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COPT Defense Properties CDP

REAL ESTATE · REIT - OFFICE
i

Market dataready · fetched 2026-10-23T15:11:49.781Z

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 · 2026-10-23T15:11:31.232511109Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T15:11:49.277629+00:00

Share price$33.74
1D-0.5%
$33.61$33.69$33.78$33.87$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$2.90$5.53$8.15$10.78$28.15$31.30$34.46$37.61$40.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CDP spot · $33.74CDP PRICE$1.66$2.13$2.59$3.06$3.53$4.00$4.47$5.48$0.56$0.77$0.98$1.20$1.41$1.62$1.83$2.05$2.51$4.39$6.27$8.14$10.02
PutsExpensive2.32×
CallsExpensive3.20×
SkewBullish-15.27 pp
Implied moveBullish±$3.96
TiltBearish21.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.5045.6%11.3%
25Δ31.0745.1%10.2%
30Δ31.6544.6%9.1%
35Δ32.2244.1%8.1%
40Δ32.7943.6%7.0%
45Δ34.9456.9%8.5%33.3743.1%5.9%
50Δ34.1858.2%7.6%33.9442.6%4.8%
55Δ33.4259.5%6.8%34.5142.1%3.8%
60Δ32.6660.9%5.9%35.3142.4%2.8%
65Δ31.9062.2%5.0%37.3246.7%2.4%
70Δ31.1463.5%4.1%39.3451.0%2.0%
75Δ30.3864.8%3.3%41.3555.3%1.6%
80Δ29.1369.0%2.6%43.3759.6%1.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.50
IV
45.6%
B/E move
11.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.07
IV
45.1%
B/E move
10.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.65
IV
44.6%
B/E move
9.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.22
IV
44.1%
B/E move
8.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.79
IV
43.6%
B/E move
7.0%

45Δ

Calls
Pseudo strike
34.94
IV
56.9%
B/E move
8.5%
Puts
Pseudo strike
33.37
IV
43.1%
B/E move
5.9%

50Δ

Calls
Pseudo strike
34.18
IV
58.2%
B/E move
7.6%
Puts
Pseudo strike
33.94
IV
42.6%
B/E move
4.8%

55Δ

Calls
Pseudo strike
33.42
IV
59.5%
B/E move
6.8%
Puts
Pseudo strike
34.51
IV
42.1%
B/E move
3.8%

60Δ

Calls
Pseudo strike
32.66
IV
60.9%
B/E move
5.9%
Puts
Pseudo strike
35.31
IV
42.4%
B/E move
2.8%

65Δ

Calls
Pseudo strike
31.90
IV
62.2%
B/E move
5.0%
Puts
Pseudo strike
37.32
IV
46.7%
B/E move
2.4%

70Δ

Calls
Pseudo strike
31.14
IV
63.5%
B/E move
4.1%
Puts
Pseudo strike
39.34
IV
51.0%
B/E move
2.0%

75Δ

Calls
Pseudo strike
30.38
IV
64.8%
B/E move
3.3%
Puts
Pseudo strike
41.35
IV
55.3%
B/E move
1.6%

80Δ

Calls
Pseudo strike
29.13
IV
69.0%
B/E move
2.6%
Puts
Pseudo strike
43.37
IV
59.6%
B/E move
1.2%

Options history

No recorded observations