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Federal Realty Investment Trust FRT

REAL ESTATE · REIT - RETAIL
i

Market dataready · fetched 2026-11-12T16:27:41.650Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T16:27:10.210671343Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T16:27:40.533722+00:00

Share price$112.49
1D-1.1%
$112.32$112.70$113.09$113.48$113.865:30 AM6:30 AM9:00 AM1:00 PMFRT
Sold putSold call

Federal Realty Investment Trust options

Live interpolated FRT call and put midpoint premiums by absolute delta.Federal Realty Investment Trust$0.46$1.14$1.83$2.51$3.20$108.10$110.30$112.49$114.68$116.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FRT spot · $112.49FRT PRICE$1.22$1.48$1.73$1.98$2.24$2.49$2.75$3.00$1.41$0.53$0.70$0.87$1.04$1.21$1.38$1.55$1.71$1.88$2.05$2.22$2.39
PutsFair1.02×
Calls——
Skew——
Implied moveBullish±$3.36
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ103.2172.5%9.5%
25Δ110.3119.5%2.4%
30Δ110.6919.0%2.2%
35Δ114.8231.7%3.2%111.0818.5%2.0%
40Δ114.2130.8%2.8%111.4718.0%1.8%
45Δ113.6029.9%2.5%111.8617.5%1.6%
50Δ112.9929.0%2.2%112.2517.0%1.4%
55Δ112.3828.1%1.9%112.6316.5%1.2%
60Δ111.7727.2%1.6%113.0216.0%1.1%
65Δ111.1526.3%1.3%113.4115.5%0.9%
70Δ110.5425.4%0.9%113.8015.0%0.7%
75Δ114.1814.5%0.5%
80Δ114.5714.0%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
103.21
IV
72.5%
B/E move
9.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
110.31
IV
19.5%
B/E move
2.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
110.69
IV
19.0%
B/E move
2.2%

35Δ

Calls
Pseudo strike
114.82
IV
31.7%
B/E move
3.2%
Puts
Pseudo strike
111.08
IV
18.5%
B/E move
2.0%

40Δ

Calls
Pseudo strike
114.21
IV
30.8%
B/E move
2.8%
Puts
Pseudo strike
111.47
IV
18.0%
B/E move
1.8%

45Δ

Calls
Pseudo strike
113.60
IV
29.9%
B/E move
2.5%
Puts
Pseudo strike
111.86
IV
17.5%
B/E move
1.6%

50Δ

Calls
Pseudo strike
112.99
IV
29.0%
B/E move
2.2%
Puts
Pseudo strike
112.25
IV
17.0%
B/E move
1.4%

55Δ

Calls
Pseudo strike
112.38
IV
28.1%
B/E move
1.9%
Puts
Pseudo strike
112.63
IV
16.5%
B/E move
1.2%

60Δ

Calls
Pseudo strike
111.77
IV
27.2%
B/E move
1.6%
Puts
Pseudo strike
113.02
IV
16.0%
B/E move
1.1%

65Δ

Calls
Pseudo strike
111.15
IV
26.3%
B/E move
1.3%
Puts
Pseudo strike
113.41
IV
15.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
110.54
IV
25.4%
B/E move
0.9%
Puts
Pseudo strike
113.80
IV
15.0%
B/E move
0.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
114.18
IV
14.5%
B/E move
0.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
114.57
IV
14.0%
B/E move
0.3%

Options history

IV · four-Friday blend18.48%
Daily close
FRT16.8%22.0%27.3%2026-08-14: 23.72%2026-08-21: 17.72%2026-08-24: 17.90%2026-08-25: 18.87%2026-08-26: 17.75%2026-08-27: 17.67%2026-08-31: 18.67%2026-09-01: 18.82%2026-09-02: 18.98%2026-09-08: 20.84%2026-09-10: 20.27%2026-09-11: 20.09%2026-09-14: 20.76%2026-09-15: 26.54%2026-09-18: 17.52%2026-09-21: 19.60%2026-09-22: 19.62%2026-09-23: 18.76%2026-09-24: 19.27%2026-09-28: 19.84%2026-10-01: 20.54%2026-10-08: 22.27%2026-10-12: 26.27%2026-10-14: 25.88%2026-10-19: 20.53%2026-10-20: 20.23%2026-10-21: 20.18%2026-10-22: 19.29%2026-10-23: 18.87%2026-10-26: 19.30%2026-10-27: 19.10%2026-10-28: 20.21%2026-10-29: 19.20%2026-10-30: 18.48%Aug 14Sep 22Oct 30
34 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
23.72%
17.72%
17.90%
18.87%
17.75%
17.67%
18.67%
18.82%
18.98%
20.84%
20.27%
20.09%
20.76%
26.54%
17.52%
19.60%
19.62%
18.76%
19.27%
19.84%
20.54%
22.27%
26.27%
25.88%
20.53%
20.23%
20.18%
19.29%
18.87%
19.30%
19.10%
20.21%
19.20%
18.48%