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Healthpeak Properties, Inc. DOC

i

Market dataready · fetched 2026-11-11T13:44:32.392Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T00:50:58.587210485Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:44:31.532946+00:00

Share price$20.81
1D-1.0%
AH$20.18$20.29$20.41$20.52$20.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDOC
Sold putSold callAH

Healthpeak Properties, Inc. options

Live interpolated DOC call and put midpoint premiums by absolute delta.Healthpeak Properties, Inc.$0.00$2.10$4.20$6.31$8.41$17.78$19.25$20.71$22.18$23.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive DOC spot · $20.81DOC PRICE$0.15$0.21$0.26$0.31$0.36$0.41$0.46$0.51$0.56$0.61$0.66$0.71$0.76$0.26$0.33$0.39$0.61$0.83$1.06$1.28$1.51$1.74$1.96$7.80
Puts——
CallsCheap0.44×
Skew——
Implied moveBearish±$1.74
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.2418.5%7.6%18.9133.3%10.4%
25Δ22.0817.9%7.1%19.4331.5%8.2%
30Δ21.9217.3%6.5%19.9629.7%6.0%
35Δ21.7516.7%6.0%20.3031.1%5.4%
40Δ21.5916.1%5.5%20.6332.7%4.9%
45Δ21.4315.5%4.9%20.9534.3%4.4%
50Δ21.2614.9%4.4%21.2836.0%3.9%
55Δ21.1014.4%3.8%21.6137.6%3.4%
60Δ20.9413.8%3.3%21.9439.3%2.9%
65Δ20.7813.2%2.8%22.2640.9%2.5%
70Δ20.6112.6%2.2%
75Δ20.4512.0%1.7%
80Δ20.2911.4%1.1%28.1591.1%2.2%

20Δ

Calls
Pseudo strike
22.24
IV
18.5%
B/E move
7.6%
Puts
Pseudo strike
18.91
IV
33.3%
B/E move
10.4%

25Δ

Calls
Pseudo strike
22.08
IV
17.9%
B/E move
7.1%
Puts
Pseudo strike
19.43
IV
31.5%
B/E move
8.2%

30Δ

Calls
Pseudo strike
21.92
IV
17.3%
B/E move
6.5%
Puts
Pseudo strike
19.96
IV
29.7%
B/E move
6.0%

35Δ

Calls
Pseudo strike
21.75
IV
16.7%
B/E move
6.0%
Puts
Pseudo strike
20.30
IV
31.1%
B/E move
5.4%

40Δ

Calls
Pseudo strike
21.59
IV
16.1%
B/E move
5.5%
Puts
Pseudo strike
20.63
IV
32.7%
B/E move
4.9%

45Δ

Calls
Pseudo strike
21.43
IV
15.5%
B/E move
4.9%
Puts
Pseudo strike
20.95
IV
34.3%
B/E move
4.4%

50Δ

Calls
Pseudo strike
21.26
IV
14.9%
B/E move
4.4%
Puts
Pseudo strike
21.28
IV
36.0%
B/E move
3.9%

55Δ

Calls
Pseudo strike
21.10
IV
14.4%
B/E move
3.8%
Puts
Pseudo strike
21.61
IV
37.6%
B/E move
3.4%

60Δ

Calls
Pseudo strike
20.94
IV
13.8%
B/E move
3.3%
Puts
Pseudo strike
21.94
IV
39.3%
B/E move
2.9%

65Δ

Calls
Pseudo strike
20.78
IV
13.2%
B/E move
2.8%
Puts
Pseudo strike
22.26
IV
40.9%
B/E move
2.5%

70Δ

Calls
Pseudo strike
20.61
IV
12.6%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
20.45
IV
12.0%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
20.29
IV
11.4%
B/E move
1.1%
Puts
Pseudo strike
28.15
IV
91.1%
B/E move
2.2%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations