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Agree Realty Corporation ADC

i

Market dataready · fetched 2026-11-11T05:54:35.792Z

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 · 2026-11-11T00:00:00.002760529Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T05:54:35.411099+00:00

Share price$69.88
1D-1.2%
AH$69.43$69.78$70.13$70.47$70.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMADC
Sold putSold callAH

Agree Realty Corporation options

Live interpolated ADC call and put midpoint premiums by absolute delta.Agree Realty Corporation$0.48$1.50$2.53$3.55$4.58$64.35$67.39$70.42$73.46$76.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ADC spot · $69.88ADC PRICE$0.70$0.80$0.89$0.99$1.08$1.18$1.27$1.66$2.08$2.49$2.90$3.31$3.72$0.59$0.77$0.96$1.14$1.33$1.51$1.73$2.16$2.58$3.01$3.43$3.86$4.28
PutsExpensive1.53×
CallsExpensive1.90×
SkewBullish-9.59 pp
Implied moveBearish±$3.00
TiltBearish8.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ87.9097.9%26.8%65.8144.0%6.7%
25Δ84.9586.7%22.7%66.5342.9%5.9%
30Δ81.9975.4%18.6%67.2441.8%5.1%
35Δ79.0364.1%14.5%67.9640.8%4.4%
40Δ76.0852.9%10.4%68.6739.7%3.6%
45Δ73.1241.6%6.3%69.3838.6%2.9%
50Δ70.1730.4%2.2%70.0837.6%2.2%
55Δ69.4829.5%1.8%70.6837.0%1.9%
60Δ68.9229.3%1.6%71.2936.4%1.7%
65Δ68.3729.1%1.4%71.8935.8%1.4%
70Δ67.8228.9%1.2%72.4935.2%1.2%
75Δ67.2728.7%1.0%73.1034.7%0.9%
80Δ66.7128.5%0.8%73.7034.1%0.7%

20Δ

Calls
Pseudo strike
87.90
IV
97.9%
B/E move
26.8%
Puts
Pseudo strike
65.81
IV
44.0%
B/E move
6.7%

25Δ

Calls
Pseudo strike
84.95
IV
86.7%
B/E move
22.7%
Puts
Pseudo strike
66.53
IV
42.9%
B/E move
5.9%

30Δ

Calls
Pseudo strike
81.99
IV
75.4%
B/E move
18.6%
Puts
Pseudo strike
67.24
IV
41.8%
B/E move
5.1%

35Δ

Calls
Pseudo strike
79.03
IV
64.1%
B/E move
14.5%
Puts
Pseudo strike
67.96
IV
40.8%
B/E move
4.4%

40Δ

Calls
Pseudo strike
76.08
IV
52.9%
B/E move
10.4%
Puts
Pseudo strike
68.67
IV
39.7%
B/E move
3.6%

45Δ

Calls
Pseudo strike
73.12
IV
41.6%
B/E move
6.3%
Puts
Pseudo strike
69.38
IV
38.6%
B/E move
2.9%

50Δ

Calls
Pseudo strike
70.17
IV
30.4%
B/E move
2.2%
Puts
Pseudo strike
70.08
IV
37.6%
B/E move
2.2%

55Δ

Calls
Pseudo strike
69.48
IV
29.5%
B/E move
1.8%
Puts
Pseudo strike
70.68
IV
37.0%
B/E move
1.9%

60Δ

Calls
Pseudo strike
68.92
IV
29.3%
B/E move
1.6%
Puts
Pseudo strike
71.29
IV
36.4%
B/E move
1.7%

65Δ

Calls
Pseudo strike
68.37
IV
29.1%
B/E move
1.4%
Puts
Pseudo strike
71.89
IV
35.8%
B/E move
1.4%

70Δ

Calls
Pseudo strike
67.82
IV
28.9%
B/E move
1.2%
Puts
Pseudo strike
72.49
IV
35.2%
B/E move
1.2%

75Δ

Calls
Pseudo strike
67.27
IV
28.7%
B/E move
1.0%
Puts
Pseudo strike
73.10
IV
34.7%
B/E move
0.9%

80Δ

Calls
Pseudo strike
66.71
IV
28.5%
B/E move
0.8%
Puts
Pseudo strike
73.70
IV
34.1%
B/E move
0.7%

Options history

IV · four-Friday blend21.33%
Daily close
ADC18.3%20.3%22.2%2026-08-13: 21.42%2026-08-14: 21.42%2026-08-21: 19.25%2026-08-25: 18.57%2026-09-18: 20.11%2026-09-23: 20.74%2026-10-16: 20.90%2026-10-19: 21.97%2026-10-21: 20.65%2026-10-28: 21.33%Aug 13Sep 18Oct 28
10 observations2026-08-13 — 2026-10-28
Table
DateIV (%)
21.42%
21.42%
19.25%
18.57%
20.11%
20.74%
20.90%
21.97%
20.65%
21.33%