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Diversified Healthcare Trust Common Shares of Beneficial Interest DHC

i

Market dataready · fetched 2026-11-12T15:12:24.337Z

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 · 2026-11-12T15:12:20.685229401Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:12:23.246228+00:00

Share price$7.29
1D-0.3%
$7.19$7.23$7.27$7.30$7.345:30 AM6:30 AM9:00 AM1:00 PMDHC
Sold putSold call

Diversified Healthcare Trust Common Shares of Beneficial Interest options

Live interpolated DHC call and put midpoint premiums by absolute delta.Diversified Healthcare Trust Common Shares of Beneficial Interest$0.06$0.96$1.85$2.74$3.63$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEDHC PRICE$0.16$0.20$0.25$0.29$0.34$0.38$0.39$0.40$0.41$0.42$0.42$0.43$0.44$0.45$0.78$1.43$2.08$2.73$3.38
PutsExpensive5.48×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.22130.4%28.8%3.83557.5%52.8%
25Δ8.90127.0%25.0%4.32493.3%46.2%
30Δ8.58123.6%21.2%4.81429.1%39.6%
35Δ8.26120.3%17.4%5.30364.9%33.0%
40Δ7.93116.9%13.6%5.79300.6%26.4%
45Δ7.61113.5%9.8%6.28236.4%19.8%
50Δ6.77172.2%13.1%
55Δ7.26108.0%6.5%
60Δ7.8484.7%3.0%
65Δ8.52102.3%2.7%
70Δ9.19119.8%2.3%
75Δ9.87137.3%1.9%
80Δ10.55154.9%1.6%

20Δ

Calls
Pseudo strike
9.22
IV
130.4%
B/E move
28.8%
Puts
Pseudo strike
3.83
IV
557.5%
B/E move
52.8%

25Δ

Calls
Pseudo strike
8.90
IV
127.0%
B/E move
25.0%
Puts
Pseudo strike
4.32
IV
493.3%
B/E move
46.2%

30Δ

Calls
Pseudo strike
8.58
IV
123.6%
B/E move
21.2%
Puts
Pseudo strike
4.81
IV
429.1%
B/E move
39.6%

35Δ

Calls
Pseudo strike
8.26
IV
120.3%
B/E move
17.4%
Puts
Pseudo strike
5.30
IV
364.9%
B/E move
33.0%

40Δ

Calls
Pseudo strike
7.93
IV
116.9%
B/E move
13.6%
Puts
Pseudo strike
5.79
IV
300.6%
B/E move
26.4%

45Δ

Calls
Pseudo strike
7.61
IV
113.5%
B/E move
9.8%
Puts
Pseudo strike
6.28
IV
236.4%
B/E move
19.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.77
IV
172.2%
B/E move
13.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.26
IV
108.0%
B/E move
6.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.84
IV
84.7%
B/E move
3.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.52
IV
102.3%
B/E move
2.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.19
IV
119.8%
B/E move
2.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.87
IV
137.3%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.55
IV
154.9%
B/E move
1.6%

Options history

IV · four-Friday blend87.29%
Daily EOD
DHC86.4%93.0%99.7%2026-10-20: 91.52%2026-10-21: 98.79%2026-10-22: 87.29%Oct 20Oct 21Oct 22
3 observations2026-10-20 — 2026-10-22
Table
DateIV (%)
91.52%
98.79%
87.29%