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AMERICAN ASSETS TRUST, INC. AAT

REAL ESTATE · REIT - DIVERSIFIED
i

Market dataready · fetched 2026-11-12T02:41:33.956Z

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 · 2026-11-12T00:00:00.002170558Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:41:33.361390+00:00

Share price$21.49
1D-0.2%
AH$21.24$21.34$21.44$21.54$21.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAAT
Sold putSold callAH

AMERICAN ASSETS TRUST, INC. options

Live interpolated AAT call and put midpoint premiums by absolute delta.AMERICAN ASSETS TRUST, INC.$0.70$1.48$2.26$3.04$3.81$14.94$17.15$19.36$21.57$23.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive AAT spot · $21.49AAT PRICE$0.79$1.14$1.48$1.83$2.18$2.53$2.87$3.21$3.54$1.75$1.75$1.78$1.81$1.93$2.05$2.18$2.31$2.56$2.82$3.08$3.33$3.59
PutsExpensive3.87×
Calls——
Skew——
Implied moveBearish±$3.66
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.67357.9%35.2%
25Δ17.61280.1%26.2%
30Δ18.84236.1%20.6%
35Δ20.03193.7%15.2%
40Δ22.4587.7%8.1%20.65177.2%12.9%
45Δ22.0097.5%7.7%21.27160.7%10.6%
50Δ21.55107.3%7.2%21.89144.3%8.3%
55Δ21.09117.1%6.7%22.51128.0%6.0%
60Δ20.64126.9%6.2%22.95121.8%5.1%
65Δ20.18136.6%5.7%23.40115.5%4.3%
70Δ19.67136.7%4.9%23.84109.2%3.4%
75Δ19.13130.1%3.9%24.28103.0%2.5%
80Δ18.58123.6%2.9%24.7296.7%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.67
IV
357.9%
B/E move
35.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.61
IV
280.1%
B/E move
26.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.84
IV
236.1%
B/E move
20.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.03
IV
193.7%
B/E move
15.2%

40Δ

Calls
Pseudo strike
22.45
IV
87.7%
B/E move
8.1%
Puts
Pseudo strike
20.65
IV
177.2%
B/E move
12.9%

45Δ

Calls
Pseudo strike
22.00
IV
97.5%
B/E move
7.7%
Puts
Pseudo strike
21.27
IV
160.7%
B/E move
10.6%

50Δ

Calls
Pseudo strike
21.55
IV
107.3%
B/E move
7.2%
Puts
Pseudo strike
21.89
IV
144.3%
B/E move
8.3%

55Δ

Calls
Pseudo strike
21.09
IV
117.1%
B/E move
6.7%
Puts
Pseudo strike
22.51
IV
128.0%
B/E move
6.0%

60Δ

Calls
Pseudo strike
20.64
IV
126.9%
B/E move
6.2%
Puts
Pseudo strike
22.95
IV
121.8%
B/E move
5.1%

65Δ

Calls
Pseudo strike
20.18
IV
136.6%
B/E move
5.7%
Puts
Pseudo strike
23.40
IV
115.5%
B/E move
4.3%

70Δ

Calls
Pseudo strike
19.67
IV
136.7%
B/E move
4.9%
Puts
Pseudo strike
23.84
IV
109.2%
B/E move
3.4%

75Δ

Calls
Pseudo strike
19.13
IV
130.1%
B/E move
3.9%
Puts
Pseudo strike
24.28
IV
103.0%
B/E move
2.5%

80Δ

Calls
Pseudo strike
18.58
IV
123.6%
B/E move
2.9%
Puts
Pseudo strike
24.72
IV
96.7%
B/E move
1.7%

Options history

IV · four-Friday blend43.53%
Daily close
AAT21.7%60.8%99.9%2026-08-13: 64.92%2026-08-14: 76.07%2026-08-17: 77.94%2026-08-20: 94.52%2026-08-21: 43.01%2026-08-25: 44.35%2026-08-26: 49.91%2026-08-27: 36.86%2026-08-28: 27.30%2026-08-31: 30.67%2026-09-01: 45.37%2026-09-02: 34.92%2026-09-03: 47.37%2026-09-04: 32.77%2026-09-09: 49.57%2026-09-11: 56.95%2026-09-14: 49.61%2026-09-17: 68.04%2026-09-18: 27.09%2026-09-21: 48.28%2026-09-23: 46.94%2026-09-24: 38.51%2026-09-25: 48.40%2026-09-28: 41.98%2026-09-29: 49.95%2026-09-30: 52.01%2026-10-06: 43.43%2026-10-07: 39.57%2026-10-08: 50.03%2026-10-16: 50.33%2026-10-19: 57.31%2026-10-21: 60.96%2026-10-22: 73.02%2026-10-23: 54.85%2026-10-26: 49.83%2026-10-27: 59.25%2026-10-28: 51.69%2026-10-29: 32.03%2026-10-30: 43.53%Aug 13Sep 21Oct 30
39 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
64.92%
76.07%
77.94%
94.52%
43.01%
44.35%
49.91%
36.86%
27.30%
30.67%
45.37%
34.92%
47.37%
32.77%
49.57%
56.95%
49.61%
68.04%
27.09%
48.28%
46.94%
38.51%
48.40%
41.98%
49.95%
52.01%
43.43%
39.57%
50.03%
50.33%
57.31%
60.96%
73.02%
54.85%
49.83%
59.25%
51.69%
32.03%
43.53%