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CBL & Associates Properties, Inc. CBL

i

Market dataready · fetched 2026-11-12T02:29:32.045Z

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 · 2026-11-12T00:00:00.003146062Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:19:50.083017+00:00

Share price$53.20
1D+1.1%
AH$52.17$52.47$52.78$53.08$53.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCBL
Sold putSold callAH

CBL & Associates Properties, Inc. options

Live interpolated CBL call and put midpoint premiums by absolute delta.CBL & Associates Properties, Inc.$0.35$3.31$6.26$9.22$12.18$44.96$49.07$53.18$57.29$61.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CBL spot · $53.20CBL PRICE$0.67$0.84$1.00$1.17$1.43$2.67$3.90$5.14$6.38$7.62$8.85$10.09$11.33$0.78$1.04$1.26$1.45$1.64$1.84$2.03$2.22$2.42$2.95$4.25$5.56$6.86
PutsExpensive1.55×
CallsExpensive1.57×
SkewBullish-14.24 pp
Implied moveBullish±$5.93
TiltBullish28.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.5277.1%13.1%48.3479.6%10.6%
25Δ58.3272.8%11.2%49.3878.8%9.1%
30Δ57.1268.5%9.3%50.2276.2%8.0%
35Δ55.9364.2%7.3%50.9172.1%7.0%
40Δ54.7060.8%5.5%51.6067.9%6.1%
45Δ53.2366.7%5.1%52.2863.8%5.2%
50Δ51.7572.7%4.6%52.9759.7%4.2%
55Δ50.2778.6%4.2%53.6655.6%3.3%
60Δ48.7984.5%3.7%54.3551.5%2.4%
65Δ47.3190.4%3.2%55.2651.0%1.7%
70Δ45.8396.3%2.8%56.6659.1%1.5%
75Δ44.35102.2%2.3%58.0767.1%1.3%
80Δ42.87108.1%1.9%59.4775.2%1.1%

20Δ

Calls
Pseudo strike
59.52
IV
77.1%
B/E move
13.1%
Puts
Pseudo strike
48.34
IV
79.6%
B/E move
10.6%

25Δ

Calls
Pseudo strike
58.32
IV
72.8%
B/E move
11.2%
Puts
Pseudo strike
49.38
IV
78.8%
B/E move
9.1%

30Δ

Calls
Pseudo strike
57.12
IV
68.5%
B/E move
9.3%
Puts
Pseudo strike
50.22
IV
76.2%
B/E move
8.0%

35Δ

Calls
Pseudo strike
55.93
IV
64.2%
B/E move
7.3%
Puts
Pseudo strike
50.91
IV
72.1%
B/E move
7.0%

40Δ

Calls
Pseudo strike
54.70
IV
60.8%
B/E move
5.5%
Puts
Pseudo strike
51.60
IV
67.9%
B/E move
6.1%

45Δ

Calls
Pseudo strike
53.23
IV
66.7%
B/E move
5.1%
Puts
Pseudo strike
52.28
IV
63.8%
B/E move
5.2%

50Δ

Calls
Pseudo strike
51.75
IV
72.7%
B/E move
4.6%
Puts
Pseudo strike
52.97
IV
59.7%
B/E move
4.2%

55Δ

Calls
Pseudo strike
50.27
IV
78.6%
B/E move
4.2%
Puts
Pseudo strike
53.66
IV
55.6%
B/E move
3.3%

60Δ

Calls
Pseudo strike
48.79
IV
84.5%
B/E move
3.7%
Puts
Pseudo strike
54.35
IV
51.5%
B/E move
2.4%

65Δ

Calls
Pseudo strike
47.31
IV
90.4%
B/E move
3.2%
Puts
Pseudo strike
55.26
IV
51.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
45.83
IV
96.3%
B/E move
2.8%
Puts
Pseudo strike
56.66
IV
59.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
44.35
IV
102.2%
B/E move
2.3%
Puts
Pseudo strike
58.07
IV
67.1%
B/E move
1.3%

80Δ

Calls
Pseudo strike
42.87
IV
108.1%
B/E move
1.9%
Puts
Pseudo strike
59.47
IV
75.2%
B/E move
1.1%

Options history

IV · four-Friday blend37.86%
Daily close
CBL27.0%42.1%57.2%2026-08-14: 38.56%2026-08-21: 33.18%2026-08-24: 32.68%2026-08-25: 33.00%2026-08-26: 31.62%2026-08-27: 29.10%2026-08-28: 31.27%2026-09-01: 31.31%2026-09-03: 33.60%2026-09-04: 33.32%2026-09-08: 34.02%2026-09-09: 33.30%2026-09-10: 36.03%2026-09-11: 36.88%2026-09-18: 32.64%2026-09-21: 33.37%2026-09-22: 30.67%2026-09-23: 33.55%2026-09-24: 30.89%2026-09-25: 33.52%2026-09-28: 35.60%2026-10-01: 32.37%2026-10-02: 32.07%2026-10-05: 32.92%2026-10-06: 36.70%2026-10-07: 40.94%2026-10-08: 38.46%2026-10-09: 38.33%2026-10-12: 41.67%2026-10-13: 48.95%2026-10-14: 50.00%2026-10-15: 55.16%2026-10-16: 35.36%2026-10-19: 39.34%2026-10-20: 35.79%2026-10-21: 36.72%2026-10-22: 36.62%2026-10-23: 36.11%2026-10-26: 35.22%2026-10-27: 36.17%2026-10-28: 35.05%2026-10-29: 37.24%2026-10-30: 37.86%Aug 14Oct 1Oct 30
43 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
38.56%
33.18%
32.68%
33.00%
31.62%
29.10%
31.27%
31.31%
33.60%
33.32%
34.02%
33.30%
36.03%
36.88%
32.64%
33.37%
30.67%
33.55%
30.89%
33.52%
35.60%
32.37%
32.07%
32.92%
36.70%
40.94%
38.46%
38.33%
41.67%
48.95%
50.00%
55.16%
35.36%
39.34%
35.79%
36.72%
36.62%
36.11%
35.22%
36.17%
35.05%
37.24%
37.86%