Arbor Realty Trust, Inc. (ABR) Volatility Skew
Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.
Arbor Realty Trust, Inc. (ABR) operates in the Real Estate sector, specifically the REIT - Mortgage industry, with a market capitalization near $1.13B, listed on NYSE, employing roughly 659 people, carrying a beta of 1.21 to the broader market. Arbor Realty Trust, Inc. Led by Ivan Paul Kaufman, public since 2004-04-07.
Snapshot as of May 15, 2026.
- Spot Price
- $5.84
- ATM IV
- 44.4%
- IV Skew 25Δ
- 0.111
- IV Rank
- 5.7%
- IV Percentile
- 59.5%
- Term Structure Slope
- 0.049
As of May 15, 2026, Arbor Realty Trust, Inc. (ABR) at-the-money implied volatility is 44.4%. IV rank is 5.7% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 59.5%. The 25-delta skew is +0.111: calls carry premium over puts, indicating upside speculation or squeeze risk. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
ABR Strategy Selection at Current Volatility Levels
For Arbor Realty Trust, Inc. options at 44.4% ATM IV, low IV rank (5.7%) favors premium-buying or long-vol structures: long calls or puts, debit spreads, calendar spreads, long straddles. The risk: low-rank regimes can persist for months while time decay eats premium-buyers alive. The 25-delta skew tilts to calls, so call-credit spreads or covered-call writes harvest more premium than put-credit spreads of the same width. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.
Learn how volatility skew is reported and how to read the data →
ABR highest implied-volatility contracts
| Type | Strike | Expiration | Volume | OI | IV | Bid | Ask |
|---|---|---|---|---|---|---|---|
| PUT | $7.50 | May 22, 2026 | 0 | 208 | 956.9% | $1.70 | $2.15 |
| PUT | $7.00 | May 22, 2026 | 0 | 797 | 952.6% | $1.20 | $1.70 |
| PUT | $6.50 | May 22, 2026 | 0 | 163 | 907.5% | $0.50 | $1.05 |
| PUT | $6.00 | May 22, 2026 | 15 | 2.1K | 688.0% | $0.30 | $0.40 |
| PUT | $5.50 | May 22, 2026 | 2 | 282 | 278.5% | $0.05 | $0.10 |
Top 5 contracts from the ORATS-sourced nightly scan; ranked by iv within the broader S&P 500/400/600 + ETF universe.
Frequently asked ABR volatility skew questions
- What is the current ABR ATM implied volatility?
- As of May 15, 2026, Arbor Realty Trust, Inc. (ABR) at-the-money implied volatility is 44.4%. IV rank is 5.7% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
- Is ABR IV high or low historically?
- IV is subdued relative to its 1-year history, conditions that typically favor premium-buying strategies (long calls, long puts, debit spreads, calendar spreads).
- What does ABR volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Arbor Realty Trust, Inc. shows upside-skewed pricing: 25-delta calls trade richer than 25-delta puts, often reflecting upside speculation or squeeze risk. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.