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Forrester Research, Inc. Common Stock FORR

i

Market datapartial · fetched 2026-11-03T16:43:00.254Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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

FundamentalsAlpha Vantage · unavailable

Share priceFORR
1D
Price history unavailable.

Forrester Research, Inc. Common Stock options

Live interpolated FORR call and put midpoint premiums by absolute delta.Forrester Research, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEFORR PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

75Δ

Calls
Pseudo strike
IV
B/E move
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 blend79.88%
Daily close
FORR57.2%108.0%158.7%2026-08-05: 80.47%2026-08-06: 78.45%2026-08-07: 81.26%2026-08-10: 85.37%2026-08-13: 82.53%2026-08-21: 67.13%2026-08-24: 67.03%2026-08-25: 67.65%2026-08-26: 70.09%2026-08-27: 64.21%2026-08-28: 65.38%2026-08-31: 67.34%2026-09-01: 67.63%2026-09-02: 66.62%2026-09-03: 68.61%2026-09-08: 68.60%2026-09-09: 73.38%2026-09-10: 90.18%2026-09-11: 93.79%2026-09-14: 100.26%2026-09-15: 110.01%2026-09-18: 78.09%2026-09-21: 76.42%2026-09-22: 73.05%2026-09-23: 73.80%2026-09-24: 76.05%2026-09-25: 78.74%2026-09-28: 71.74%2026-09-29: 81.00%2026-09-30: 82.46%2026-10-01: 83.08%2026-10-05: 90.31%2026-10-09: 97.92%2026-10-15: 151.70%2026-10-16: 69.34%2026-10-19: 71.15%2026-10-20: 67.14%2026-10-21: 76.25%2026-10-22: 75.56%2026-10-23: 78.18%2026-10-26: 78.62%2026-10-27: 80.81%2026-10-28: 80.06%2026-10-29: 79.88%Aug 5Sep 18Oct 29
44 observations2026-08-05 — 2026-10-29
Table
DateIV (%)
80.47%
78.45%
81.26%
85.37%
82.53%
67.13%
67.03%
67.65%
70.09%
64.21%
65.38%
67.34%
67.63%
66.62%
68.61%
68.60%
73.38%
90.18%
93.79%
100.26%
110.01%
78.09%
76.42%
73.05%
73.80%
76.05%
78.74%
71.74%
81.00%
82.46%
83.08%
90.31%
97.92%
151.70%
69.34%
71.15%
67.14%
76.25%
75.56%
78.18%
78.62%
80.81%
80.06%
79.88%