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Chatham Lodging Trust REIT CLDT

REAL ESTATE · REIT - HOTEL & MOTEL
i

Market dataready · fetched 2026-10-23T06:52:51.638Z

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 · 2026-10-22T23:00:00.003045649Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:52:51.205438+00:00

Share price$14.25
1D-0.7%
AH$13.83$14.01$14.18$14.35$14.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCLDT
Sold putSold callAH

Chatham Lodging Trust REIT options

Live interpolated CLDT call and put midpoint premiums by absolute delta.Chatham Lodging Trust REIT$0.22$1.68$3.15$4.61$6.08$9.72$11.62$13.51$15.40$17.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CLDT spot · $14.25CLDT PRICE$0.38$0.39$0.42$0.45$0.53$0.70$0.87$1.04$1.21$1.38$1.55$1.73$1.90$0.38$0.54$0.78$1.02$1.25$1.49$1.73$2.38$3.47$4.57$5.66$4.52$5.25
PutsExpensive1.94×
CallsExpensive1.11×
SkewBearish+37.22 pp
Implied moveBearish±$2.60
TiltBearish44.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.7796.9%34.4%12.0979.6%17.8%
25Δ17.0776.0%22.5%12.7872.0%14.1%
30Δ16.3065.5%17.4%13.1875.5%12.9%
35Δ15.5454.9%12.2%13.5979.0%11.8%
40Δ14.9247.8%8.4%13.9982.6%10.6%
45Δ14.6348.7%7.6%14.3986.1%9.5%
50Δ14.3549.5%6.8%14.7989.6%8.3%
55Δ14.0750.4%6.1%15.5897.7%7.4%
60Δ13.7951.2%5.3%16.77110.5%6.7%
65Δ13.5152.1%4.5%17.95123.4%6.1%
70Δ13.2352.9%3.8%19.14136.2%5.4%
75Δ12.9553.8%3.0%18.28106.9%3.5%
80Δ12.6754.6%2.2%19.1999.1%2.2%

20Δ

Calls
Pseudo strike
18.77
IV
96.9%
B/E move
34.4%
Puts
Pseudo strike
12.09
IV
79.6%
B/E move
17.8%

25Δ

Calls
Pseudo strike
17.07
IV
76.0%
B/E move
22.5%
Puts
Pseudo strike
12.78
IV
72.0%
B/E move
14.1%

30Δ

Calls
Pseudo strike
16.30
IV
65.5%
B/E move
17.4%
Puts
Pseudo strike
13.18
IV
75.5%
B/E move
12.9%

35Δ

Calls
Pseudo strike
15.54
IV
54.9%
B/E move
12.2%
Puts
Pseudo strike
13.59
IV
79.0%
B/E move
11.8%

40Δ

Calls
Pseudo strike
14.92
IV
47.8%
B/E move
8.4%
Puts
Pseudo strike
13.99
IV
82.6%
B/E move
10.6%

45Δ

Calls
Pseudo strike
14.63
IV
48.7%
B/E move
7.6%
Puts
Pseudo strike
14.39
IV
86.1%
B/E move
9.5%

50Δ

Calls
Pseudo strike
14.35
IV
49.5%
B/E move
6.8%
Puts
Pseudo strike
14.79
IV
89.6%
B/E move
8.3%

55Δ

Calls
Pseudo strike
14.07
IV
50.4%
B/E move
6.1%
Puts
Pseudo strike
15.58
IV
97.7%
B/E move
7.4%

60Δ

Calls
Pseudo strike
13.79
IV
51.2%
B/E move
5.3%
Puts
Pseudo strike
16.77
IV
110.5%
B/E move
6.7%

65Δ

Calls
Pseudo strike
13.51
IV
52.1%
B/E move
4.5%
Puts
Pseudo strike
17.95
IV
123.4%
B/E move
6.1%

70Δ

Calls
Pseudo strike
13.23
IV
52.9%
B/E move
3.8%
Puts
Pseudo strike
19.14
IV
136.2%
B/E move
5.4%

75Δ

Calls
Pseudo strike
12.95
IV
53.8%
B/E move
3.0%
Puts
Pseudo strike
18.28
IV
106.9%
B/E move
3.5%

80Δ

Calls
Pseudo strike
12.67
IV
54.6%
B/E move
2.2%
Puts
Pseudo strike
19.19
IV
99.1%
B/E move
2.2%

Options history

CLDT38.7938.8338.872026-10-21: 38.83%Oct 21Oct 21
Table
DateIV
38.83%