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Saul Centers, Inc. BFS

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Market datapartial · fetched 2026-10-22T06:57:33.798Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.003850031Z

FundamentalsAlpha Vantage · unavailable

Share price$28.83
1D-2.4%
AH$28.63$28.88$29.13$29.37$29.625:30 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.$0.39$1.50$2.60$3.71$4.81$24.80$27.12$29.44$31.75$34.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BFS spot · $28.83BFS PRICE$0.51$0.59$0.66$0.74$0.91$1.36$1.81$2.25$2.70$3.15$3.60$4.05$4.49$0.52$0.60$0.67$0.75$0.82$0.90$0.97$1.04$1.12$1.19$1.27$1.83$3.77
PutsExpensive1.47×
CallsExpensive2.09×
SkewBullish-14.82 pp
Implied moveBullish±$2.78
TiltBullish26.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.4662.7%21.3%25.2756.8%14.2%
25Δ33.2856.2%17.5%25.7153.4%12.9%
30Δ32.0949.7%13.6%26.1549.9%11.6%
35Δ30.9043.3%9.7%26.5946.5%10.4%
40Δ29.8539.2%6.7%27.0343.0%9.1%
45Δ29.2642.6%6.2%27.4739.5%7.8%
50Δ28.6646.1%5.7%27.9136.1%6.5%
55Δ28.0649.5%5.2%28.3532.6%5.3%
60Δ27.4653.0%4.6%28.7929.2%4.0%
65Δ26.8756.4%4.1%29.2325.7%2.7%
70Δ26.2759.9%3.6%29.6822.2%1.5%
75Δ25.6763.3%3.1%30.5123.4%0.5%
80Δ25.0766.8%2.6%32.4337.7%0.6%

20Δ

Calls
Pseudo strike
34.46
IV
62.7%
B/E move
21.3%
Puts
Pseudo strike
25.27
IV
56.8%
B/E move
14.2%

25Δ

Calls
Pseudo strike
33.28
IV
56.2%
B/E move
17.5%
Puts
Pseudo strike
25.71
IV
53.4%
B/E move
12.9%

30Δ

Calls
Pseudo strike
32.09
IV
49.7%
B/E move
13.6%
Puts
Pseudo strike
26.15
IV
49.9%
B/E move
11.6%

35Δ

Calls
Pseudo strike
30.90
IV
43.3%
B/E move
9.7%
Puts
Pseudo strike
26.59
IV
46.5%
B/E move
10.4%

40Δ

Calls
Pseudo strike
29.85
IV
39.2%
B/E move
6.7%
Puts
Pseudo strike
27.03
IV
43.0%
B/E move
9.1%

45Δ

Calls
Pseudo strike
29.26
IV
42.6%
B/E move
6.2%
Puts
Pseudo strike
27.47
IV
39.5%
B/E move
7.8%

50Δ

Calls
Pseudo strike
28.66
IV
46.1%
B/E move
5.7%
Puts
Pseudo strike
27.91
IV
36.1%
B/E move
6.5%

55Δ

Calls
Pseudo strike
28.06
IV
49.5%
B/E move
5.2%
Puts
Pseudo strike
28.35
IV
32.6%
B/E move
5.3%

60Δ

Calls
Pseudo strike
27.46
IV
53.0%
B/E move
4.6%
Puts
Pseudo strike
28.79
IV
29.2%
B/E move
4.0%

65Δ

Calls
Pseudo strike
26.87
IV
56.4%
B/E move
4.1%
Puts
Pseudo strike
29.23
IV
25.7%
B/E move
2.7%

70Δ

Calls
Pseudo strike
26.27
IV
59.9%
B/E move
3.6%
Puts
Pseudo strike
29.68
IV
22.2%
B/E move
1.5%

75Δ

Calls
Pseudo strike
25.67
IV
63.3%
B/E move
3.1%
Puts
Pseudo strike
30.51
IV
23.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
25.07
IV
66.8%
B/E move
2.6%
Puts
Pseudo strike
32.43
IV
37.7%
B/E move
0.6%

Options history

No recorded observations