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Fortrea Holdings Inc. Common Stock FTRE

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Market datapartial · fetched 2026-10-22T23:50:52.778Z

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 · 2026-10-22T20:53:25.814163605Z

FundamentalsAlpha Vantage · unavailable

Share price$23.95
1D-0.8%
AH$23.21$23.62$24.04$24.45$24.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFTRE
Sold putSold callAH

Fortrea Holdings Inc. Common Stock options

Live interpolated FTRE call and put midpoint premiums by absolute delta.Fortrea Holdings Inc. Common Stock$0.45$2.48$4.50$6.53$8.55$16.23$20.13$24.03$27.93$31.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTRE spot · $23.95FTRE PRICE$0.67$0.89$1.14$1.41$1.66$1.90$2.15$2.46$2.78$3.09$3.66$4.23$4.82$0.87$1.14$1.43$1.72$2.07$2.43$2.79$3.28$3.85$4.41$5.56$6.95$7.97
PutsExpensive1.37×
CallsExpensive1.08×
SkewBullish-2.43 pp
Implied moveBearish±$4.94
TiltBearish18.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.7599.8%35.4%19.65100.8%21.6%
25Δ30.36101.0%30.5%20.6897.0%18.4%
30Δ29.15101.6%26.5%21.5894.9%15.9%
35Δ28.02102.1%22.9%22.4792.7%13.3%
40Δ26.93100.2%19.4%23.2491.0%11.6%
45Δ25.8896.5%16.0%24.0089.2%9.9%
50Δ24.8893.0%12.8%24.7687.5%8.3%
55Δ24.0991.0%10.9%25.5786.9%7.0%
60Δ23.3189.0%8.9%26.4086.8%5.9%
65Δ22.5387.0%7.0%27.2286.7%4.8%
70Δ21.6888.4%5.8%28.5791.8%3.9%
75Δ20.8490.0%4.7%30.1298.5%3.2%
80Δ19.9891.7%3.5%31.3695.7%2.3%

20Δ

Calls
Pseudo strike
31.75
IV
99.8%
B/E move
35.4%
Puts
Pseudo strike
19.65
IV
100.8%
B/E move
21.6%

25Δ

Calls
Pseudo strike
30.36
IV
101.0%
B/E move
30.5%
Puts
Pseudo strike
20.68
IV
97.0%
B/E move
18.4%

30Δ

Calls
Pseudo strike
29.15
IV
101.6%
B/E move
26.5%
Puts
Pseudo strike
21.58
IV
94.9%
B/E move
15.9%

35Δ

Calls
Pseudo strike
28.02
IV
102.1%
B/E move
22.9%
Puts
Pseudo strike
22.47
IV
92.7%
B/E move
13.3%

40Δ

Calls
Pseudo strike
26.93
IV
100.2%
B/E move
19.4%
Puts
Pseudo strike
23.24
IV
91.0%
B/E move
11.6%

45Δ

Calls
Pseudo strike
25.88
IV
96.5%
B/E move
16.0%
Puts
Pseudo strike
24.00
IV
89.2%
B/E move
9.9%

50Δ

Calls
Pseudo strike
24.88
IV
93.0%
B/E move
12.8%
Puts
Pseudo strike
24.76
IV
87.5%
B/E move
8.3%

55Δ

Calls
Pseudo strike
24.09
IV
91.0%
B/E move
10.9%
Puts
Pseudo strike
25.57
IV
86.9%
B/E move
7.0%

60Δ

Calls
Pseudo strike
23.31
IV
89.0%
B/E move
8.9%
Puts
Pseudo strike
26.40
IV
86.8%
B/E move
5.9%

65Δ

Calls
Pseudo strike
22.53
IV
87.0%
B/E move
7.0%
Puts
Pseudo strike
27.22
IV
86.7%
B/E move
4.8%

70Δ

Calls
Pseudo strike
21.68
IV
88.4%
B/E move
5.8%
Puts
Pseudo strike
28.57
IV
91.8%
B/E move
3.9%

75Δ

Calls
Pseudo strike
20.84
IV
90.0%
B/E move
4.7%
Puts
Pseudo strike
30.12
IV
98.5%
B/E move
3.2%

80Δ

Calls
Pseudo strike
19.98
IV
91.7%
B/E move
3.5%
Puts
Pseudo strike
31.36
IV
95.7%
B/E move
2.3%

Options history

No recorded observations