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First Industrial Realty Trust, Inc. FR

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Market datapartial · fetched 2026-10-22T18:43:47.092Z

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 · 2026-10-22T18:43:45.037159936Z

FundamentalsAlpha Vantage · unavailable

Share price$55.22
1D-3.2%
$54.86$55.57$56.28$56.99$57.705:30 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.$1.00$3.52$6.04$8.57$11.09$47.19$51.56$55.92$60.28$64.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FR spot · $55.22FR PRICE$1.41$1.34$1.39$1.44$1.49$1.54$1.59$1.64$3.05$4.61$6.17$7.74$9.30$1.38$1.36$1.33$1.30$1.27$1.40$2.68$3.96$5.24$6.52$7.80$9.08$10.36
PutsExpensive1.21×
CallsExpensive2.43×
SkewBullish-9.03 pp
Implied moveBearish±$4.27
TiltBearish11.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.6892.1%32.4%46.1381.1%19.0%
25Δ64.4866.1%19.2%47.9569.2%15.6%
30Δ62.9259.1%16.5%49.7657.4%12.3%
35Δ61.3752.1%13.8%51.5845.5%8.9%
40Δ59.8245.1%11.0%53.3933.7%5.6%
45Δ58.2738.2%8.3%55.1623.4%2.6%
50Δ56.7231.2%5.6%56.6025.4%2.3%
55Δ55.1724.2%2.9%58.0327.3%2.1%
60Δ53.5530.9%2.5%59.4629.3%1.8%
65Δ51.9239.2%2.4%60.9031.2%1.5%
70Δ50.2947.6%2.3%62.3333.2%1.2%
75Δ48.6656.0%2.1%63.7635.1%1.0%
80Δ47.0364.3%2.0%65.2037.1%0.7%

20Δ

Calls
Pseudo strike
71.68
IV
92.1%
B/E move
32.4%
Puts
Pseudo strike
46.13
IV
81.1%
B/E move
19.0%

25Δ

Calls
Pseudo strike
64.48
IV
66.1%
B/E move
19.2%
Puts
Pseudo strike
47.95
IV
69.2%
B/E move
15.6%

30Δ

Calls
Pseudo strike
62.92
IV
59.1%
B/E move
16.5%
Puts
Pseudo strike
49.76
IV
57.4%
B/E move
12.3%

35Δ

Calls
Pseudo strike
61.37
IV
52.1%
B/E move
13.8%
Puts
Pseudo strike
51.58
IV
45.5%
B/E move
8.9%

40Δ

Calls
Pseudo strike
59.82
IV
45.1%
B/E move
11.0%
Puts
Pseudo strike
53.39
IV
33.7%
B/E move
5.6%

45Δ

Calls
Pseudo strike
58.27
IV
38.2%
B/E move
8.3%
Puts
Pseudo strike
55.16
IV
23.4%
B/E move
2.6%

50Δ

Calls
Pseudo strike
56.72
IV
31.2%
B/E move
5.6%
Puts
Pseudo strike
56.60
IV
25.4%
B/E move
2.3%

55Δ

Calls
Pseudo strike
55.17
IV
24.2%
B/E move
2.9%
Puts
Pseudo strike
58.03
IV
27.3%
B/E move
2.1%

60Δ

Calls
Pseudo strike
53.55
IV
30.9%
B/E move
2.5%
Puts
Pseudo strike
59.46
IV
29.3%
B/E move
1.8%

65Δ

Calls
Pseudo strike
51.92
IV
39.2%
B/E move
2.4%
Puts
Pseudo strike
60.90
IV
31.2%
B/E move
1.5%

70Δ

Calls
Pseudo strike
50.29
IV
47.6%
B/E move
2.3%
Puts
Pseudo strike
62.33
IV
33.2%
B/E move
1.2%

75Δ

Calls
Pseudo strike
48.66
IV
56.0%
B/E move
2.1%
Puts
Pseudo strike
63.76
IV
35.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
47.03
IV
64.3%
B/E move
2.0%
Puts
Pseudo strike
65.20
IV
37.1%
B/E move
0.7%

Options history

No recorded observations