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Fortrea Holdings Inc. Common Stock FTRE

i

Market dataready · fetched 2026-11-06T20:51:00.107Z

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 · 2026-11-06T20:50:58.071263217Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T20:50:59.412176+00:00

Share price$21.86
1D+7.2%
$20.27$20.74$21.21$21.68$22.155:30 AM6:30 AM9:00 AM1:00 PMFTRE
Sold putSold call

Fortrea Holdings Inc. Common Stock options

Live interpolated FTRE call and put midpoint premiums by absolute delta.Fortrea Holdings Inc. Common Stock$0.20$1.21$2.21$3.21$4.22$16.29$19.00$21.71$24.42$27.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive FTRE spot · $21.86FTRE PRICE$0.31$0.40$0.49$0.59$0.68$0.85$1.12$1.38$1.64$1.91$2.17$2.44$2.87$0.57$0.74$0.89$0.98$1.06$1.14$1.23$1.31$1.73$2.42$3.12$3.93
Puts——
CallsCheap0.86×
Skew——
Implied moveBearish±$2.34
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.8168.5%14.9%18.67104.4%17.2%
25Δ24.3066.1%13.0%19.41102.6%14.6%
30Δ23.7963.8%11.1%20.0999.6%12.2%
35Δ23.2861.4%9.2%20.5392.1%10.5%
40Δ22.7659.1%7.3%20.9884.6%8.9%
45Δ22.3159.3%6.0%21.4277.1%7.2%
50Δ21.9362.4%5.4%21.8669.6%5.6%
55Δ21.5465.4%4.9%22.3062.0%4.0%
60Δ21.1568.5%4.3%22.9164.2%3.1%
65Δ20.7671.6%3.7%23.6574.2%2.9%
70Δ20.3874.6%3.2%24.4084.2%2.6%
75Δ19.9877.4%2.6%25.2794.3%2.3%
80Δ19.4473.1%2.1%

20Δ

Calls
Pseudo strike
24.81
IV
68.5%
B/E move
14.9%
Puts
Pseudo strike
18.67
IV
104.4%
B/E move
17.2%

25Δ

Calls
Pseudo strike
24.30
IV
66.1%
B/E move
13.0%
Puts
Pseudo strike
19.41
IV
102.6%
B/E move
14.6%

30Δ

Calls
Pseudo strike
23.79
IV
63.8%
B/E move
11.1%
Puts
Pseudo strike
20.09
IV
99.6%
B/E move
12.2%

35Δ

Calls
Pseudo strike
23.28
IV
61.4%
B/E move
9.2%
Puts
Pseudo strike
20.53
IV
92.1%
B/E move
10.5%

40Δ

Calls
Pseudo strike
22.76
IV
59.1%
B/E move
7.3%
Puts
Pseudo strike
20.98
IV
84.6%
B/E move
8.9%

45Δ

Calls
Pseudo strike
22.31
IV
59.3%
B/E move
6.0%
Puts
Pseudo strike
21.42
IV
77.1%
B/E move
7.2%

50Δ

Calls
Pseudo strike
21.93
IV
62.4%
B/E move
5.4%
Puts
Pseudo strike
21.86
IV
69.6%
B/E move
5.6%

55Δ

Calls
Pseudo strike
21.54
IV
65.4%
B/E move
4.9%
Puts
Pseudo strike
22.30
IV
62.0%
B/E move
4.0%

60Δ

Calls
Pseudo strike
21.15
IV
68.5%
B/E move
4.3%
Puts
Pseudo strike
22.91
IV
64.2%
B/E move
3.1%

65Δ

Calls
Pseudo strike
20.76
IV
71.6%
B/E move
3.7%
Puts
Pseudo strike
23.65
IV
74.2%
B/E move
2.9%

70Δ

Calls
Pseudo strike
20.38
IV
74.6%
B/E move
3.2%
Puts
Pseudo strike
24.40
IV
84.2%
B/E move
2.6%

75Δ

Calls
Pseudo strike
19.98
IV
77.4%
B/E move
2.6%
Puts
Pseudo strike
25.27
IV
94.3%
B/E move
2.3%

80Δ

Calls
Pseudo strike
19.44
IV
73.1%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend77.11%
Daily close
FTRE73.2%90.0%106.8%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 10Sep 23Oct 30
48 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%