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CTO Realty Growth, Inc. CTO

REAL ESTATE · REIT - DIVERSIFIED
i

Market dataready · fetched 2026-11-12T16:06:00.349Z

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 · 2026-11-12T16:05:09.028636315Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T15:57:44.977747+00:00

Share price$20.34
1D-0.8%
$20.24$20.36$20.48$20.60$20.725:30 AM6:30 AM9:00 AM1:00 PMCTO
Sold putSold call

CTO Realty Growth, Inc. options

Live interpolated CTO call and put midpoint premiums by absolute delta.CTO Realty Growth, Inc.$0.08$0.66$1.24$1.82$2.40$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —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 PRICECTO PRICE$0.20$0.26$0.32$0.38$0.44$0.50$0.56$0.62$0.67$0.94$1.37$1.80$2.23$0.15$0.17$0.19
Puts——
CallsExpensive1.49×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.8440.6%8.4%18.6455.6%9.1%
25Δ21.6340.8%7.6%19.1445.9%6.7%
30Δ21.4141.0%6.8%19.6436.1%4.3%
35Δ21.1941.2%6.1%
40Δ20.9741.4%5.3%
45Δ20.7541.6%4.5%
50Δ20.5341.9%3.7%
55Δ20.3142.1%2.9%
60Δ20.0942.3%2.1%
65Δ19.7447.2%1.7%
70Δ19.2755.7%1.5%
75Δ18.8064.3%1.3%
80Δ18.3472.8%1.1%

20Δ

Calls
Pseudo strike
21.84
IV
40.6%
B/E move
8.4%
Puts
Pseudo strike
18.64
IV
55.6%
B/E move
9.1%

25Δ

Calls
Pseudo strike
21.63
IV
40.8%
B/E move
7.6%
Puts
Pseudo strike
19.14
IV
45.9%
B/E move
6.7%

30Δ

Calls
Pseudo strike
21.41
IV
41.0%
B/E move
6.8%
Puts
Pseudo strike
19.64
IV
36.1%
B/E move
4.3%

35Δ

Calls
Pseudo strike
21.19
IV
41.2%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
20.97
IV
41.4%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
20.75
IV
41.6%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
20.53
IV
41.9%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
20.31
IV
42.1%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
20.09
IV
42.3%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
19.74
IV
47.2%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
19.27
IV
55.7%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
18.80
IV
64.3%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
18.34
IV
72.8%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend30.57%
Daily EOD
CTO22.6%32.4%42.1%2026-10-19: 27.99%2026-10-20: 31.93%2026-10-21: 31.89%2026-10-22: 33.50%2026-10-23: 23.94%2026-10-26: 30.03%2026-10-27: 40.78%2026-10-30: 30.57%Oct 19Oct 22Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.99%
31.93%
31.89%
33.50%
23.94%
30.03%
40.78%
30.57%