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Federal Realty Investment Trust FRT

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Market datapartial · fetched 2026-10-22T22:09:21.933Z

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 · 2026-10-22T22:01:44.240008949Z

FundamentalsAlpha Vantage · unavailable

Share price$108.85
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$2.81$5.22$7.64$10.05$100.59$104.87$109.16$113.44$117.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FRT spot · $108.85FRT PRICE$0.66$0.91$1.16$1.40$1.65$1.90$2.70$3.57$4.43$5.29$6.24$7.79$9.35$1.10$1.00$1.26$1.53$1.80$2.07$2.34$2.62$3.49$4.37$5.25$6.12$8.06
PutsExpensive1.06×
CallsExpensive1.27×
SkewBullish-2.01 pp
Implied moveBullish±$5.04
TiltBullish6.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.5118.9%5.8%99.3937.3%9.7%
25Δ113.6318.9%5.2%105.0721.1%4.4%
30Δ112.7418.9%4.6%105.8920.5%3.9%
35Δ111.8618.8%4.1%106.7219.9%3.4%
40Δ110.9718.8%3.5%107.5419.4%2.9%
45Δ110.0918.8%2.9%108.3718.8%2.3%
50Δ109.0620.9%2.7%109.1918.2%1.8%
55Δ108.0123.2%2.5%110.0217.7%1.3%
60Δ106.9725.5%2.3%111.1018.8%1.1%
65Δ105.9227.8%2.2%112.1819.9%1.0%
70Δ104.7730.1%2.0%113.2721.1%0.8%
75Δ102.9032.0%1.7%114.3522.2%0.6%
80Δ101.0233.9%1.4%116.4525.3%0.4%

20Δ

Calls
Pseudo strike
114.51
IV
18.9%
B/E move
5.8%
Puts
Pseudo strike
99.39
IV
37.3%
B/E move
9.7%

25Δ

Calls
Pseudo strike
113.63
IV
18.9%
B/E move
5.2%
Puts
Pseudo strike
105.07
IV
21.1%
B/E move
4.4%

30Δ

Calls
Pseudo strike
112.74
IV
18.9%
B/E move
4.6%
Puts
Pseudo strike
105.89
IV
20.5%
B/E move
3.9%

35Δ

Calls
Pseudo strike
111.86
IV
18.8%
B/E move
4.1%
Puts
Pseudo strike
106.72
IV
19.9%
B/E move
3.4%

40Δ

Calls
Pseudo strike
110.97
IV
18.8%
B/E move
3.5%
Puts
Pseudo strike
107.54
IV
19.4%
B/E move
2.9%

45Δ

Calls
Pseudo strike
110.09
IV
18.8%
B/E move
2.9%
Puts
Pseudo strike
108.37
IV
18.8%
B/E move
2.3%

50Δ

Calls
Pseudo strike
109.06
IV
20.9%
B/E move
2.7%
Puts
Pseudo strike
109.19
IV
18.2%
B/E move
1.8%

55Δ

Calls
Pseudo strike
108.01
IV
23.2%
B/E move
2.5%
Puts
Pseudo strike
110.02
IV
17.7%
B/E move
1.3%

60Δ

Calls
Pseudo strike
106.97
IV
25.5%
B/E move
2.3%
Puts
Pseudo strike
111.10
IV
18.8%
B/E move
1.1%

65Δ

Calls
Pseudo strike
105.92
IV
27.8%
B/E move
2.2%
Puts
Pseudo strike
112.18
IV
19.9%
B/E move
1.0%

70Δ

Calls
Pseudo strike
104.77
IV
30.1%
B/E move
2.0%
Puts
Pseudo strike
113.27
IV
21.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
102.90
IV
32.0%
B/E move
1.7%
Puts
Pseudo strike
114.35
IV
22.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
101.02
IV
33.9%
B/E move
1.4%
Puts
Pseudo strike
116.45
IV
25.3%
B/E move
0.4%

Options history

No recorded observations