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Fortrea Holdings Inc. Common Stock FTRE

i

Market datapartial · fetched 2026-11-05T21:59:47.208Z

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

PriceAlpaca · sip · 2026-11-05T21:39:19.259146649Z

FundamentalsAlpha Vantage · unavailable

Share price$20.46
1D-2.0%
AH$19.91$20.17$20.43$20.69$20.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFTRE
Sold putSold callAH

Fortrea Holdings Inc. Common Stock options

Live interpolated FTRE call and put midpoint premiums by absolute delta.Fortrea Holdings 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 PRICEFTRE 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 blend77.11%
Daily close
FTRE73.2%90.0%106.8%2026-08-07: 80.14%2026-08-10: 82.75%2026-08-11: 77.32%2026-08-12: 85.31%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 7Sep 23Oct 30
49 observations2026-08-07 — 2026-10-30
Table
DateIV (%)
80.14%
82.75%
77.32%
85.31%
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%