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Frontdoor Inc FTDR

CONSUMER CYCLICAL · PERSONAL SERVICES
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Market dataready · fetched 2026-10-23T22:15:58.479Z

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 · 2026-10-23T20:00:01.147323001Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T22:15:58.019319+00:00

Share price$84.34
1D-0.7%
AH$83.75$84.11$84.48$84.84$85.205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFTDR
Sold putSold callAH

Frontdoor Inc options

Live interpolated FTDR call and put midpoint premiums by absolute delta.Frontdoor Inc$1.12$4.53$7.95$11.36$14.77$67.64$75.87$84.10$92.33$100.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTDR spot · $84.34FTDR PRICE$1.49$1.79$2.25$2.71$3.31$3.97$4.63$5.42$6.29$7.16$8.53$10.28$12.29$1.94$2.48$3.12$3.76$4.36$4.96$5.71$6.71$7.71$8.86$10.27$11.67$13.78
PutsExpensive1.61×
CallsExpensive1.47×
SkewBearish+2.04 pp
Implied moveBearish±$10.33
TiltBearish9.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.3562.1%19.6%73.2868.5%15.4%
25Δ94.9355.3%14.7%76.1164.4%12.7%
30Δ92.7554.2%12.6%78.2463.3%10.9%
35Δ90.5753.1%10.6%80.3261.9%9.2%
40Δ88.8053.1%9.2%82.0959.4%7.8%
45Δ87.1853.5%8.1%83.8656.8%6.5%
50Δ85.5554.0%6.9%85.6055.0%5.3%
55Δ83.9454.2%6.0%87.2754.8%4.5%
60Δ82.3354.3%5.1%88.9454.5%3.7%
65Δ80.7254.3%4.2%90.7054.2%3.0%
70Δ78.7656.2%3.5%92.6353.8%2.3%
75Δ76.5459.6%2.9%94.5553.4%1.7%
80Δ74.0662.9%2.4%97.1053.5%1.2%

20Δ

Calls
Pseudo strike
99.35
IV
62.1%
B/E move
19.6%
Puts
Pseudo strike
73.28
IV
68.5%
B/E move
15.4%

25Δ

Calls
Pseudo strike
94.93
IV
55.3%
B/E move
14.7%
Puts
Pseudo strike
76.11
IV
64.4%
B/E move
12.7%

30Δ

Calls
Pseudo strike
92.75
IV
54.2%
B/E move
12.6%
Puts
Pseudo strike
78.24
IV
63.3%
B/E move
10.9%

35Δ

Calls
Pseudo strike
90.57
IV
53.1%
B/E move
10.6%
Puts
Pseudo strike
80.32
IV
61.9%
B/E move
9.2%

40Δ

Calls
Pseudo strike
88.80
IV
53.1%
B/E move
9.2%
Puts
Pseudo strike
82.09
IV
59.4%
B/E move
7.8%

45Δ

Calls
Pseudo strike
87.18
IV
53.5%
B/E move
8.1%
Puts
Pseudo strike
83.86
IV
56.8%
B/E move
6.5%

50Δ

Calls
Pseudo strike
85.55
IV
54.0%
B/E move
6.9%
Puts
Pseudo strike
85.60
IV
55.0%
B/E move
5.3%

55Δ

Calls
Pseudo strike
83.94
IV
54.2%
B/E move
6.0%
Puts
Pseudo strike
87.27
IV
54.8%
B/E move
4.5%

60Δ

Calls
Pseudo strike
82.33
IV
54.3%
B/E move
5.1%
Puts
Pseudo strike
88.94
IV
54.5%
B/E move
3.7%

65Δ

Calls
Pseudo strike
80.72
IV
54.3%
B/E move
4.2%
Puts
Pseudo strike
90.70
IV
54.2%
B/E move
3.0%

70Δ

Calls
Pseudo strike
78.76
IV
56.2%
B/E move
3.5%
Puts
Pseudo strike
92.63
IV
53.8%
B/E move
2.3%

75Δ

Calls
Pseudo strike
76.54
IV
59.6%
B/E move
2.9%
Puts
Pseudo strike
94.55
IV
53.4%
B/E move
1.7%

80Δ

Calls
Pseudo strike
74.06
IV
62.9%
B/E move
2.4%
Puts
Pseudo strike
97.10
IV
53.5%
B/E move
1.2%

Options history

No recorded observations