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Forrester Research, Inc. Common Stock FORR

i

Market dataready · fetched 2026-11-11T13:45:20.099Z

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 · 2026-11-10T21:00:00.265839496Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:45:19.738516+00:00

Share price$8.80
1D-1.0%
AH$8.56$8.65$8.74$8.82$8.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFORR
Sold putSold callAH

Forrester Research, Inc. Common Stock options

Live interpolated FORR call and put midpoint premiums by absolute delta.Forrester Research, Inc. Common Stock$0.67$0.82$0.97$1.12$1.27$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEFORR PRICE$0.93$0.93$0.69$0.74$0.79$0.85$0.90$0.96$1.01$1.07$1.12$1.18$1.23
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ7.64222.7%20.9%
35Δ13.45377.9%63.4%7.86209.2%19.1%
40Δ11.42303.5%40.3%8.08195.7%17.2%
45Δ8.30182.2%15.4%
50Δ8.52168.6%13.5%
55Δ8.73155.1%11.6%
60Δ8.95141.6%9.8%
65Δ9.17128.0%7.9%
70Δ9.39114.5%6.1%
75Δ9.61101.0%4.2%
80Δ9.8387.5%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.64
IV
222.7%
B/E move
20.9%

35Δ

Calls
Pseudo strike
13.45
IV
377.9%
B/E move
63.4%
Puts
Pseudo strike
7.86
IV
209.2%
B/E move
19.1%

40Δ

Calls
Pseudo strike
11.42
IV
303.5%
B/E move
40.3%
Puts
Pseudo strike
8.08
IV
195.7%
B/E move
17.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.30
IV
182.2%
B/E move
15.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.52
IV
168.6%
B/E move
13.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.73
IV
155.1%
B/E move
11.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.95
IV
141.6%
B/E move
9.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.17
IV
128.0%
B/E move
7.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.39
IV
114.5%
B/E move
6.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.61
IV
101.0%
B/E move
4.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.83
IV
87.5%
B/E move
2.3%

Options history

IV · four-Friday blend79.88%
Daily close
FORR57.2%108.0%158.7%2026-08-13: 82.53%2026-08-21: 67.13%2026-08-24: 67.03%2026-08-25: 67.65%2026-08-26: 70.09%2026-08-27: 64.21%2026-08-28: 65.38%2026-08-31: 67.34%2026-09-01: 67.63%2026-09-02: 66.62%2026-09-03: 68.61%2026-09-08: 68.60%2026-09-09: 73.38%2026-09-10: 90.18%2026-09-11: 93.79%2026-09-14: 100.26%2026-09-15: 110.01%2026-09-18: 78.09%2026-09-21: 76.42%2026-09-22: 73.05%2026-09-23: 73.80%2026-09-24: 76.05%2026-09-25: 78.74%2026-09-28: 71.74%2026-09-29: 81.00%2026-09-30: 82.46%2026-10-01: 83.08%2026-10-05: 90.31%2026-10-09: 97.92%2026-10-15: 151.70%2026-10-16: 69.34%2026-10-19: 71.15%2026-10-20: 67.14%2026-10-21: 76.25%2026-10-22: 75.56%2026-10-23: 78.18%2026-10-26: 78.62%2026-10-27: 80.81%2026-10-28: 80.06%2026-10-29: 79.88%Aug 13Sep 22Oct 29
40 observations2026-08-13 — 2026-10-29
Table
DateIV (%)
82.53%
67.13%
67.03%
67.65%
70.09%
64.21%
65.38%
67.34%
67.63%
66.62%
68.61%
68.60%
73.38%
90.18%
93.79%
100.26%
110.01%
78.09%
76.42%
73.05%
73.80%
76.05%
78.74%
71.74%
81.00%
82.46%
83.08%
90.31%
97.92%
151.70%
69.34%
71.15%
67.14%
76.25%
75.56%
78.18%
78.62%
80.81%
80.06%
79.88%