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Fortrea Holdings Inc. Common Stock FTRE

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Market datapartial · fetched 2026-10-23T14:12:30.886Z

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 · 2026-10-23T14:12:16.128166125Z

FundamentalsAlpha Vantage · unavailable

Share price$23.60
1D-0.5%
$23.58$23.66$23.75$23.83$23.925:30 AM6:30 AM9:00 AM1:00 PMFTRE
Sold putSold call

Fortrea Holdings Inc. Common Stock options

Live interpolated FTRE call and put midpoint premiums by absolute delta.Fortrea Holdings Inc. Common Stock$0.50$2.11$3.73$5.34$6.96$15.63$19.81$23.99$28.18$32.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FTRE spot · $23.60FTRE PRICE$0.67$0.90$1.23$1.56$1.89$2.19$2.47$2.68$2.89$3.33$4.06$4.79$5.53$0.87$1.22$1.71$2.20$2.55$2.75$2.94$3.21$3.72$4.24$4.75$5.62$6.49
PutsExpensive1.45×
CallsExpensive1.26×
SkewBullish-12.02 pp
Implied moveBearish±$5.42
TiltBearish10.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.1699.9%34.9%19.33102.5%21.8%
25Δ30.11105.6%31.4%20.37103.0%18.8%
30Δ29.18111.5%28.9%21.22109.2%17.3%
35Δ28.27117.4%26.4%22.07115.3%15.8%
40Δ27.31121.8%23.8%22.88113.9%13.8%
45Δ26.10118.2%19.8%23.64105.0%11.5%
50Δ24.91114.1%16.0%24.4096.0%9.1%
55Δ23.96106.0%12.9%25.1788.7%7.0%
60Δ23.0297.9%9.8%25.9487.2%5.8%
65Δ22.0796.7%7.6%26.7285.8%4.7%
70Δ21.10103.9%6.6%27.5084.4%3.6%
75Δ20.14111.2%5.7%28.5684.1%2.8%
80Δ19.10110.8%4.4%29.6383.8%2.0%

20Δ

Calls
Pseudo strike
31.16
IV
99.9%
B/E move
34.9%
Puts
Pseudo strike
19.33
IV
102.5%
B/E move
21.8%

25Δ

Calls
Pseudo strike
30.11
IV
105.6%
B/E move
31.4%
Puts
Pseudo strike
20.37
IV
103.0%
B/E move
18.8%

30Δ

Calls
Pseudo strike
29.18
IV
111.5%
B/E move
28.9%
Puts
Pseudo strike
21.22
IV
109.2%
B/E move
17.3%

35Δ

Calls
Pseudo strike
28.27
IV
117.4%
B/E move
26.4%
Puts
Pseudo strike
22.07
IV
115.3%
B/E move
15.8%

40Δ

Calls
Pseudo strike
27.31
IV
121.8%
B/E move
23.8%
Puts
Pseudo strike
22.88
IV
113.9%
B/E move
13.8%

45Δ

Calls
Pseudo strike
26.10
IV
118.2%
B/E move
19.8%
Puts
Pseudo strike
23.64
IV
105.0%
B/E move
11.5%

50Δ

Calls
Pseudo strike
24.91
IV
114.1%
B/E move
16.0%
Puts
Pseudo strike
24.40
IV
96.0%
B/E move
9.1%

55Δ

Calls
Pseudo strike
23.96
IV
106.0%
B/E move
12.9%
Puts
Pseudo strike
25.17
IV
88.7%
B/E move
7.0%

60Δ

Calls
Pseudo strike
23.02
IV
97.9%
B/E move
9.8%
Puts
Pseudo strike
25.94
IV
87.2%
B/E move
5.8%

65Δ

Calls
Pseudo strike
22.07
IV
96.7%
B/E move
7.6%
Puts
Pseudo strike
26.72
IV
85.8%
B/E move
4.7%

70Δ

Calls
Pseudo strike
21.10
IV
103.9%
B/E move
6.6%
Puts
Pseudo strike
27.50
IV
84.4%
B/E move
3.6%

75Δ

Calls
Pseudo strike
20.14
IV
111.2%
B/E move
5.7%
Puts
Pseudo strike
28.56
IV
84.1%
B/E move
2.8%

80Δ

Calls
Pseudo strike
19.10
IV
110.8%
B/E move
4.4%
Puts
Pseudo strike
29.63
IV
83.8%
B/E move
2.0%

Options history

No recorded observations