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First Industrial Realty Trust, Inc. FR

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Market datapartial · fetched 2026-10-22T16:16:04.135Z

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 · 2026-10-22T16:15:45.283312184Z

FundamentalsAlpha Vantage · unavailable

Share price$55.19
1D-3.2%
$55.00$55.67$56.35$57.02$57.695:30 AM6:30 AM9:00 AM1:00 PMFR
Sold putSold call

First Industrial Realty Trust, Inc. options

Live interpolated FR call and put midpoint premiums by absolute delta.First Industrial Realty Trust, Inc.$0.91$3.41$5.90$8.40$10.89$47.99$51.97$55.95$59.93$63.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FR spot · $55.19FR PRICE$1.40$1.21$1.18$1.43$1.68$1.93$2.17$2.47$3.24$4.01$4.78$5.55$6.63$1.37$1.32$1.29$1.27$1.25$1.30$2.57$3.84$5.10$6.37$7.64$8.90$10.17
PutsExpensive1.09×
CallsExpensive2.27×
SkewBullish-9.81 pp
Implied moveBearish±$4.74
TiltBearish16.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.0890.6%31.3%47.3173.6%16.8%
25Δ62.8657.5%16.1%50.3354.4%11.2%
30Δ59.5042.0%10.0%51.5246.3%9.0%
35Δ58.5940.7%8.8%52.7038.2%6.8%
40Δ57.6739.5%7.5%53.8930.1%4.6%
45Δ56.7538.2%6.3%55.0922.7%2.5%
50Δ55.8437.0%5.1%56.5024.4%2.3%
55Δ54.9136.1%4.0%57.9226.1%2.0%
60Δ53.9138.4%3.6%59.3327.8%1.7%
65Δ52.9140.8%3.1%60.7529.5%1.5%
70Δ51.9143.1%2.7%62.1631.2%1.2%
75Δ50.9145.5%2.3%63.5832.9%0.9%
80Δ49.6249.8%1.9%65.0034.6%0.7%

20Δ

Calls
Pseudo strike
71.08
IV
90.6%
B/E move
31.3%
Puts
Pseudo strike
47.31
IV
73.6%
B/E move
16.8%

25Δ

Calls
Pseudo strike
62.86
IV
57.5%
B/E move
16.1%
Puts
Pseudo strike
50.33
IV
54.4%
B/E move
11.2%

30Δ

Calls
Pseudo strike
59.50
IV
42.0%
B/E move
10.0%
Puts
Pseudo strike
51.52
IV
46.3%
B/E move
9.0%

35Δ

Calls
Pseudo strike
58.59
IV
40.7%
B/E move
8.8%
Puts
Pseudo strike
52.70
IV
38.2%
B/E move
6.8%

40Δ

Calls
Pseudo strike
57.67
IV
39.5%
B/E move
7.5%
Puts
Pseudo strike
53.89
IV
30.1%
B/E move
4.6%

45Δ

Calls
Pseudo strike
56.75
IV
38.2%
B/E move
6.3%
Puts
Pseudo strike
55.09
IV
22.7%
B/E move
2.5%

50Δ

Calls
Pseudo strike
55.84
IV
37.0%
B/E move
5.1%
Puts
Pseudo strike
56.50
IV
24.4%
B/E move
2.3%

55Δ

Calls
Pseudo strike
54.91
IV
36.1%
B/E move
4.0%
Puts
Pseudo strike
57.92
IV
26.1%
B/E move
2.0%

60Δ

Calls
Pseudo strike
53.91
IV
38.4%
B/E move
3.6%
Puts
Pseudo strike
59.33
IV
27.8%
B/E move
1.7%

65Δ

Calls
Pseudo strike
52.91
IV
40.8%
B/E move
3.1%
Puts
Pseudo strike
60.75
IV
29.5%
B/E move
1.5%

70Δ

Calls
Pseudo strike
51.91
IV
43.1%
B/E move
2.7%
Puts
Pseudo strike
62.16
IV
31.2%
B/E move
1.2%

75Δ

Calls
Pseudo strike
50.91
IV
45.5%
B/E move
2.3%
Puts
Pseudo strike
63.58
IV
32.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
49.62
IV
49.8%
B/E move
1.9%
Puts
Pseudo strike
65.00
IV
34.6%
B/E move
0.7%

Options history

No recorded observations