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CHATHAM LODGING TRUST CLDT

REAL ESTATE · REIT - HOTEL & MOTEL
i

Market dataready · fetched 2026-11-12T16:05:57.940Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-02-19

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 · 2026-11-12T16:05:21.215336764Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T16:05:37.498180+00:00

Share price$16.50
1D+0.6%
$16.38$16.42$16.46$16.49$16.535:30 AM6:30 AM9:00 AM1:00 PMCLDT
Sold putSold call

CHATHAM LODGING TRUST options

Live interpolated CLDT call and put midpoint premiums by absolute delta.CHATHAM LODGING TRUST$0.47$2.26$4.05$5.83$7.62$11.20$13.79$16.37$18.96$21.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CLDT spot · $16.50CLDT PRICE$1.14$1.89$2.63$3.38$4.12$4.87$5.62$6.36$7.11$0.66$0.76$0.87$0.97$1.07$1.18$1.28$1.38
Puts——
Calls——
Skew——
Implied moveBullish±$3.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.11100.5%42.7%
25Δ11.0491.5%37.7%
30Δ11.9882.4%32.7%
35Δ12.9273.4%27.6%
40Δ16.6728.6%8.0%13.8564.3%22.6%
45Δ15.8436.3%7.4%14.7955.3%17.5%
50Δ15.0144.1%6.9%15.7246.2%12.5%
55Δ14.1751.8%6.4%16.6637.2%7.4%
60Δ13.3459.5%5.8%
65Δ12.5167.2%5.3%
70Δ11.6775.0%4.8%
75Δ10.8482.7%4.2%
80Δ10.0190.4%3.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.11
IV
100.5%
B/E move
42.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.04
IV
91.5%
B/E move
37.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.98
IV
82.4%
B/E move
32.7%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.92
IV
73.4%
B/E move
27.6%

40Δ

Calls
Pseudo strike
16.67
IV
28.6%
B/E move
8.0%
Puts
Pseudo strike
13.85
IV
64.3%
B/E move
22.6%

45Δ

Calls
Pseudo strike
15.84
IV
36.3%
B/E move
7.4%
Puts
Pseudo strike
14.79
IV
55.3%
B/E move
17.5%

50Δ

Calls
Pseudo strike
15.01
IV
44.1%
B/E move
6.9%
Puts
Pseudo strike
15.72
IV
46.2%
B/E move
12.5%

55Δ

Calls
Pseudo strike
14.17
IV
51.8%
B/E move
6.4%
Puts
Pseudo strike
16.66
IV
37.2%
B/E move
7.4%

60Δ

Calls
Pseudo strike
13.34
IV
59.5%
B/E move
5.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
12.51
IV
67.2%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
11.67
IV
75.0%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
10.84
IV
82.7%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.01
IV
90.4%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend40.26%
Daily EOD
CLDT31.9%45.1%58.4%2026-10-21: 38.83%2026-10-23: 48.15%2026-10-26: 56.54%2026-10-28: 56.25%2026-10-29: 33.73%2026-10-30: 40.26%Oct 21Oct 26Oct 30
6 observations2026-10-21 — 2026-10-30
Table
DateIV (%)
38.83%
48.15%
56.54%
56.25%
33.73%
40.26%