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Clipper Realty Inc. Common Stock CLPR

i

Market dataready · fetched 2026-11-12T14:55:52.813Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17

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 · 2026-11-12T14:46:50.504385994Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T14:55:51.497472+00:00

Share price$3.17
1D-5.1%
$3.16$3.21$3.26$3.31$3.365:30 AM6:30 AM9:00 AM1:00 PMCLPR
Sold putSold call

Clipper Realty Inc. Common Stock options

Live interpolated CLPR call and put midpoint premiums by absolute delta.Clipper Realty Inc. Common Stock$0.13$0.58$1.02$1.47$1.92$1.72$2.43$3.15$3.87$4.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive CLPR spot · $3.17CLPR PRICE$0.18$0.24$0.30$0.36$0.42$0.49$0.57$0.64$0.71$0.78$0.85$0.93$0.43$0.58$0.73$0.88$1.03$1.19$1.34$1.49$1.64$1.79
Puts——
Calls——
Skew——
Implied moveBearish±$1.75
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.1785.3%132.0%
25Δ6.5284.8%113.3%2.5980.0%31.8%
30Δ5.8784.4%94.6%2.8478.3%28.8%
35Δ5.2284.0%75.9%3.0976.6%25.7%
40Δ4.8082.1%64.8%3.3374.9%22.7%
45Δ4.5079.5%57.6%3.5873.2%19.7%
50Δ4.2077.0%50.5%3.8371.5%16.6%
55Δ3.9074.4%43.3%4.0769.8%13.6%
60Δ3.6071.8%36.1%4.3268.1%10.6%
65Δ3.3169.3%28.9%4.5766.4%7.5%
70Δ3.0166.7%21.8%4.8264.7%4.5%
75Δ2.7164.1%14.6%
80Δ

20Δ

Calls
Pseudo strike
7.17
IV
85.3%
B/E move
132.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.52
IV
84.8%
B/E move
113.3%
Puts
Pseudo strike
2.59
IV
80.0%
B/E move
31.8%

30Δ

Calls
Pseudo strike
5.87
IV
84.4%
B/E move
94.6%
Puts
Pseudo strike
2.84
IV
78.3%
B/E move
28.8%

35Δ

Calls
Pseudo strike
5.22
IV
84.0%
B/E move
75.9%
Puts
Pseudo strike
3.09
IV
76.6%
B/E move
25.7%

40Δ

Calls
Pseudo strike
4.80
IV
82.1%
B/E move
64.8%
Puts
Pseudo strike
3.33
IV
74.9%
B/E move
22.7%

45Δ

Calls
Pseudo strike
4.50
IV
79.5%
B/E move
57.6%
Puts
Pseudo strike
3.58
IV
73.2%
B/E move
19.7%

50Δ

Calls
Pseudo strike
4.20
IV
77.0%
B/E move
50.5%
Puts
Pseudo strike
3.83
IV
71.5%
B/E move
16.6%

55Δ

Calls
Pseudo strike
3.90
IV
74.4%
B/E move
43.3%
Puts
Pseudo strike
4.07
IV
69.8%
B/E move
13.6%

60Δ

Calls
Pseudo strike
3.60
IV
71.8%
B/E move
36.1%
Puts
Pseudo strike
4.32
IV
68.1%
B/E move
10.6%

65Δ

Calls
Pseudo strike
3.31
IV
69.3%
B/E move
28.9%
Puts
Pseudo strike
4.57
IV
66.4%
B/E move
7.5%

70Δ

Calls
Pseudo strike
3.01
IV
66.7%
B/E move
21.8%
Puts
Pseudo strike
4.82
IV
64.7%
B/E move
4.5%

75Δ

Calls
Pseudo strike
2.71
IV
64.1%
B/E move
14.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations