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Bluerock Private Real Estate Fund BPRE

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Market datapartial · fetched 2026-10-22T22:10:41.461Z

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 · 2026-10-22T20:10:00.001599509Z

FundamentalsAlpha Vantage · unavailable

Share price$12.37
1D+1.0%
AH$12.23$12.30$12.37$12.44$12.505:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBPRE
Sold putSold callAH

Bluerock Private Real Estate Fund options

Live interpolated BPRE call and put midpoint premiums by absolute delta.Bluerock Private Real Estate Fund$0.40$1.47$2.54$3.61$4.68$5.15$8.02$10.88$13.75$16.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BPRE spot · $12.37BPRE PRICE$0.54$0.82$0.75$0.69$0.62$0.56$0.52$0.75$0.98$1.21$1.44$1.67$1.91$2.40$2.45$2.47$2.48$2.50$2.55$2.61$2.67$2.73$2.79$2.85$2.91$4.38
PutsExpensive3.74×
CallsExpensive1.81×
SkewBearish+85.55 pp
Implied moveBearish±$3.13
TiltBearish48.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.45149.5%61.6%8.69360.0%49.1%
25Δ22.31209.8%86.9%9.99290.4%39.1%
30Δ20.32175.2%70.4%10.79254.2%32.7%
35Δ18.33140.5%53.8%11.60218.4%26.3%
40Δ16.34105.9%37.2%12.40182.6%20.0%
45Δ14.3671.2%20.6%12.80166.2%17.1%
50Δ12.4839.0%5.1%13.15152.6%14.8%
55Δ12.1941.1%4.6%13.50139.0%12.5%
60Δ11.8943.3%4.1%13.84125.4%10.1%
65Δ11.6045.4%3.6%14.19111.8%7.8%
70Δ11.3147.5%3.1%14.5498.2%5.5%
75Δ11.0149.6%2.6%14.8884.6%3.2%
80Δ10.7251.8%2.1%16.4798.9%2.3%

20Δ

Calls
Pseudo strike
19.45
IV
149.5%
B/E move
61.6%
Puts
Pseudo strike
8.69
IV
360.0%
B/E move
49.1%

25Δ

Calls
Pseudo strike
22.31
IV
209.8%
B/E move
86.9%
Puts
Pseudo strike
9.99
IV
290.4%
B/E move
39.1%

30Δ

Calls
Pseudo strike
20.32
IV
175.2%
B/E move
70.4%
Puts
Pseudo strike
10.79
IV
254.2%
B/E move
32.7%

35Δ

Calls
Pseudo strike
18.33
IV
140.5%
B/E move
53.8%
Puts
Pseudo strike
11.60
IV
218.4%
B/E move
26.3%

40Δ

Calls
Pseudo strike
16.34
IV
105.9%
B/E move
37.2%
Puts
Pseudo strike
12.40
IV
182.6%
B/E move
20.0%

45Δ

Calls
Pseudo strike
14.36
IV
71.2%
B/E move
20.6%
Puts
Pseudo strike
12.80
IV
166.2%
B/E move
17.1%

50Δ

Calls
Pseudo strike
12.48
IV
39.0%
B/E move
5.1%
Puts
Pseudo strike
13.15
IV
152.6%
B/E move
14.8%

55Δ

Calls
Pseudo strike
12.19
IV
41.1%
B/E move
4.6%
Puts
Pseudo strike
13.50
IV
139.0%
B/E move
12.5%

60Δ

Calls
Pseudo strike
11.89
IV
43.3%
B/E move
4.1%
Puts
Pseudo strike
13.84
IV
125.4%
B/E move
10.1%

65Δ

Calls
Pseudo strike
11.60
IV
45.4%
B/E move
3.6%
Puts
Pseudo strike
14.19
IV
111.8%
B/E move
7.8%

70Δ

Calls
Pseudo strike
11.31
IV
47.5%
B/E move
3.1%
Puts
Pseudo strike
14.54
IV
98.2%
B/E move
5.5%

75Δ

Calls
Pseudo strike
11.01
IV
49.6%
B/E move
2.6%
Puts
Pseudo strike
14.88
IV
84.6%
B/E move
3.2%

80Δ

Calls
Pseudo strike
10.72
IV
51.8%
B/E move
2.1%
Puts
Pseudo strike
16.47
IV
98.9%
B/E move
2.3%

Options history

BPRE51.1553.2155.262026-10-20: 51.44%2026-10-21: 54.98%Oct 20Oct 21
Table
DateIV
51.44%
54.98%