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Federal Realty Investment Trust FRT

REAL ESTATE · REIT - RETAIL
i

Market dataready · fetched 2026-10-23T03:49:03.868Z

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 · 2026-10-22T23:00:00.002382948Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:49:03.500624+00:00

Share price$108.88
1D+2.4%
AH$106.15$106.89$107.62$108.35$109.085:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFRT
Sold putSold callAH

Federal Realty Investment Trust options

Live interpolated FRT call and put midpoint premiums by absolute delta.Federal Realty Investment Trust$0.40$2.79$5.18$7.57$9.96$100.59$104.86$109.13$113.39$117.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FRT spot · $108.88FRT PRICE$0.66$0.91$1.15$1.40$1.65$1.89$2.67$3.53$4.39$5.26$6.17$7.72$9.27$1.10$1.00$1.27$1.54$1.81$2.08$2.35$2.66$3.55$4.43$5.31$6.19$8.33
PutsExpensive1.06×
CallsExpensive1.25×
SkewBullish-1.62 pp
Implied moveBullish±$5.02
TiltBullish5.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.5218.9%5.8%99.4537.3%9.7%
25Δ113.6418.8%5.2%105.0821.1%4.4%
30Δ112.7618.8%4.6%105.9120.6%3.9%
35Δ111.8818.7%4.0%106.7420.0%3.4%
40Δ111.0018.7%3.5%107.5719.5%2.9%
45Δ110.1218.7%2.9%108.4018.9%2.4%
50Δ109.0920.7%2.7%109.2318.3%1.8%
55Δ108.0522.9%2.5%110.0817.9%1.3%
60Δ107.0125.2%2.3%111.1719.1%1.2%
65Δ105.9627.5%2.1%112.2620.2%1.0%
70Δ104.8529.8%2.0%113.3421.4%0.8%
75Δ102.9931.6%1.7%114.4322.5%0.6%
80Δ101.1233.5%1.4%116.7426.0%0.4%

20Δ

Calls
Pseudo strike
114.52
IV
18.9%
B/E move
5.8%
Puts
Pseudo strike
99.45
IV
37.3%
B/E move
9.7%

25Δ

Calls
Pseudo strike
113.64
IV
18.8%
B/E move
5.2%
Puts
Pseudo strike
105.08
IV
21.1%
B/E move
4.4%

30Δ

Calls
Pseudo strike
112.76
IV
18.8%
B/E move
4.6%
Puts
Pseudo strike
105.91
IV
20.6%
B/E move
3.9%

35Δ

Calls
Pseudo strike
111.88
IV
18.7%
B/E move
4.0%
Puts
Pseudo strike
106.74
IV
20.0%
B/E move
3.4%

40Δ

Calls
Pseudo strike
111.00
IV
18.7%
B/E move
3.5%
Puts
Pseudo strike
107.57
IV
19.5%
B/E move
2.9%

45Δ

Calls
Pseudo strike
110.12
IV
18.7%
B/E move
2.9%
Puts
Pseudo strike
108.40
IV
18.9%
B/E move
2.4%

50Δ

Calls
Pseudo strike
109.09
IV
20.7%
B/E move
2.7%
Puts
Pseudo strike
109.23
IV
18.3%
B/E move
1.8%

55Δ

Calls
Pseudo strike
108.05
IV
22.9%
B/E move
2.5%
Puts
Pseudo strike
110.08
IV
17.9%
B/E move
1.3%

60Δ

Calls
Pseudo strike
107.01
IV
25.2%
B/E move
2.3%
Puts
Pseudo strike
111.17
IV
19.1%
B/E move
1.2%

65Δ

Calls
Pseudo strike
105.96
IV
27.5%
B/E move
2.1%
Puts
Pseudo strike
112.26
IV
20.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
104.85
IV
29.8%
B/E move
2.0%
Puts
Pseudo strike
113.34
IV
21.4%
B/E move
0.8%

75Δ

Calls
Pseudo strike
102.99
IV
31.6%
B/E move
1.7%
Puts
Pseudo strike
114.43
IV
22.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
101.12
IV
33.5%
B/E move
1.4%
Puts
Pseudo strike
116.74
IV
26.0%
B/E move
0.4%

Options history

No recorded observations