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First Industrial Realty Trust, Inc. FR

i

Market dataready · fetched 2026-11-12T00:57:04.242Z

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 · 2026-11-12T00:00:00.002958327Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T00:57:03.726534+00:00

Share price$55.26
1D+1.1%
AH$54.62$54.85$55.08$55.31$55.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFR
Sold putSold callAH

First Industrial Realty Trust, Inc. options

Live interpolated FR call and put midpoint premiums by absolute delta.First Industrial Realty Trust, Inc.$0.21$1.63$3.04$4.46$5.88$51.19$52.84$54.49$56.14$57.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ 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 PRICELive FR spot · $55.26FR PRICE$0.98$1.13$1.28$1.42$1.57$1.72$1.87$0.36$0.43$0.49$0.55$0.61$0.89$1.52$2.15$2.79$3.42$4.05$4.68$5.47
PutsExpensive1.76×
Calls——
Skew——
Implied moveBullish±$3.39
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ64.96110.8%19.3%51.4345.3%7.6%
25Δ63.51102.4%17.0%52.2040.5%6.3%
30Δ62.0694.1%14.6%52.9835.7%5.0%
35Δ60.6185.7%12.3%53.7530.9%3.7%
40Δ59.1677.3%9.9%54.5326.0%2.4%
45Δ57.7169.0%7.6%55.2625.0%1.6%
50Δ56.2660.6%5.2%55.9530.0%1.5%
55Δ56.6435.0%1.4%
60Δ57.3239.9%1.3%
65Δ58.0144.9%1.2%
70Δ58.6949.9%1.1%
75Δ59.3854.9%1.0%
80Δ60.2360.3%0.9%

20Δ

Calls
Pseudo strike
64.96
IV
110.8%
B/E move
19.3%
Puts
Pseudo strike
51.43
IV
45.3%
B/E move
7.6%

25Δ

Calls
Pseudo strike
63.51
IV
102.4%
B/E move
17.0%
Puts
Pseudo strike
52.20
IV
40.5%
B/E move
6.3%

30Δ

Calls
Pseudo strike
62.06
IV
94.1%
B/E move
14.6%
Puts
Pseudo strike
52.98
IV
35.7%
B/E move
5.0%

35Δ

Calls
Pseudo strike
60.61
IV
85.7%
B/E move
12.3%
Puts
Pseudo strike
53.75
IV
30.9%
B/E move
3.7%

40Δ

Calls
Pseudo strike
59.16
IV
77.3%
B/E move
9.9%
Puts
Pseudo strike
54.53
IV
26.0%
B/E move
2.4%

45Δ

Calls
Pseudo strike
57.71
IV
69.0%
B/E move
7.6%
Puts
Pseudo strike
55.26
IV
25.0%
B/E move
1.6%

50Δ

Calls
Pseudo strike
56.26
IV
60.6%
B/E move
5.2%
Puts
Pseudo strike
55.95
IV
30.0%
B/E move
1.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.64
IV
35.0%
B/E move
1.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.32
IV
39.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.01
IV
44.9%
B/E move
1.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.69
IV
49.9%
B/E move
1.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.38
IV
54.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
60.23
IV
60.3%
B/E move
0.9%

Options history

IV · four-Friday blend24.84%
Daily close
FR20.5%34.1%47.7%2026-09-18: 25.04%2026-09-24: 25.30%2026-09-25: 24.49%2026-09-28: 25.79%2026-09-29: 25.80%2026-09-30: 27.82%2026-10-01: 28.07%2026-10-02: 28.83%2026-10-05: 29.56%2026-10-06: 29.45%2026-10-09: 31.63%2026-10-12: 35.41%2026-10-14: 45.84%2026-10-16: 22.37%2026-10-20: 23.73%2026-10-21: 25.93%2026-10-23: 26.17%2026-10-26: 27.56%2026-10-27: 24.15%2026-10-28: 26.33%2026-10-29: 23.92%2026-10-30: 24.84%Sep 18Oct 9Oct 30
22 observations2026-09-18 — 2026-10-30
Table
DateIV (%)
25.04%
25.30%
24.49%
25.79%
25.80%
27.82%
28.07%
28.83%
29.56%
29.45%
31.63%
35.41%
45.84%
22.37%
23.73%
25.93%
26.17%
27.56%
24.15%
26.33%
23.92%
24.84%