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Frontline Plc FRO

i

Market datapartial · fetched 2026-10-22T20:57:35.235Z

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 · 2026-10-22T20:38:00.525752256Z

FundamentalsAlpha Vantage · unavailable

Share price$51.30
1D+0.9%
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$0.75$3.48$6.22$8.96$11.70$40.17$45.76$51.35$56.93$62.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FRO spot · $51.30FRO PRICE$1.04$1.23$1.57$1.90$2.28$2.76$3.25$3.75$4.25$4.88$5.73$6.58$7.43$1.09$1.49$1.89$2.29$2.91$3.52$4.12$4.73$5.41$6.41$7.48$8.55$10.91
PutsFair1.01×
CallsFair1.03×
SkewNeutral-0.06 pp
Implied moveBearish±$7.38
TiltBearish13.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.6874.5%26.2%45.1261.6%14.2%
25Δ58.8361.9%17.1%46.3761.3%12.5%
30Δ57.3561.3%14.9%47.6160.9%10.9%
35Δ55.8760.6%12.6%48.8660.6%9.2%
40Δ54.5360.7%10.7%49.9763.4%8.3%
45Δ53.3961.0%9.5%51.1262.9%7.2%
50Δ52.2661.0%8.2%52.2662.3%6.2%
55Δ51.1361.1%7.0%53.4061.7%5.1%
60Δ50.0061.2%5.7%54.5861.4%4.2%
65Δ48.8660.6%4.8%55.9561.6%3.4%
70Δ47.6161.0%4.0%57.3761.6%2.7%
75Δ46.3561.4%3.2%58.8061.6%2.0%
80Δ45.1061.9%2.4%61.4266.3%1.5%

20Δ

Calls
Pseudo strike
63.68
IV
74.5%
B/E move
26.2%
Puts
Pseudo strike
45.12
IV
61.6%
B/E move
14.2%

25Δ

Calls
Pseudo strike
58.83
IV
61.9%
B/E move
17.1%
Puts
Pseudo strike
46.37
IV
61.3%
B/E move
12.5%

30Δ

Calls
Pseudo strike
57.35
IV
61.3%
B/E move
14.9%
Puts
Pseudo strike
47.61
IV
60.9%
B/E move
10.9%

35Δ

Calls
Pseudo strike
55.87
IV
60.6%
B/E move
12.6%
Puts
Pseudo strike
48.86
IV
60.6%
B/E move
9.2%

40Δ

Calls
Pseudo strike
54.53
IV
60.7%
B/E move
10.7%
Puts
Pseudo strike
49.97
IV
63.4%
B/E move
8.3%

45Δ

Calls
Pseudo strike
53.39
IV
61.0%
B/E move
9.5%
Puts
Pseudo strike
51.12
IV
62.9%
B/E move
7.2%

50Δ

Calls
Pseudo strike
52.26
IV
61.0%
B/E move
8.2%
Puts
Pseudo strike
52.26
IV
62.3%
B/E move
6.2%

55Δ

Calls
Pseudo strike
51.13
IV
61.1%
B/E move
7.0%
Puts
Pseudo strike
53.40
IV
61.7%
B/E move
5.1%

60Δ

Calls
Pseudo strike
50.00
IV
61.2%
B/E move
5.7%
Puts
Pseudo strike
54.58
IV
61.4%
B/E move
4.2%

65Δ

Calls
Pseudo strike
48.86
IV
60.6%
B/E move
4.8%
Puts
Pseudo strike
55.95
IV
61.6%
B/E move
3.4%

70Δ

Calls
Pseudo strike
47.61
IV
61.0%
B/E move
4.0%
Puts
Pseudo strike
57.37
IV
61.6%
B/E move
2.7%

75Δ

Calls
Pseudo strike
46.35
IV
61.4%
B/E move
3.2%
Puts
Pseudo strike
58.80
IV
61.6%
B/E move
2.0%

80Δ

Calls
Pseudo strike
45.10
IV
61.9%
B/E move
2.4%
Puts
Pseudo strike
61.42
IV
66.3%
B/E move
1.5%

Options history

No recorded observations