IntraAlpha
Create free account Start free

Brixmor Property BRX

REAL ESTATE · REIT - RETAIL
i

Market dataready · fetched 2026-10-22T04:24:36.093Z

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 · 2026-10-21T23:00:00.003691203Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T04:24:34.297614+00:00

Share price$27.42
1D-1.0%
AH$27.35$27.44$27.54$27.64$27.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBRX
Sold putSold callAH

Brixmor Property options

Live interpolated BRX call and put midpoint premiums by absolute delta.Brixmor Property$0.17$2.90$5.63$8.35$11.08$21.56$25.12$28.68$32.24$35.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BRX spot · $27.42BRX PRICE$0.81$1.20$1.37$1.54$1.71$1.88$2.05$2.22$2.39$2.56$2.73$2.90$3.82$0.47$1.28$2.10$2.92$3.74$4.56$5.38$6.20$7.02$7.84$8.66$9.48$10.30
PutsExpensive1.36×
CallsExpensive2.13×
SkewBullish-32.30 pp
Implied moveBearish±$7.43
TiltBearish44.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.61113.8%47.4%25.1142.3%10.1%
25Δ39.06128.2%46.8%26.1244.8%9.4%
30Δ37.73120.7%42.6%27.1247.3%8.8%
35Δ36.41113.1%38.4%28.1349.8%8.1%
40Δ35.08105.6%34.2%29.1352.3%7.4%
45Δ33.7598.0%29.9%30.1454.8%6.7%
50Δ32.4390.4%25.7%31.1457.4%6.0%
55Δ31.1082.9%21.5%32.1559.9%5.4%
60Δ29.7775.3%17.3%33.1562.4%4.7%
65Δ28.4567.8%13.1%34.1664.9%4.0%
70Δ27.1260.2%8.9%35.1667.4%3.3%
75Δ25.8052.6%4.6%36.1769.9%2.7%
80Δ24.1656.8%2.1%37.1772.4%2.0%

20Δ

Calls
Pseudo strike
39.61
IV
113.8%
B/E move
47.4%
Puts
Pseudo strike
25.11
IV
42.3%
B/E move
10.1%

25Δ

Calls
Pseudo strike
39.06
IV
128.2%
B/E move
46.8%
Puts
Pseudo strike
26.12
IV
44.8%
B/E move
9.4%

30Δ

Calls
Pseudo strike
37.73
IV
120.7%
B/E move
42.6%
Puts
Pseudo strike
27.12
IV
47.3%
B/E move
8.8%

35Δ

Calls
Pseudo strike
36.41
IV
113.1%
B/E move
38.4%
Puts
Pseudo strike
28.13
IV
49.8%
B/E move
8.1%

40Δ

Calls
Pseudo strike
35.08
IV
105.6%
B/E move
34.2%
Puts
Pseudo strike
29.13
IV
52.3%
B/E move
7.4%

45Δ

Calls
Pseudo strike
33.75
IV
98.0%
B/E move
29.9%
Puts
Pseudo strike
30.14
IV
54.8%
B/E move
6.7%

50Δ

Calls
Pseudo strike
32.43
IV
90.4%
B/E move
25.7%
Puts
Pseudo strike
31.14
IV
57.4%
B/E move
6.0%

55Δ

Calls
Pseudo strike
31.10
IV
82.9%
B/E move
21.5%
Puts
Pseudo strike
32.15
IV
59.9%
B/E move
5.4%

60Δ

Calls
Pseudo strike
29.77
IV
75.3%
B/E move
17.3%
Puts
Pseudo strike
33.15
IV
62.4%
B/E move
4.7%

65Δ

Calls
Pseudo strike
28.45
IV
67.8%
B/E move
13.1%
Puts
Pseudo strike
34.16
IV
64.9%
B/E move
4.0%

70Δ

Calls
Pseudo strike
27.12
IV
60.2%
B/E move
8.9%
Puts
Pseudo strike
35.16
IV
67.4%
B/E move
3.3%

75Δ

Calls
Pseudo strike
25.80
IV
52.6%
B/E move
4.6%
Puts
Pseudo strike
36.17
IV
69.9%
B/E move
2.7%

80Δ

Calls
Pseudo strike
24.16
IV
56.8%
B/E move
2.1%
Puts
Pseudo strike
37.17
IV
72.4%
B/E move
2.0%

Options history

No recorded observations