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Forrester Research Inc FORR

INDUSTRIALS · CONSULTING SERVICES
i

Market dataready · fetched 2026-10-22T09:00:35.216Z

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 · 2026-10-21T20:00:00.304406805Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T09:00:31.675286+00:00

Share price$11.90
1D-1.9%
AH$11.75$11.85$11.95$12.06$12.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFORR
Sold putSold callAH

Forrester Research Inc options

Live interpolated FORR call and put midpoint premiums by absolute delta.Forrester Research Inc$0.39$1.51$2.63$3.74$4.86$6.73$9.39$12.04$14.70$17.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FORR spot · $11.90FORR PRICE$0.51$0.70$0.88$1.06$1.25$1.32$1.40$1.57$1.80$2.03$2.26$2.49$3.26$1.38$1.47$1.56$1.66$1.75$2.13$2.52$2.91$3.29$4.54
PutsExpensive2.65×
CallsExpensive3.03×
SkewBullish-8.34 pp
Implied moveBearish±$3.15
TiltBearish6.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.64117.8%44.1%
25Δ16.23129.6%42.2%
30Δ15.82141.4%40.4%10.30167.7%25.0%
35Δ15.42153.1%38.5%10.85152.3%21.2%
40Δ15.01164.9%36.6%11.40136.8%17.3%
45Δ13.95147.4%28.4%11.95121.4%13.5%
50Δ12.88129.3%20.0%12.50106.0%9.7%
55Δ12.17121.5%15.5%13.03105.7%8.4%
60Δ11.66119.4%13.1%13.57105.5%7.1%
65Δ11.15117.3%10.8%14.11105.4%5.9%
70Δ10.64115.2%8.4%14.64105.2%4.6%
75Δ10.14113.1%6.1%15.99119.1%3.8%
80Δ9.23131.2%4.9%

20Δ

Calls
Pseudo strike
16.64
IV
117.8%
B/E move
44.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
16.23
IV
129.6%
B/E move
42.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
15.82
IV
141.4%
B/E move
40.4%
Puts
Pseudo strike
10.30
IV
167.7%
B/E move
25.0%

35Δ

Calls
Pseudo strike
15.42
IV
153.1%
B/E move
38.5%
Puts
Pseudo strike
10.85
IV
152.3%
B/E move
21.2%

40Δ

Calls
Pseudo strike
15.01
IV
164.9%
B/E move
36.6%
Puts
Pseudo strike
11.40
IV
136.8%
B/E move
17.3%

45Δ

Calls
Pseudo strike
13.95
IV
147.4%
B/E move
28.4%
Puts
Pseudo strike
11.95
IV
121.4%
B/E move
13.5%

50Δ

Calls
Pseudo strike
12.88
IV
129.3%
B/E move
20.0%
Puts
Pseudo strike
12.50
IV
106.0%
B/E move
9.7%

55Δ

Calls
Pseudo strike
12.17
IV
121.5%
B/E move
15.5%
Puts
Pseudo strike
13.03
IV
105.7%
B/E move
8.4%

60Δ

Calls
Pseudo strike
11.66
IV
119.4%
B/E move
13.1%
Puts
Pseudo strike
13.57
IV
105.5%
B/E move
7.1%

65Δ

Calls
Pseudo strike
11.15
IV
117.3%
B/E move
10.8%
Puts
Pseudo strike
14.11
IV
105.4%
B/E move
5.9%

70Δ

Calls
Pseudo strike
10.64
IV
115.2%
B/E move
8.4%
Puts
Pseudo strike
14.64
IV
105.2%
B/E move
4.6%

75Δ

Calls
Pseudo strike
10.14
IV
113.1%
B/E move
6.1%
Puts
Pseudo strike
15.99
IV
119.1%
B/E move
3.8%

80Δ

Calls
Pseudo strike
9.23
IV
131.2%
B/E move
4.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations