IntraAlpha
Create free account Start free

Frontline Plc FRO

i

Market datapartial · fetched 2026-10-22T16:37:45.310Z

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 · 2026-10-22T16:37:42.262081387Z

FundamentalsAlpha Vantage · unavailable

Share price$51.81
1D+2.0%
$50.06$50.56$51.05$51.54$52.045:30 AM6:30 AM9:00 AM1:00 PMFRO
Sold putSold call

Frontline Plc options

Live interpolated FRO call and put midpoint premiums by absolute delta.Frontline Plc$0.71$4.30$7.88$11.46$15.05$40.28$45.95$51.63$57.31$62.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FRO spot · $51.80FRO PRICE$1.10$1.21$1.57$1.93$2.29$2.78$3.31$3.84$4.38$4.97$5.58$6.18$6.77$1.15$1.56$1.96$2.38$2.96$3.56$4.17$4.77$5.50$6.45$7.40$8.35$14.01
PutsFair1.04×
CallsFair1.01×
SkewBearish+2.38 pp
Implied moveBearish±$7.48
TiltBearish16.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.5879.3%28.7%45.3363.9%14.7%
25Δ59.0959.9%16.4%46.6763.4%12.9%
30Δ57.7460.0%14.5%48.0062.9%11.1%
35Δ56.4060.2%12.6%49.3162.6%9.4%
40Δ55.0560.3%10.7%50.4663.3%8.3%
45Δ53.9261.5%9.5%51.6262.9%7.2%
50Δ52.7861.7%8.3%52.7862.4%6.2%
55Δ51.6361.8%7.1%53.9462.0%5.1%
60Δ50.4861.9%5.9%55.1461.6%4.2%
65Δ49.3361.8%4.8%56.4761.2%3.4%
70Δ48.2959.3%4.0%57.8060.7%2.7%
75Δ47.2756.6%3.2%59.1260.2%2.0%
80Δ46.2553.8%2.3%64.8281.9%1.9%

20Δ

Calls
Pseudo strike
65.58
IV
79.3%
B/E move
28.7%
Puts
Pseudo strike
45.33
IV
63.9%
B/E move
14.7%

25Δ

Calls
Pseudo strike
59.09
IV
59.9%
B/E move
16.4%
Puts
Pseudo strike
46.67
IV
63.4%
B/E move
12.9%

30Δ

Calls
Pseudo strike
57.74
IV
60.0%
B/E move
14.5%
Puts
Pseudo strike
48.00
IV
62.9%
B/E move
11.1%

35Δ

Calls
Pseudo strike
56.40
IV
60.2%
B/E move
12.6%
Puts
Pseudo strike
49.31
IV
62.6%
B/E move
9.4%

40Δ

Calls
Pseudo strike
55.05
IV
60.3%
B/E move
10.7%
Puts
Pseudo strike
50.46
IV
63.3%
B/E move
8.3%

45Δ

Calls
Pseudo strike
53.92
IV
61.5%
B/E move
9.5%
Puts
Pseudo strike
51.62
IV
62.9%
B/E move
7.2%

50Δ

Calls
Pseudo strike
52.78
IV
61.7%
B/E move
8.3%
Puts
Pseudo strike
52.78
IV
62.4%
B/E move
6.2%

55Δ

Calls
Pseudo strike
51.63
IV
61.8%
B/E move
7.1%
Puts
Pseudo strike
53.94
IV
62.0%
B/E move
5.1%

60Δ

Calls
Pseudo strike
50.48
IV
61.9%
B/E move
5.9%
Puts
Pseudo strike
55.14
IV
61.6%
B/E move
4.2%

65Δ

Calls
Pseudo strike
49.33
IV
61.8%
B/E move
4.8%
Puts
Pseudo strike
56.47
IV
61.2%
B/E move
3.4%

70Δ

Calls
Pseudo strike
48.29
IV
59.3%
B/E move
4.0%
Puts
Pseudo strike
57.80
IV
60.7%
B/E move
2.7%

75Δ

Calls
Pseudo strike
47.27
IV
56.6%
B/E move
3.2%
Puts
Pseudo strike
59.12
IV
60.2%
B/E move
2.0%

80Δ

Calls
Pseudo strike
46.25
IV
53.8%
B/E move
2.3%
Puts
Pseudo strike
64.82
IV
81.9%
B/E move
1.9%

Options history

No recorded observations