Clipper Realty Inc CLPR
REAL ESTATE · REIT - RESIDENTIALi
Market dataready · fetched 2026-10-23T13:31:46.462Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T13:30:00.955007811Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T13:31:45.909140+00:00
Share price$3.11
1D+0.0%
Sold putSold call
Clipper Realty Inc options
PutsExpensive3.95×
CallsExpensive5.46×
SkewBullish-87.91 pp
Implied moveBearish±$3.03
TiltBearish56.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.81 | 216.5% | 95.5% | |||
| 25Δ | 6.12 | 259.6% | 108.5% | 2.62 | 164.9% | 27.1% |
| 30Δ | 6.43 | 302.7% | 121.5% | 3.06 | 173.6% | 25.1% |
| 35Δ | 6.75 | 345.8% | 134.5% | 3.50 | 182.4% | 23.1% |
| 40Δ | 7.06 | 388.9% | 147.5% | 3.95 | 191.1% | 21.1% |
| 45Δ | 7.37 | 432.0% | 160.6% | 4.39 | 199.9% | 19.1% |
| 50Δ | 7.13 | 423.0% | 153.9% | 4.84 | 208.7% | 17.1% |
| 55Δ | 6.48 | 375.7% | 132.7% | 5.28 | 217.4% | 15.1% |
| 60Δ | 5.84 | 328.3% | 111.6% | 5.72 | 226.2% | 13.1% |
| 65Δ | 5.19 | 281.0% | 90.4% | 6.17 | 234.9% | 11.1% |
| 70Δ | 4.55 | 233.6% | 69.3% | 6.61 | 243.7% | 9.1% |
| 75Δ | 3.90 | 186.3% | 48.1% | 7.06 | 252.4% | 7.1% |
| 80Δ | 3.26 | 138.9% | 27.0% | 7.50 | 261.2% | 5.1% |
20Δ
- Pseudo strike
- 5.81
- IV
- 216.5%
- B/E move
- 95.5%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 6.12
- IV
- 259.6%
- B/E move
- 108.5%
- Pseudo strike
- 2.62
- IV
- 164.9%
- B/E move
- 27.1%
30Δ
- Pseudo strike
- 6.43
- IV
- 302.7%
- B/E move
- 121.5%
- Pseudo strike
- 3.06
- IV
- 173.6%
- B/E move
- 25.1%
35Δ
- Pseudo strike
- 6.75
- IV
- 345.8%
- B/E move
- 134.5%
- Pseudo strike
- 3.50
- IV
- 182.4%
- B/E move
- 23.1%
40Δ
- Pseudo strike
- 7.06
- IV
- 388.9%
- B/E move
- 147.5%
- Pseudo strike
- 3.95
- IV
- 191.1%
- B/E move
- 21.1%
45Δ
- Pseudo strike
- 7.37
- IV
- 432.0%
- B/E move
- 160.6%
- Pseudo strike
- 4.39
- IV
- 199.9%
- B/E move
- 19.1%
50Δ
- Pseudo strike
- 7.13
- IV
- 423.0%
- B/E move
- 153.9%
- Pseudo strike
- 4.84
- IV
- 208.7%
- B/E move
- 17.1%
55Δ
- Pseudo strike
- 6.48
- IV
- 375.7%
- B/E move
- 132.7%
- Pseudo strike
- 5.28
- IV
- 217.4%
- B/E move
- 15.1%
60Δ
- Pseudo strike
- 5.84
- IV
- 328.3%
- B/E move
- 111.6%
- Pseudo strike
- 5.72
- IV
- 226.2%
- B/E move
- 13.1%
65Δ
- Pseudo strike
- 5.19
- IV
- 281.0%
- B/E move
- 90.4%
- Pseudo strike
- 6.17
- IV
- 234.9%
- B/E move
- 11.1%
70Δ
- Pseudo strike
- 4.55
- IV
- 233.6%
- B/E move
- 69.3%
- Pseudo strike
- 6.61
- IV
- 243.7%
- B/E move
- 9.1%
75Δ
- Pseudo strike
- 3.90
- IV
- 186.3%
- B/E move
- 48.1%
- Pseudo strike
- 7.06
- IV
- 252.4%
- B/E move
- 7.1%
80Δ
- Pseudo strike
- 3.26
- IV
- 138.9%
- B/E move
- 27.0%
- Pseudo strike
- 7.50
- IV
- 261.2%
- B/E move
- 5.1%
Options history
No recorded observations