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First Industrial Realty Trust, Inc. FR

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Market datapartial · fetched 2026-10-22T22:04:09.362Z

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 · 2026-10-22T20:10:00.002470267Z

FundamentalsAlpha Vantage · unavailable

Share price$55.29
1D-3.0%
AH$54.86$55.57$56.28$56.99$57.705:30 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.$1.10$2.37$3.65$4.92$6.20$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFR PRICE$1.30$1.35$1.41$1.48$1.54$1.60$1.67$1.73$2.40$3.26$4.11$4.97$5.83$1.29$1.28$1.26$1.25$1.23
PutsExpensive1.63×
CallsExpensive2.20×
SkewBearish+10.25 pp
Implied move——
TiltBullish67.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.6183.6%28.2%46.3677.8%18.5%
25Δ64.5066.1%19.1%48.1966.3%15.2%
30Δ62.9859.4%16.5%50.0254.8%11.8%
35Δ61.4652.7%13.8%51.8443.2%8.5%
40Δ59.9446.0%11.2%53.6731.7%5.2%
45Δ58.4139.4%8.6%
50Δ56.8932.7%5.9%
55Δ55.3726.0%3.3%
60Δ54.2627.2%2.5%
65Δ53.2930.8%2.3%
70Δ52.3134.5%2.1%
75Δ51.3438.2%1.8%
80Δ50.3641.9%1.6%

20Δ

Calls
Pseudo strike
69.61
IV
83.6%
B/E move
28.2%
Puts
Pseudo strike
46.36
IV
77.8%
B/E move
18.5%

25Δ

Calls
Pseudo strike
64.50
IV
66.1%
B/E move
19.1%
Puts
Pseudo strike
48.19
IV
66.3%
B/E move
15.2%

30Δ

Calls
Pseudo strike
62.98
IV
59.4%
B/E move
16.5%
Puts
Pseudo strike
50.02
IV
54.8%
B/E move
11.8%

35Δ

Calls
Pseudo strike
61.46
IV
52.7%
B/E move
13.8%
Puts
Pseudo strike
51.84
IV
43.2%
B/E move
8.5%

40Δ

Calls
Pseudo strike
59.94
IV
46.0%
B/E move
11.2%
Puts
Pseudo strike
53.67
IV
31.7%
B/E move
5.2%

45Δ

Calls
Pseudo strike
58.41
IV
39.4%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
56.89
IV
32.7%
B/E move
5.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
55.37
IV
26.0%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
54.26
IV
27.2%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
53.29
IV
30.8%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
52.31
IV
34.5%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
51.34
IV
38.2%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
50.36
IV
41.9%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations