IntraAlpha
Create free account Start free

EastGroup Properties Inc. EGP

i

Market dataready · fetched 2026-11-12T02:53:29.276Z

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 · 2026-11-12T00:00:00.002083341Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:53:28.197450+00:00

Share price$197.94
1D+0.2%
AH$196.82$197.18$197.55$197.91$198.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEGP
Sold putSold callAH

EastGroup Properties Inc. options

Live interpolated EGP call and put midpoint premiums by absolute delta.EastGroup Properties Inc.$1.28$3.64$5.99$8.35$10.71$185.69$192.13$198.58$205.02$211.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EGP spot · $197.94EGP PRICE$1.74$1.94$2.20$2.47$2.74$3.06$3.49$3.92$4.35$4.78$5.63$6.65$7.67$1.54$1.82$2.10$2.38$2.83$3.34$3.85$4.36$5.24$6.44$7.63$8.83$10.03
PutsExpensive1.11×
CallsCheap0.91×
SkewBullish-0.78 pp
Implied moveBearish±$7.35
TiltBearish8.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ213.9254.3%9.0%187.3344.0%6.1%
25Δ208.7445.0%6.4%190.5038.8%4.7%
30Δ206.3240.9%5.3%192.5035.3%3.8%
35Δ203.9036.8%4.3%194.5031.9%2.9%
40Δ201.4932.7%3.2%195.8930.6%2.5%
45Δ199.5929.8%2.4%197.0830.1%2.1%
50Δ198.5228.7%2.1%198.2629.6%1.8%
55Δ197.4527.6%1.7%199.4529.1%1.4%
60Δ196.3826.5%1.4%200.8328.8%1.2%
65Δ195.3125.4%1.1%202.3928.9%1.0%
70Δ194.0525.3%0.9%203.9428.9%0.8%
75Δ192.7225.5%0.7%205.4928.9%0.6%
80Δ191.4025.7%0.6%207.0529.0%0.5%

20Δ

Calls
Pseudo strike
213.92
IV
54.3%
B/E move
9.0%
Puts
Pseudo strike
187.33
IV
44.0%
B/E move
6.1%

25Δ

Calls
Pseudo strike
208.74
IV
45.0%
B/E move
6.4%
Puts
Pseudo strike
190.50
IV
38.8%
B/E move
4.7%

30Δ

Calls
Pseudo strike
206.32
IV
40.9%
B/E move
5.3%
Puts
Pseudo strike
192.50
IV
35.3%
B/E move
3.8%

35Δ

Calls
Pseudo strike
203.90
IV
36.8%
B/E move
4.3%
Puts
Pseudo strike
194.50
IV
31.9%
B/E move
2.9%

40Δ

Calls
Pseudo strike
201.49
IV
32.7%
B/E move
3.2%
Puts
Pseudo strike
195.89
IV
30.6%
B/E move
2.5%

45Δ

Calls
Pseudo strike
199.59
IV
29.8%
B/E move
2.4%
Puts
Pseudo strike
197.08
IV
30.1%
B/E move
2.1%

50Δ

Calls
Pseudo strike
198.52
IV
28.7%
B/E move
2.1%
Puts
Pseudo strike
198.26
IV
29.6%
B/E move
1.8%

55Δ

Calls
Pseudo strike
197.45
IV
27.6%
B/E move
1.7%
Puts
Pseudo strike
199.45
IV
29.1%
B/E move
1.4%

60Δ

Calls
Pseudo strike
196.38
IV
26.5%
B/E move
1.4%
Puts
Pseudo strike
200.83
IV
28.8%
B/E move
1.2%

65Δ

Calls
Pseudo strike
195.31
IV
25.4%
B/E move
1.1%
Puts
Pseudo strike
202.39
IV
28.9%
B/E move
1.0%

70Δ

Calls
Pseudo strike
194.05
IV
25.3%
B/E move
0.9%
Puts
Pseudo strike
203.94
IV
28.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
192.72
IV
25.5%
B/E move
0.7%
Puts
Pseudo strike
205.49
IV
28.9%
B/E move
0.6%

80Δ

Calls
Pseudo strike
191.40
IV
25.7%
B/E move
0.6%
Puts
Pseudo strike
207.05
IV
29.0%
B/E move
0.5%

Options history

IV · four-Friday blend19.66%
Daily close
EGP18.2%21.7%25.3%2026-08-21: 20.12%2026-08-24: 19.82%2026-08-25: 19.79%2026-08-26: 19.17%2026-08-27: 19.23%2026-08-28: 19.36%2026-08-31: 19.96%2026-09-01: 19.31%2026-09-02: 19.68%2026-09-03: 19.03%2026-09-04: 19.09%2026-09-08: 20.53%2026-09-09: 20.62%2026-09-10: 20.39%2026-09-11: 20.06%2026-09-14: 21.89%2026-09-15: 21.84%2026-09-16: 24.84%2026-09-18: 19.08%2026-09-21: 19.74%2026-09-22: 18.66%2026-09-23: 19.53%2026-09-24: 19.57%2026-09-25: 19.39%2026-09-30: 19.17%2026-10-01: 19.30%2026-10-02: 19.47%2026-10-05: 20.29%2026-10-06: 20.52%2026-10-07: 20.68%2026-10-08: 19.61%2026-10-09: 20.23%2026-10-12: 21.08%2026-10-16: 19.59%2026-10-19: 19.60%2026-10-20: 19.47%2026-10-21: 19.29%2026-10-22: 19.83%2026-10-23: 19.47%2026-10-26: 19.28%2026-10-27: 19.65%2026-10-28: 19.84%2026-10-29: 19.00%2026-10-30: 19.66%Aug 21Sep 23Oct 30
44 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
20.12%
19.82%
19.79%
19.17%
19.23%
19.36%
19.96%
19.31%
19.68%
19.03%
19.09%
20.53%
20.62%
20.39%
20.06%
21.89%
21.84%
24.84%
19.08%
19.74%
18.66%
19.53%
19.57%
19.39%
19.17%
19.30%
19.47%
20.29%
20.52%
20.68%
19.61%
20.23%
21.08%
19.59%
19.60%
19.47%
19.29%
19.83%
19.47%
19.28%
19.65%
19.84%
19.00%
19.66%