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Arbor Realty Trust, Inc. ABR

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-11-04T02:34:13.160Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-04T00:45:27.560599712Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T02:34:12.415536+00:00

Share price$1.73
1D-8.5%
AH$1.72$1.77$1.82$1.86$1.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMABR
Sold putSold callAH

Arbor Realty Trust, Inc. options

Live interpolated ABR call and put midpoint premiums by absolute delta.Arbor Realty Trust, Inc.$0.00$1.53$3.05$4.58$6.10$0.68$1.34$2.00$2.66$3.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ABR spot · $1.73ABR PRICE$0.17$0.19$0.22$0.24$0.27$0.29$0.42$0.11$0.13$1.29$1.39$1.79$2.97$3.68$5.66
Puts——
Calls——
Skew——
Implied moveBearish±$3.14
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.28274.0%32.3%
25Δ1.41253.3%26.3%
30Δ2.05797.9%56.2%
35Δ2.40781.7%42.1%
40Δ2.91795.8%35.5%
45Δ
50Δ1.76134.1%11.6%4.07800.0%36.2%
55Δ1.71136.9%10.2%4.81800.0%35.0%
60Δ1.66139.8%8.7%
65Δ1.61142.6%7.3%6.76800.0%36.4%
70Δ1.56145.4%5.8%
75Δ1.51148.2%4.3%
80Δ1.37189.7%3.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.28
IV
274.0%
B/E move
32.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.41
IV
253.3%
B/E move
26.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.05
IV
797.9%
B/E move
56.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.40
IV
781.7%
B/E move
42.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.91
IV
795.8%
B/E move
35.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
1.76
IV
134.1%
B/E move
11.6%
Puts
Pseudo strike
4.07
IV
800.0%
B/E move
36.2%

55Δ

Calls
Pseudo strike
1.71
IV
136.9%
B/E move
10.2%
Puts
Pseudo strike
4.81
IV
800.0%
B/E move
35.0%

60Δ

Calls
Pseudo strike
1.66
IV
139.8%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
1.61
IV
142.6%
B/E move
7.3%
Puts
Pseudo strike
6.76
IV
800.0%
B/E move
36.4%

70Δ

Calls
Pseudo strike
1.56
IV
145.4%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.51
IV
148.2%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.37
IV
189.7%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend548.27%
Daily close
ABR40.5%313.2%585.9%2026-08-17: 78.12%2026-08-18: 145.30%2026-08-28: 106.49%2026-09-01: 119.16%2026-09-02: 163.78%2026-09-17: 125.49%2026-09-24: 210.73%2026-10-05: 103.21%2026-10-06: 144.22%2026-10-09: 386.43%2026-10-12: 528.88%2026-10-21: 327.41%2026-10-23: 397.97%2026-10-29: 434.56%2026-10-30: 548.27%Aug 17Oct 5Oct 30
15 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
78.12%
145.30%
106.49%
119.16%
163.78%
125.49%
210.73%
103.21%
144.22%
386.43%
528.88%
327.41%
397.97%
434.56%
548.27%