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First Industrial Realty Trust, Inc. FR

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Market datapartial · fetched 2026-10-22T16:40:48.869Z

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 · 2026-10-22T16:40:40.51772763Z

FundamentalsAlpha Vantage · unavailable

Share price$55.25
1D-3.1%
$55.02$55.68$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.$0.66$5.40$10.13$14.87$19.60$46.43$50.80$55.17$59.54$63.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FR spot · $55.25FR PRICE$1.40$1.21$1.18$1.42$1.66$1.91$2.15$2.40$3.11$3.82$4.53$5.25$5.96$1.36$1.32$1.30$1.28$1.26$1.69$4.05$6.42$8.78$11.14$13.51$15.87$18.24
PutsExpensive1.36×
CallsExpensive2.18×
SkewBearish+1.01 pp
Implied moveBearish±$6.20
TiltBearish41.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.1590.5%31.3%47.3873.5%16.7%
25Δ62.9757.7%16.2%50.3754.4%11.2%
30Δ59.5441.6%9.9%51.5846.3%9.0%
35Δ58.6340.4%8.7%52.8038.2%6.8%
40Δ57.7239.1%7.5%54.0130.1%4.5%
45Δ56.8237.8%6.3%55.4624.5%2.7%
50Δ55.9136.6%5.1%57.9730.0%2.4%
55Δ55.0135.3%3.9%60.4835.6%2.1%
60Δ54.0636.9%3.5%62.9941.1%1.9%
65Δ53.1138.6%3.0%65.5046.7%1.6%
70Δ52.1640.3%2.6%68.0152.2%1.3%
75Δ51.2142.0%2.2%70.5357.8%1.1%
80Δ50.2543.6%1.7%73.0463.3%0.8%

20Δ

Calls
Pseudo strike
71.15
IV
90.5%
B/E move
31.3%
Puts
Pseudo strike
47.38
IV
73.5%
B/E move
16.7%

25Δ

Calls
Pseudo strike
62.97
IV
57.7%
B/E move
16.2%
Puts
Pseudo strike
50.37
IV
54.4%
B/E move
11.2%

30Δ

Calls
Pseudo strike
59.54
IV
41.6%
B/E move
9.9%
Puts
Pseudo strike
51.58
IV
46.3%
B/E move
9.0%

35Δ

Calls
Pseudo strike
58.63
IV
40.4%
B/E move
8.7%
Puts
Pseudo strike
52.80
IV
38.2%
B/E move
6.8%

40Δ

Calls
Pseudo strike
57.72
IV
39.1%
B/E move
7.5%
Puts
Pseudo strike
54.01
IV
30.1%
B/E move
4.5%

45Δ

Calls
Pseudo strike
56.82
IV
37.8%
B/E move
6.3%
Puts
Pseudo strike
55.46
IV
24.5%
B/E move
2.7%

50Δ

Calls
Pseudo strike
55.91
IV
36.6%
B/E move
5.1%
Puts
Pseudo strike
57.97
IV
30.0%
B/E move
2.4%

55Δ

Calls
Pseudo strike
55.01
IV
35.3%
B/E move
3.9%
Puts
Pseudo strike
60.48
IV
35.6%
B/E move
2.1%

60Δ

Calls
Pseudo strike
54.06
IV
36.9%
B/E move
3.5%
Puts
Pseudo strike
62.99
IV
41.1%
B/E move
1.9%

65Δ

Calls
Pseudo strike
53.11
IV
38.6%
B/E move
3.0%
Puts
Pseudo strike
65.50
IV
46.7%
B/E move
1.6%

70Δ

Calls
Pseudo strike
52.16
IV
40.3%
B/E move
2.6%
Puts
Pseudo strike
68.01
IV
52.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
51.21
IV
42.0%
B/E move
2.2%
Puts
Pseudo strike
70.53
IV
57.8%
B/E move
1.1%

80Δ

Calls
Pseudo strike
50.25
IV
43.6%
B/E move
1.7%
Puts
Pseudo strike
73.04
IV
63.3%
B/E move
0.8%

Options history

No recorded observations