IntraAlpha
Create free account Start free

Centerspace CSR

REAL ESTATE · REIT - RESIDENTIAL
i

Market dataready · fetched 2026-11-11T13:46:58.837Z

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: 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 · 2026-11-11T00:00:00.002975816Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:42:13.791799+00:00

Share price$57.17
1D+0.3%
AH$56.70$56.95$57.20$57.45$57.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCSR
Sold putSold callAH

Centerspace options

Live interpolated CSR call and put midpoint premiums by absolute delta.Centerspace$0.91$1.66$2.41$3.16$3.91$48.07$51.51$54.95$58.39$61.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive CSR spot · $57.17CSR PRICE$2.45$0.99$1.21$1.43$1.65$1.86$2.08$2.30$2.52$2.74$3.70$1.88$2.43$2.45$2.45$2.49$2.55$2.60$2.66$2.72$2.78$2.84$2.90$2.96
PutsExpensive2.39×
Calls——
Skew——
Implied moveBearish±$4.25
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.76139.8%18.0%
25Δ76.83213.8%38.7%49.95155.3%16.9%
30Δ52.05131.7%13.2%
35Δ59.0441.9%5.0%54.19106.4%9.5%
40Δ58.5441.5%4.5%55.3392.4%7.6%
45Δ58.0441.1%4.0%55.8785.2%6.7%
50Δ57.5440.7%3.5%56.4078.1%5.9%
55Δ57.0340.3%3.0%56.9471.0%5.1%
60Δ56.5339.9%2.5%57.4763.8%4.2%
65Δ56.0339.5%2.0%58.0056.7%3.4%
70Δ55.5339.1%1.5%58.5449.5%2.6%
75Δ55.0338.7%1.0%59.0742.4%1.7%
80Δ53.9539.7%0.8%59.6135.3%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.76
IV
139.8%
B/E move
18.0%

25Δ

Calls
Pseudo strike
76.83
IV
213.8%
B/E move
38.7%
Puts
Pseudo strike
49.95
IV
155.3%
B/E move
16.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.05
IV
131.7%
B/E move
13.2%

35Δ

Calls
Pseudo strike
59.04
IV
41.9%
B/E move
5.0%
Puts
Pseudo strike
54.19
IV
106.4%
B/E move
9.5%

40Δ

Calls
Pseudo strike
58.54
IV
41.5%
B/E move
4.5%
Puts
Pseudo strike
55.33
IV
92.4%
B/E move
7.6%

45Δ

Calls
Pseudo strike
58.04
IV
41.1%
B/E move
4.0%
Puts
Pseudo strike
55.87
IV
85.2%
B/E move
6.7%

50Δ

Calls
Pseudo strike
57.54
IV
40.7%
B/E move
3.5%
Puts
Pseudo strike
56.40
IV
78.1%
B/E move
5.9%

55Δ

Calls
Pseudo strike
57.03
IV
40.3%
B/E move
3.0%
Puts
Pseudo strike
56.94
IV
71.0%
B/E move
5.1%

60Δ

Calls
Pseudo strike
56.53
IV
39.9%
B/E move
2.5%
Puts
Pseudo strike
57.47
IV
63.8%
B/E move
4.2%

65Δ

Calls
Pseudo strike
56.03
IV
39.5%
B/E move
2.0%
Puts
Pseudo strike
58.00
IV
56.7%
B/E move
3.4%

70Δ

Calls
Pseudo strike
55.53
IV
39.1%
B/E move
1.5%
Puts
Pseudo strike
58.54
IV
49.5%
B/E move
2.6%

75Δ

Calls
Pseudo strike
55.03
IV
38.7%
B/E move
1.0%
Puts
Pseudo strike
59.07
IV
42.4%
B/E move
1.7%

80Δ

Calls
Pseudo strike
53.95
IV
39.7%
B/E move
0.8%
Puts
Pseudo strike
59.61
IV
35.3%
B/E move
0.9%

Options history

IV · four-Friday blend29.99%
Daily EOD
CSR29.2%32.8%36.4%2026-10-19: 29.68%2026-10-20: 32.06%2026-10-22: 30.39%2026-10-23: 32.32%2026-10-26: 34.43%2026-10-27: 33.03%2026-10-28: 35.91%2026-10-30: 29.99%Oct 19Oct 23Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
29.68%
32.06%
30.39%
32.32%
34.43%
33.03%
35.91%
29.99%