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Federal Realty Investment Trust FRT

i

Market datapartial · fetched 2026-11-03T18:59:06.397Z

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 · 2026-11-03T18:57:46.807890966Z

FundamentalsAlpha Vantage · unavailable

Share price$110.88
1D+0.3%
$110.04$110.36$110.68$110.99$111.315:30 AM6:30 AM9:00 AM1:00 PMFRT
Sold putSold call

Federal Realty Investment Trust options

Live interpolated FRT call and put midpoint premiums by absolute delta.Federal Realty Investment Trust$0.74$4.09$7.45$10.81$14.16$94.09$102.28$110.47$118.66$126.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —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 —OPTION PRICELive FRT spot · $110.88FRT PRICE$1.16$1.10$1.30$1.50$1.70$1.90$2.10$2.30$3.99$5.88$7.76$9.64$1.17$1.92$2.46$2.99$3.53$4.07$4.60$7.47$13.20
Puts——
Calls——
Skew——
Implied moveBearish±$4.36
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ120.9743.5%10.1%103.3940.4%7.8%
25Δ
30Δ114.6224.8%4.4%
35Δ113.8623.7%3.9%
40Δ113.1122.7%3.4%
45Δ112.3521.6%2.9%110.7420.7%1.9%
50Δ111.6020.5%2.4%111.5121.6%1.6%
55Δ110.8419.4%1.9%112.2822.4%1.4%
60Δ110.0918.4%1.4%113.0423.2%1.2%
65Δ108.1920.7%1.2%113.8124.1%1.0%
70Δ106.1523.4%1.0%114.5824.9%0.8%
75Δ104.1126.2%0.9%117.6429.7%0.6%
80Δ102.0628.9%0.7%123.5239.2%0.5%

20Δ

Calls
Pseudo strike
120.97
IV
43.5%
B/E move
10.1%
Puts
Pseudo strike
103.39
IV
40.4%
B/E move
7.8%

25Δ

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

30Δ

Calls
Pseudo strike
114.62
IV
24.8%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
113.86
IV
23.7%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
113.11
IV
22.7%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
112.35
IV
21.6%
B/E move
2.9%
Puts
Pseudo strike
110.74
IV
20.7%
B/E move
1.9%

50Δ

Calls
Pseudo strike
111.60
IV
20.5%
B/E move
2.4%
Puts
Pseudo strike
111.51
IV
21.6%
B/E move
1.6%

55Δ

Calls
Pseudo strike
110.84
IV
19.4%
B/E move
1.9%
Puts
Pseudo strike
112.28
IV
22.4%
B/E move
1.4%

60Δ

Calls
Pseudo strike
110.09
IV
18.4%
B/E move
1.4%
Puts
Pseudo strike
113.04
IV
23.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
108.19
IV
20.7%
B/E move
1.2%
Puts
Pseudo strike
113.81
IV
24.1%
B/E move
1.0%

70Δ

Calls
Pseudo strike
106.15
IV
23.4%
B/E move
1.0%
Puts
Pseudo strike
114.58
IV
24.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
104.11
IV
26.2%
B/E move
0.9%
Puts
Pseudo strike
117.64
IV
29.7%
B/E move
0.6%

80Δ

Calls
Pseudo strike
102.06
IV
28.9%
B/E move
0.7%
Puts
Pseudo strike
123.52
IV
39.2%
B/E move
0.5%

Options history

IV · four-Friday blend18.48%
Daily close
FRT16.8%22.0%27.3%2026-08-05: 21.90%2026-08-06: 21.83%2026-08-07: 21.11%2026-08-10: 21.35%2026-08-11: 20.79%2026-08-12: 21.39%2026-08-14: 23.72%2026-08-21: 17.72%2026-08-24: 17.90%2026-08-25: 18.87%2026-08-26: 17.75%2026-08-27: 17.67%2026-08-31: 18.67%2026-09-01: 18.82%2026-09-02: 18.98%2026-09-08: 20.84%2026-09-10: 20.27%2026-09-11: 20.09%2026-09-14: 20.76%2026-09-15: 26.54%2026-09-18: 17.52%2026-09-21: 19.60%2026-09-22: 19.62%2026-09-23: 18.76%2026-09-24: 19.27%2026-09-28: 19.84%2026-10-01: 20.54%2026-10-08: 22.27%2026-10-12: 26.27%2026-10-14: 25.88%2026-10-19: 20.53%2026-10-20: 20.23%2026-10-21: 20.18%2026-10-22: 19.29%2026-10-23: 18.87%2026-10-26: 19.30%2026-10-27: 19.10%2026-10-28: 20.21%2026-10-29: 19.20%2026-10-30: 18.48%Aug 5Sep 15Oct 30
40 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
21.90%
21.83%
21.11%
21.35%
20.79%
21.39%
23.72%
17.72%
17.90%
18.87%
17.75%
17.67%
18.67%
18.82%
18.98%
20.84%
20.27%
20.09%
20.76%
26.54%
17.52%
19.60%
19.62%
18.76%
19.27%
19.84%
20.54%
22.27%
26.27%
25.88%
20.53%
20.23%
20.18%
19.29%
18.87%
19.30%
19.10%
20.21%
19.20%
18.48%