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BRIXMOR PROPERTY GROUP INC. BRX

i

Market dataready · fetched 2026-11-11T15:35:47.817Z

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 · 2026-11-11T15:35:42.035940892Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:35:47.283462+00:00

Share price$30.10
1D-0.3%
$30.07$30.13$30.19$30.25$30.325:30 AM6:30 AM9:00 AM1:00 PMBRX
Sold putSold call

BRIXMOR PROPERTY GROUP INC. options

Live interpolated BRX call and put midpoint premiums by absolute delta.BRIXMOR PROPERTY GROUP INC.$0.32$1.27$2.22$3.18$4.13$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEBRX PRICE$0.42$0.45$0.48$0.51$0.54$0.57$0.60$0.70$1.33$1.96$2.59$3.22$3.86$0.52$0.60$0.67$0.74$0.81$0.88
Puts——
CallsExpensive2.27×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.18120.4%28.3%24.62126.0%19.9%
25Δ37.00107.2%24.4%25.65111.6%16.8%
30Δ35.8194.1%20.6%26.6797.3%13.6%
35Δ34.6280.9%16.7%27.6982.9%10.4%
40Δ33.4367.8%12.9%28.7268.6%7.3%
45Δ32.2454.6%9.0%29.7454.2%4.1%
50Δ31.0541.5%5.2%
55Δ29.9230.8%1.7%
60Δ29.2539.1%1.6%
65Δ28.5747.5%1.5%
70Δ27.9055.8%1.3%
75Δ27.2264.2%1.2%
80Δ26.5472.6%1.0%

20Δ

Calls
Pseudo strike
38.18
IV
120.4%
B/E move
28.3%
Puts
Pseudo strike
24.62
IV
126.0%
B/E move
19.9%

25Δ

Calls
Pseudo strike
37.00
IV
107.2%
B/E move
24.4%
Puts
Pseudo strike
25.65
IV
111.6%
B/E move
16.8%

30Δ

Calls
Pseudo strike
35.81
IV
94.1%
B/E move
20.6%
Puts
Pseudo strike
26.67
IV
97.3%
B/E move
13.6%

35Δ

Calls
Pseudo strike
34.62
IV
80.9%
B/E move
16.7%
Puts
Pseudo strike
27.69
IV
82.9%
B/E move
10.4%

40Δ

Calls
Pseudo strike
33.43
IV
67.8%
B/E move
12.9%
Puts
Pseudo strike
28.72
IV
68.6%
B/E move
7.3%

45Δ

Calls
Pseudo strike
32.24
IV
54.6%
B/E move
9.0%
Puts
Pseudo strike
29.74
IV
54.2%
B/E move
4.1%

50Δ

Calls
Pseudo strike
31.05
IV
41.5%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
29.92
IV
30.8%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
29.25
IV
39.1%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
28.57
IV
47.5%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
27.90
IV
55.8%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
27.22
IV
64.2%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
26.54
IV
72.6%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend22.78%
Daily close
BRX22.8%22.9%23.1%2026-08-14: 23.10%2026-08-24: 22.78%Aug 14Aug 24
2 observations2026-08-14 — 2026-08-24
Table
DateIV (%)
23.10%
22.78%