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Frontline Plc FRO

i

Market datapartial · fetched 2026-10-23T01:36:28.945Z

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 · 2026-10-22T23:10:25.63746854Z

FundamentalsAlpha Vantage · unavailable

Share price$51.12
1D+1.3%
AH$50.05$50.58$51.12$51.65$52.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFRO
Sold putSold callAH

Frontline Plc options

Live interpolated FRO call and put midpoint premiums by absolute delta.Frontline Plc$0.80$3.07$5.34$7.61$9.88$40.10$45.71$51.32$56.92$62.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FRO spot · $51.12FRO PRICE$1.04$1.25$1.59$1.93$2.31$2.81$3.32$3.83$4.35$5.06$5.94$6.82$8.04$1.06$1.46$1.85$2.24$2.81$3.41$4.00$4.59$5.19$6.10$7.11$8.13$9.23
PutsFair0.97×
CallsExpensive1.06×
SkewBullish-4.23 pp
Implied moveBearish±$7.32
TiltBearish8.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.3674.4%26.0%45.0560.7%14.0%
25Δ58.7762.8%17.4%46.2760.3%12.3%
30Δ57.2762.3%15.1%47.4959.9%10.7%
35Δ55.7761.8%12.9%48.7159.5%9.1%
40Δ54.4362.0%11.0%49.8261.6%8.0%
45Δ53.2762.4%9.7%50.9261.6%7.1%
50Δ52.1162.7%8.4%52.0360.8%6.0%
55Δ50.9662.9%7.2%53.1460.1%5.0%
60Δ49.8062.9%5.9%54.2659.4%4.0%
65Δ48.5962.9%5.0%55.5359.4%3.3%
70Δ47.3063.8%4.1%56.8959.0%2.6%
75Δ46.0064.7%3.3%58.2558.7%2.0%
80Δ44.4268.2%2.6%59.6758.1%1.3%

20Δ

Calls
Pseudo strike
63.36
IV
74.4%
B/E move
26.0%
Puts
Pseudo strike
45.05
IV
60.7%
B/E move
14.0%

25Δ

Calls
Pseudo strike
58.77
IV
62.8%
B/E move
17.4%
Puts
Pseudo strike
46.27
IV
60.3%
B/E move
12.3%

30Δ

Calls
Pseudo strike
57.27
IV
62.3%
B/E move
15.1%
Puts
Pseudo strike
47.49
IV
59.9%
B/E move
10.7%

35Δ

Calls
Pseudo strike
55.77
IV
61.8%
B/E move
12.9%
Puts
Pseudo strike
48.71
IV
59.5%
B/E move
9.1%

40Δ

Calls
Pseudo strike
54.43
IV
62.0%
B/E move
11.0%
Puts
Pseudo strike
49.82
IV
61.6%
B/E move
8.0%

45Δ

Calls
Pseudo strike
53.27
IV
62.4%
B/E move
9.7%
Puts
Pseudo strike
50.92
IV
61.6%
B/E move
7.1%

50Δ

Calls
Pseudo strike
52.11
IV
62.7%
B/E move
8.4%
Puts
Pseudo strike
52.03
IV
60.8%
B/E move
6.0%

55Δ

Calls
Pseudo strike
50.96
IV
62.9%
B/E move
7.2%
Puts
Pseudo strike
53.14
IV
60.1%
B/E move
5.0%

60Δ

Calls
Pseudo strike
49.80
IV
62.9%
B/E move
5.9%
Puts
Pseudo strike
54.26
IV
59.4%
B/E move
4.0%

65Δ

Calls
Pseudo strike
48.59
IV
62.9%
B/E move
5.0%
Puts
Pseudo strike
55.53
IV
59.4%
B/E move
3.3%

70Δ

Calls
Pseudo strike
47.30
IV
63.8%
B/E move
4.1%
Puts
Pseudo strike
56.89
IV
59.0%
B/E move
2.6%

75Δ

Calls
Pseudo strike
46.00
IV
64.7%
B/E move
3.3%
Puts
Pseudo strike
58.25
IV
58.7%
B/E move
2.0%

80Δ

Calls
Pseudo strike
44.42
IV
68.2%
B/E move
2.6%
Puts
Pseudo strike
59.67
IV
58.1%
B/E move
1.3%

Options history

No recorded observations