
20.93
IV
149.4%
B/E move
18.6%

40Δ

Calls
Pseudo strike
23.95
IV
124.3%
B/E move
18.4%
Puts
Pseudo strike
21.66
IV
144.8%
B/E move
17.1%

45Δ

Calls
Pseudo strike
23.14
IV
129.4%
B/E move
16.8%
Puts
Pseudo strike
22.40
IV
140.2%
B/E move
15.6%

50Δ

Calls
Pseudo strike
22.34
IV
134.6%
B/E move
15.2%
Puts
Pseudo strike
23.13
IV
135.6%
B/E move
14.1%

55Δ

Calls
Pseudo strike
21.53
IV
139.7%
B/E move
13.6%
Puts
Pseudo strike
23.86
IV
130.9%
B/E move
12.6%

60Δ

Calls
Pseudo strike
20.73
IV
144.8%
B/E move
12.0%
Puts
Pseudo strike
24.59
IV
126.3%
B/E move
11.1%

65Δ

Calls
Pseudo strike
19.92
IV
150.0%
B/E move
10.4%
Puts
Pseudo strike
25.33
IV
121.7%
B/E move
9.6%

70Δ

Calls
Pseudo strike
19.12
IV
155.1%
B/E move
8.8%
Puts
Pseudo strike
26.06
IV
117.1%
B/E move
8.1%

75Δ

Calls
Pseudo strike
18.32
IV
160.2%
B/E move
7.2%
Puts
Pseudo strike
26.79
IV
112.5%
B/E move
6.6%

80Δ

Calls
Pseudo strike
17.51
IV
165.4%
B/E move
5.6%
Puts
Pseudo strike
27.52
IV
107.8%
B/E move
5.1%

Options history

IV · four-Friday blend61.09%
Daily close
FOR47.3%73.5%99.6%2026-08-14: 60.21%2026-08-25: 59.82%2026-08-26: 52.65%2026-08-27: 61.08%2026-09-15: 96.00%2026-09-18: 53.74%2026-10-01: 57.32%2026-10-05: 50.92%2026-10-21: 64.35%2026-10-22: 65.72%2026-10-23: 66.36%2026-10-27: 62.52%2026-10-29: 61.09%Aug 14Oct 1Oct 29
13 observations2026-08-14 — 2026-10-29
Table
DateIV (%)
60.21%
59.82%
52.65%
61.08%
96.00%
53.74%
57.32%
50.92%
64.35%
65.72%
66.36%
62.52%
61.09%