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COPT Defense Properties CDP

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Market datapartial · fetched 2026-10-23T14:15:30.748Z

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 · 2026-10-23T14:12:15.215826073Z

FundamentalsAlpha Vantage · unavailable

Share price$33.85
1D-0.1%
$33.63$33.71$33.79$33.88$33.965:30 AM6:30 AM9:00 AM1:00 PMCDP
Sold putSold call

COPT Defense Properties options

Live interpolated CDP call and put midpoint premiums by absolute delta.COPT Defense Properties$0.28$2.98$5.67$8.36$11.06$28.11$31.19$34.28$37.36$40.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CDP spot · $33.85CDP PRICE$0.57$0.78$0.99$1.20$1.41$1.62$2.06$2.52$2.98$3.43$3.89$4.34$5.03$0.58$0.80$1.02$1.23$1.45$1.67$1.89$2.11$3.08$4.88$6.68$8.48$10.28
PutsExpensive2.42×
CallsExpensive2.97×
SkewBullish-9.04 pp
Implied moveBullish±$3.95
TiltBearish17.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.2153.8%17.5%30.5546.4%11.5%
25Δ38.3754.1%15.7%31.1446.0%10.4%
30Δ37.5454.5%13.8%31.7345.6%9.3%
35Δ36.7054.8%12.0%32.3245.2%8.2%
40Δ35.8755.2%10.1%32.9144.8%7.1%
45Δ35.0355.5%8.3%33.5144.5%6.0%
50Δ34.2956.5%7.4%34.1044.1%4.9%
55Δ33.5557.5%6.5%34.6943.7%3.8%
60Δ32.8058.5%5.7%35.9345.4%3.0%
65Δ32.0659.5%4.9%37.8749.4%2.5%
70Δ31.3260.5%4.0%39.8253.5%2.1%
75Δ30.5861.5%3.2%41.7657.5%1.7%
80Δ29.6363.5%2.4%43.7161.6%1.2%

20Δ

Calls
Pseudo strike
39.21
IV
53.8%
B/E move
17.5%
Puts
Pseudo strike
30.55
IV
46.4%
B/E move
11.5%

25Δ

Calls
Pseudo strike
38.37
IV
54.1%
B/E move
15.7%
Puts
Pseudo strike
31.14
IV
46.0%
B/E move
10.4%

30Δ

Calls
Pseudo strike
37.54
IV
54.5%
B/E move
13.8%
Puts
Pseudo strike
31.73
IV
45.6%
B/E move
9.3%

35Δ

Calls
Pseudo strike
36.70
IV
54.8%
B/E move
12.0%
Puts
Pseudo strike
32.32
IV
45.2%
B/E move
8.2%

40Δ

Calls
Pseudo strike
35.87
IV
55.2%
B/E move
10.1%
Puts
Pseudo strike
32.91
IV
44.8%
B/E move
7.1%

45Δ

Calls
Pseudo strike
35.03
IV
55.5%
B/E move
8.3%
Puts
Pseudo strike
33.51
IV
44.5%
B/E move
6.0%

50Δ

Calls
Pseudo strike
34.29
IV
56.5%
B/E move
7.4%
Puts
Pseudo strike
34.10
IV
44.1%
B/E move
4.9%

55Δ

Calls
Pseudo strike
33.55
IV
57.5%
B/E move
6.5%
Puts
Pseudo strike
34.69
IV
43.7%
B/E move
3.8%

60Δ

Calls
Pseudo strike
32.80
IV
58.5%
B/E move
5.7%
Puts
Pseudo strike
35.93
IV
45.4%
B/E move
3.0%

65Δ

Calls
Pseudo strike
32.06
IV
59.5%
B/E move
4.9%
Puts
Pseudo strike
37.87
IV
49.4%
B/E move
2.5%

70Δ

Calls
Pseudo strike
31.32
IV
60.5%
B/E move
4.0%
Puts
Pseudo strike
39.82
IV
53.5%
B/E move
2.1%

75Δ

Calls
Pseudo strike
30.58
IV
61.5%
B/E move
3.2%
Puts
Pseudo strike
41.76
IV
57.5%
B/E move
1.7%

80Δ

Calls
Pseudo strike
29.63
IV
63.5%
B/E move
2.4%
Puts
Pseudo strike
43.71
IV
61.6%
B/E move
1.2%

Options history

No recorded observations