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Arbor Realty Trust, Inc. ABR

i

Market datapartial · fetched 2026-11-05T15:13:17.821Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

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 · 2026-11-05T15:12:44.49466745Z

FundamentalsAlpha Vantage · unavailable

Share price$1.66
1D-5.4%
$1.63$1.67$1.71$1.75$1.795:30 AM6:30 AM9:00 AM1:00 PMABR
Sold putSold call

Arbor Realty Trust, Inc. options

Live interpolated ABR call and put midpoint premiums by absolute delta.Arbor Realty Trust, Inc.$0.06$0.10$0.14$0.18$0.22$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ 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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEABR PRICE$0.06$0.08$0.09$0.10$0.11$0.12$0.14$0.15$0.16$0.17$0.19$0.20
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.46688.9%112.9%
25Δ3.29652.2%102.9%
30Δ3.11615.4%92.9%
35Δ2.93578.7%83.0%
40Δ2.75542.0%73.0%
45Δ2.58505.3%63.0%
50Δ2.40468.6%53.1%
55Δ2.22431.9%43.1%
60Δ2.04395.1%33.1%
65Δ1.87358.4%23.2%
70Δ1.69321.7%13.2%
75Δ1.51285.0%3.2%
80Δ

20Δ

Calls
Pseudo strike
3.46
IV
688.9%
B/E move
112.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
3.29
IV
652.2%
B/E move
102.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
3.11
IV
615.4%
B/E move
92.9%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
2.93
IV
578.7%
B/E move
83.0%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
2.75
IV
542.0%
B/E move
73.0%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
2.58
IV
505.3%
B/E move
63.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
2.40
IV
468.6%
B/E move
53.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
2.22
IV
431.9%
B/E move
43.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
2.04
IV
395.1%
B/E move
33.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
1.87
IV
358.4%
B/E move
23.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
1.69
IV
321.7%
B/E move
13.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
1.51
IV
285.0%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
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%