Share price$20.25
1D+2.7%
Sold putSold callAH
CTO Realty Growth Inc CTO
REAL ESTATE · REIT - DIVERSIFIEDi
Market dataready · fetched 2026-10-23T06:52:51.640Z
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 · 2026-10-22T23:00:00.003633699Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T06:52:51.199644+00:00
CTO Realty Growth Inc options
PutsExpensive2.19×
CallsExpensive1.94×
SkewBearish+6.37 pp
Implied moveBearish±$2.44
TiltBearish27.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.78 | 71.3% | 24.3% | 17.74 | 60.6% | 14.3% |
| 25Δ | 24.17 | 65.9% | 21.6% | 18.27 | 54.0% | 11.9% |
| 30Δ | 23.56 | 60.4% | 18.8% | 18.80 | 47.5% | 9.5% |
| 35Δ | 22.96 | 55.0% | 16.1% | 19.32 | 40.9% | 7.1% |
| 40Δ | 22.35 | 49.5% | 13.3% | 19.85 | 34.3% | 4.8% |
| 45Δ | 21.74 | 44.1% | 10.6% | 20.51 | 38.3% | 3.9% |
| 50Δ | 21.13 | 38.6% | 7.8% | 21.23 | 46.5% | 3.7% |
| 55Δ | 20.52 | 33.2% | 5.1% | 21.95 | 54.7% | 3.5% |
| 60Δ | 19.84 | 30.9% | 2.7% | 22.67 | 63.0% | 3.3% |
| 65Δ | 18.71 | 47.4% | 2.5% | 23.39 | 71.2% | 3.2% |
| 70Δ | 17.59 | 63.9% | 2.4% | 24.11 | 79.4% | 3.0% |
| 75Δ | 16.46 | 80.4% | 2.3% | 24.83 | 87.6% | 2.8% |
| 80Δ | 15.34 | 97.0% | 2.1% | 30.95 | 142.4% | 3.2% |
20Δ
- Pseudo strike
- 24.78
- IV
- 71.3%
- B/E move
- 24.3%
- Pseudo strike
- 17.74
- IV
- 60.6%
- B/E move
- 14.3%
25Δ
- Pseudo strike
- 24.17
- IV
- 65.9%
- B/E move
- 21.6%
- Pseudo strike
- 18.27
- IV
- 54.0%
- B/E move
- 11.9%
30Δ
- Pseudo strike
- 23.56
- IV
- 60.4%
- B/E move
- 18.8%
- Pseudo strike
- 18.80
- IV
- 47.5%
- B/E move
- 9.5%
35Δ
- Pseudo strike
- 22.96
- IV
- 55.0%
- B/E move
- 16.1%
- Pseudo strike
- 19.32
- IV
- 40.9%
- B/E move
- 7.1%
40Δ
- Pseudo strike
- 22.35
- IV
- 49.5%
- B/E move
- 13.3%
- Pseudo strike
- 19.85
- IV
- 34.3%
- B/E move
- 4.8%
45Δ
- Pseudo strike
- 21.74
- IV
- 44.1%
- B/E move
- 10.6%
- Pseudo strike
- 20.51
- IV
- 38.3%
- B/E move
- 3.9%
50Δ
- Pseudo strike
- 21.13
- IV
- 38.6%
- B/E move
- 7.8%
- Pseudo strike
- 21.23
- IV
- 46.5%
- B/E move
- 3.7%
55Δ
- Pseudo strike
- 20.52
- IV
- 33.2%
- B/E move
- 5.1%
- Pseudo strike
- 21.95
- IV
- 54.7%
- B/E move
- 3.5%
60Δ
- Pseudo strike
- 19.84
- IV
- 30.9%
- B/E move
- 2.7%
- Pseudo strike
- 22.67
- IV
- 63.0%
- B/E move
- 3.3%
65Δ
- Pseudo strike
- 18.71
- IV
- 47.4%
- B/E move
- 2.5%
- Pseudo strike
- 23.39
- IV
- 71.2%
- B/E move
- 3.2%
70Δ
- Pseudo strike
- 17.59
- IV
- 63.9%
- B/E move
- 2.4%
- Pseudo strike
- 24.11
- IV
- 79.4%
- B/E move
- 3.0%
75Δ
- Pseudo strike
- 16.46
- IV
- 80.4%
- B/E move
- 2.3%
- Pseudo strike
- 24.83
- IV
- 87.6%
- B/E move
- 2.8%
80Δ
- Pseudo strike
- 15.34
- IV
- 97.0%
- B/E move
- 2.1%
- Pseudo strike
- 30.95
- IV
- 142.4%
- B/E move
- 3.2%
Options history
Table
| Date | IV |
|---|---|
| 31.93% | |
| 31.89% |