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COPT Defense Properties CDP

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Market datapartial · fetched 2026-11-12T14:56:52.000Z

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 · 2026-11-12T14:51:54.913574738Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T14:56:50.323650+00:00

Share price$32.93
1D-0.4%
$32.91$32.95$32.99$33.03$33.075:30 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$1.93$4.09$6.26$8.43$10.60$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICECDP PRICE$2.16$2.81$3.46$4.11$4.77$5.42$6.07$6.72$7.37$8.02$8.67$9.32$9.97
PutsExpensive4.11×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.43111.5%20.2%
25Δ29.52111.4%18.9%
30Δ30.60111.4%17.6%
35Δ31.69111.3%16.3%
40Δ32.78111.3%14.9%
45Δ33.86111.2%13.6%
50Δ34.95111.1%12.3%
55Δ36.03111.1%11.0%
60Δ37.12111.0%9.7%
65Δ38.20111.0%8.3%
70Δ39.29110.9%7.0%
75Δ40.37110.8%5.7%
80Δ41.46110.8%4.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.43
IV
111.5%
B/E move
20.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.52
IV
111.4%
B/E move
18.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.60
IV
111.4%
B/E move
17.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.69
IV
111.3%
B/E move
16.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.78
IV
111.3%
B/E move
14.9%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.86
IV
111.2%
B/E move
13.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.95
IV
111.1%
B/E move
12.3%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
36.03
IV
111.1%
B/E move
11.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
37.12
IV
111.0%
B/E move
9.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.20
IV
111.0%
B/E move
8.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.29
IV
110.9%
B/E move
7.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.37
IV
110.8%
B/E move
5.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.46
IV
110.8%
B/E move
4.4%

Options history

IV · four-Friday blend36.61%
Daily EOD
CDP29.4%33.3%37.1%2026-10-23: 29.97%2026-10-26: 33.54%2026-10-27: 31.95%2026-10-29: 36.61%Oct 23Oct 26Oct 29
4 observations2026-10-23 — 2026-10-29
Table
DateIV (%)
29.97%
33.54%
31.95%
36.61%