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CubeSmart CUBE

REAL ESTATE · REIT - INDUSTRIAL
i

Market dataready · fetched 2026-11-11T14:57:07.041Z

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 · 2026-11-11T14:56:25.99017935Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:57:06.534798+00:00

Share price$44.95
1D+0.4%
$44.73$44.80$44.88$44.96$45.035:30 AM6:30 AM9:00 AM1:00 PMCUBE
Sold putSold call

CubeSmart options

Live interpolated CUBE call and put midpoint premiums by absolute delta.CubeSmart$0.45$0.87$1.29$1.72$2.14$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICECUBE PRICE$0.49$0.57$0.64$0.71$0.79$0.98$1.19$1.39$1.60$1.81$2.02$0.51$0.59$0.67$0.75$0.83$0.91
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.7868.3%10.4%
25Δ41.5162.5%9.0%
30Δ46.8238.6%5.2%42.2356.7%7.5%
35Δ46.3836.2%4.4%42.9650.9%6.1%
40Δ45.9433.8%3.6%43.6945.0%4.7%
45Δ45.5031.3%2.8%44.4139.2%3.2%
50Δ45.0728.9%2.0%
55Δ44.7528.2%1.7%
60Δ44.4527.8%1.5%
65Δ44.1527.4%1.3%
70Δ43.8527.1%1.1%
75Δ43.5526.7%0.9%
80Δ43.2626.3%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.78
IV
68.3%
B/E move
10.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.51
IV
62.5%
B/E move
9.0%

30Δ

Calls
Pseudo strike
46.82
IV
38.6%
B/E move
5.2%
Puts
Pseudo strike
42.23
IV
56.7%
B/E move
7.5%

35Δ

Calls
Pseudo strike
46.38
IV
36.2%
B/E move
4.4%
Puts
Pseudo strike
42.96
IV
50.9%
B/E move
6.1%

40Δ

Calls
Pseudo strike
45.94
IV
33.8%
B/E move
3.6%
Puts
Pseudo strike
43.69
IV
45.0%
B/E move
4.7%

45Δ

Calls
Pseudo strike
45.50
IV
31.3%
B/E move
2.8%
Puts
Pseudo strike
44.41
IV
39.2%
B/E move
3.2%

50Δ

Calls
Pseudo strike
45.07
IV
28.9%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
44.75
IV
28.2%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
44.45
IV
27.8%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
44.15
IV
27.4%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
43.85
IV
27.1%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
43.55
IV
26.7%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
43.26
IV
26.3%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend27.76%
Daily EOD
CUBE25.5%29.4%33.3%2026-10-19: 27.82%2026-10-20: 26.00%2026-10-21: 26.17%2026-10-22: 29.03%2026-10-23: 28.90%2026-10-26: 32.73%2026-10-27: 26.73%2026-10-28: 30.79%2026-10-29: 29.62%2026-10-30: 27.76%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.82%
26.00%
26.17%
29.03%
28.90%
32.73%
26.73%
30.79%
29.62%
27.76%