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Saul Centers, Inc. BFS

i

Market dataready · fetched 2026-11-11T13:48:41.368Z

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 · 2026-11-11T00:00:00.003688814Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:48:40.989847+00:00

Share price$28.80
1D+1.0%
AH$28.14$28.33$28.51$28.70$28.885:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBFS
Sold putSold callAH

Saul Centers, Inc. options

Live interpolated BFS call and put midpoint premiums by absolute delta.Saul Centers, Inc.$0.32$1.79$3.27$4.75$6.23$23.48$25.78$28.07$30.36$32.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BFS spot · $28.80BFS PRICE$0.47$0.47$0.47$0.62$0.91$1.21$1.50$1.80$2.09$2.39$2.68$2.98$3.27$0.59$0.81$1.02$1.23$1.45$1.66$1.87$2.08$2.44$3.28$4.12$4.97$5.81
PutsExpensive2.62×
CallsExpensive1.71×
SkewBearish+31.96 pp
Implied moveBearish±$3.37
TiltBearish20.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.20107.6%20.4%25.33102.4%14.1%
25Δ32.5384.9%14.6%25.93100.4%12.8%
30Δ30.8662.3%8.8%26.5398.4%11.4%
35Δ29.8051.3%5.6%27.1396.4%10.1%
40Δ29.3752.8%5.2%27.7394.4%8.7%
45Δ28.9554.4%4.7%28.3392.4%7.4%
50Δ28.5255.9%4.3%28.9390.4%6.0%
55Δ28.1057.5%3.8%29.5388.4%4.7%
60Δ27.6759.0%3.4%30.2287.9%3.5%
65Δ27.2560.5%2.9%31.2092.9%3.1%
70Δ26.8362.1%2.5%32.1897.9%2.6%
75Δ26.4063.6%2.0%33.16102.9%2.1%
80Δ25.9865.2%1.6%34.14107.9%1.6%

20Δ

Calls
Pseudo strike
34.20
IV
107.6%
B/E move
20.4%
Puts
Pseudo strike
25.33
IV
102.4%
B/E move
14.1%

25Δ

Calls
Pseudo strike
32.53
IV
84.9%
B/E move
14.6%
Puts
Pseudo strike
25.93
IV
100.4%
B/E move
12.8%

30Δ

Calls
Pseudo strike
30.86
IV
62.3%
B/E move
8.8%
Puts
Pseudo strike
26.53
IV
98.4%
B/E move
11.4%

35Δ

Calls
Pseudo strike
29.80
IV
51.3%
B/E move
5.6%
Puts
Pseudo strike
27.13
IV
96.4%
B/E move
10.1%

40Δ

Calls
Pseudo strike
29.37
IV
52.8%
B/E move
5.2%
Puts
Pseudo strike
27.73
IV
94.4%
B/E move
8.7%

45Δ

Calls
Pseudo strike
28.95
IV
54.4%
B/E move
4.7%
Puts
Pseudo strike
28.33
IV
92.4%
B/E move
7.4%

50Δ

Calls
Pseudo strike
28.52
IV
55.9%
B/E move
4.3%
Puts
Pseudo strike
28.93
IV
90.4%
B/E move
6.0%

55Δ

Calls
Pseudo strike
28.10
IV
57.5%
B/E move
3.8%
Puts
Pseudo strike
29.53
IV
88.4%
B/E move
4.7%

60Δ

Calls
Pseudo strike
27.67
IV
59.0%
B/E move
3.4%
Puts
Pseudo strike
30.22
IV
87.9%
B/E move
3.5%

65Δ

Calls
Pseudo strike
27.25
IV
60.5%
B/E move
2.9%
Puts
Pseudo strike
31.20
IV
92.9%
B/E move
3.1%

70Δ

Calls
Pseudo strike
26.83
IV
62.1%
B/E move
2.5%
Puts
Pseudo strike
32.18
IV
97.9%
B/E move
2.6%

75Δ

Calls
Pseudo strike
26.40
IV
63.6%
B/E move
2.0%
Puts
Pseudo strike
33.16
IV
102.9%
B/E move
2.1%

80Δ

Calls
Pseudo strike
25.98
IV
65.2%
B/E move
1.6%
Puts
Pseudo strike
34.14
IV
107.9%
B/E move
1.6%

Options history

IV · four-Friday blend52.26%
Daily close
BFS19.5%86.3%153.0%2026-08-13: 55.01%2026-08-14: 28.73%2026-08-17: 61.20%2026-08-19: 100.06%2026-08-24: 39.50%2026-08-25: 38.06%2026-08-28: 50.05%2026-09-01: 54.15%2026-09-16: 108.64%2026-09-18: 39.08%2026-09-21: 38.03%2026-09-22: 42.89%2026-09-23: 52.13%2026-09-24: 42.77%2026-09-25: 29.16%2026-09-28: 35.57%2026-09-29: 38.88%2026-09-30: 53.34%2026-10-01: 48.42%2026-10-02: 54.58%2026-10-05: 53.15%2026-10-06: 56.72%2026-10-07: 44.24%2026-10-08: 51.96%2026-10-09: 41.62%2026-10-12: 47.71%2026-10-13: 61.47%2026-10-14: 53.48%2026-10-15: 143.83%2026-10-16: 36.13%2026-10-20: 34.88%2026-10-22: 52.04%2026-10-23: 48.84%2026-10-26: 53.09%2026-10-27: 41.23%2026-10-28: 54.74%2026-10-29: 32.51%2026-10-30: 52.26%Aug 13Oct 1Oct 30
38 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
55.01%
28.73%
61.20%
100.06%
39.50%
38.06%
50.05%
54.15%
108.64%
39.08%
38.03%
42.89%
52.13%
42.77%
29.16%
35.57%
38.88%
53.34%
48.42%
54.58%
53.15%
56.72%
44.24%
51.96%
41.62%
47.71%
61.47%
53.48%
143.83%
36.13%
34.88%
52.04%
48.84%
53.09%
41.23%
54.74%
32.51%
52.26%