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Fortrea Holdings Inc. Common Stock FTRE

i

Market dataready · fetched 2026-11-12T15:56:50.356Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T15:56:22.850863095Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:56:49.833378+00:00

Share price$20.17
1D+0.8%
$19.07$19.38$19.68$19.99$20.295:30 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$0.06$1.88$3.69$5.51$7.33$15.67$17.70$19.72$21.75$23.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FTRE spot · $20.17FTRE PRICE$0.25$0.35$0.44$0.54$0.63$0.72$0.82$0.91$0.49$0.56$0.63$0.69$0.76$0.87$1.32$1.77$2.22$2.67$3.37$4.82$6.80
PutsExpensive1.36×
Calls——
Skew——
Implied moveBearish±$2.14
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.4880.4%12.7%16.26161.2%21.8%
25Δ22.1379.0%11.5%17.02144.1%18.4%
30Δ21.7977.5%10.2%17.79126.9%14.9%
35Δ21.4476.0%8.9%18.55109.8%11.5%
40Δ21.0974.5%7.7%19.3292.6%8.0%
45Δ20.7473.0%6.4%20.0578.3%4.9%
50Δ20.3971.5%5.2%20.5788.4%4.6%
55Δ20.0470.0%3.9%21.0898.4%4.2%
60Δ21.60108.5%3.9%
65Δ22.12118.6%3.6%
70Δ22.89132.1%3.2%
75Δ24.40155.8%2.9%
80Δ26.46181.7%2.5%

20Δ

Calls
Pseudo strike
22.48
IV
80.4%
B/E move
12.7%
Puts
Pseudo strike
16.26
IV
161.2%
B/E move
21.8%

25Δ

Calls
Pseudo strike
22.13
IV
79.0%
B/E move
11.5%
Puts
Pseudo strike
17.02
IV
144.1%
B/E move
18.4%

30Δ

Calls
Pseudo strike
21.79
IV
77.5%
B/E move
10.2%
Puts
Pseudo strike
17.79
IV
126.9%
B/E move
14.9%

35Δ

Calls
Pseudo strike
21.44
IV
76.0%
B/E move
8.9%
Puts
Pseudo strike
18.55
IV
109.8%
B/E move
11.5%

40Δ

Calls
Pseudo strike
21.09
IV
74.5%
B/E move
7.7%
Puts
Pseudo strike
19.32
IV
92.6%
B/E move
8.0%

45Δ

Calls
Pseudo strike
20.74
IV
73.0%
B/E move
6.4%
Puts
Pseudo strike
20.05
IV
78.3%
B/E move
4.9%

50Δ

Calls
Pseudo strike
20.39
IV
71.5%
B/E move
5.2%
Puts
Pseudo strike
20.57
IV
88.4%
B/E move
4.6%

55Δ

Calls
Pseudo strike
20.04
IV
70.0%
B/E move
3.9%
Puts
Pseudo strike
21.08
IV
98.4%
B/E move
4.2%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.60
IV
108.5%
B/E move
3.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.12
IV
118.6%
B/E move
3.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.89
IV
132.1%
B/E move
3.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.40
IV
155.8%
B/E move
2.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.46
IV
181.7%
B/E move
2.5%

Options history

IV · four-Friday blend77.11%
Daily close
FTRE73.2%90.0%106.8%2026-08-14: 79.92%2026-08-21: 78.81%2026-08-24: 78.04%2026-08-25: 81.27%2026-08-26: 79.28%2026-08-27: 78.24%2026-08-28: 77.99%2026-08-31: 79.22%2026-09-01: 75.78%2026-09-02: 77.81%2026-09-03: 77.07%2026-09-08: 86.35%2026-09-09: 89.35%2026-09-11: 83.22%2026-09-14: 95.36%2026-09-15: 84.93%2026-09-16: 84.01%2026-09-18: 77.92%2026-09-21: 81.83%2026-09-22: 76.53%2026-09-23: 77.41%2026-09-24: 78.01%2026-09-25: 76.90%2026-09-28: 81.63%2026-09-29: 75.54%2026-09-30: 77.72%2026-10-01: 81.89%2026-10-02: 79.86%2026-10-05: 81.51%2026-10-07: 80.42%2026-10-08: 76.91%2026-10-09: 88.11%2026-10-14: 96.39%2026-10-15: 104.48%2026-10-16: 80.19%2026-10-19: 83.32%2026-10-20: 81.72%2026-10-21: 81.39%2026-10-22: 83.05%2026-10-23: 85.02%2026-10-26: 87.16%2026-10-27: 83.84%2026-10-28: 85.53%2026-10-29: 76.97%2026-10-30: 77.11%Aug 14Sep 25Oct 30
45 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
79.92%
78.81%
78.04%
81.27%
79.28%
78.24%
77.99%
79.22%
75.78%
77.81%
77.07%
86.35%
89.35%
83.22%
95.36%
84.93%
84.01%
77.92%
81.83%
76.53%
77.41%
78.01%
76.90%
81.63%
75.54%
77.72%
81.89%
79.86%
81.51%
80.42%
76.91%
88.11%
96.39%
104.48%
80.19%
83.32%
81.72%
81.39%
83.05%
85.02%
87.16%
83.84%
85.53%
76.97%
77.11%