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Equity Lifestyle Properties, Inc. ELS

REAL ESTATE · REIT - RESIDENTIAL
i

Market dataready · fetched 2026-11-11T13:53:11.350Z

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 · 2026-11-11T09:01:18.196733741Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:53:10.889663+00:00

Share price$62.51
1D
Price history unavailable.

Equity Lifestyle Properties, Inc. options

Live interpolated ELS call and put midpoint premiums by absolute delta.Equity Lifestyle Properties, Inc.$0.55$2.13$3.72$5.31$6.90$56.61$60.25$63.88$67.52$71.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ELS spot · $62.51ELS PRICE$1.30$1.30$1.49$1.69$1.88$2.08$2.27$2.46$2.66$2.85$3.05$3.47$6.44$0.72$0.92$1.13$1.29$1.45$1.61$1.77$1.93$2.09$2.24$2.40$2.56$2.72
PutsExpensive1.78×
CallsExpensive2.56×
SkewBullish-27.57 pp
Implied moveBullish±$4.04
TiltBullish18.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ76.09128.8%23.8%57.7257.6%8.8%
25Δ70.0494.0%14.1%58.8157.5%7.4%
30Δ69.0088.7%12.8%59.9057.4%6.0%
35Δ67.9983.5%11.5%60.4654.7%5.4%
40Δ66.9878.3%10.2%60.9651.7%4.8%
45Δ65.9773.1%8.9%61.4648.8%4.3%
50Δ64.9668.0%7.6%61.9745.8%3.7%
55Δ63.9562.8%6.3%62.4742.8%3.1%
60Δ62.9457.6%4.9%62.9739.9%2.6%
65Δ61.9452.4%3.6%63.4836.9%2.0%
70Δ60.9347.3%2.3%63.9833.9%1.5%
75Δ59.7544.3%1.1%64.4831.0%0.9%
80Δ56.7365.7%1.1%64.9928.0%0.4%

20Δ

Calls
Pseudo strike
76.09
IV
128.8%
B/E move
23.8%
Puts
Pseudo strike
57.72
IV
57.6%
B/E move
8.8%

25Δ

Calls
Pseudo strike
70.04
IV
94.0%
B/E move
14.1%
Puts
Pseudo strike
58.81
IV
57.5%
B/E move
7.4%

30Δ

Calls
Pseudo strike
69.00
IV
88.7%
B/E move
12.8%
Puts
Pseudo strike
59.90
IV
57.4%
B/E move
6.0%

35Δ

Calls
Pseudo strike
67.99
IV
83.5%
B/E move
11.5%
Puts
Pseudo strike
60.46
IV
54.7%
B/E move
5.4%

40Δ

Calls
Pseudo strike
66.98
IV
78.3%
B/E move
10.2%
Puts
Pseudo strike
60.96
IV
51.7%
B/E move
4.8%

45Δ

Calls
Pseudo strike
65.97
IV
73.1%
B/E move
8.9%
Puts
Pseudo strike
61.46
IV
48.8%
B/E move
4.3%

50Δ

Calls
Pseudo strike
64.96
IV
68.0%
B/E move
7.6%
Puts
Pseudo strike
61.97
IV
45.8%
B/E move
3.7%

55Δ

Calls
Pseudo strike
63.95
IV
62.8%
B/E move
6.3%
Puts
Pseudo strike
62.47
IV
42.8%
B/E move
3.1%

60Δ

Calls
Pseudo strike
62.94
IV
57.6%
B/E move
4.9%
Puts
Pseudo strike
62.97
IV
39.9%
B/E move
2.6%

65Δ

Calls
Pseudo strike
61.94
IV
52.4%
B/E move
3.6%
Puts
Pseudo strike
63.48
IV
36.9%
B/E move
2.0%

70Δ

Calls
Pseudo strike
60.93
IV
47.3%
B/E move
2.3%
Puts
Pseudo strike
63.98
IV
33.9%
B/E move
1.5%

75Δ

Calls
Pseudo strike
59.75
IV
44.3%
B/E move
1.1%
Puts
Pseudo strike
64.48
IV
31.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
56.73
IV
65.7%
B/E move
1.1%
Puts
Pseudo strike
64.99
IV
28.0%
B/E move
0.4%

Options history

IV · four-Friday blend24.14%
Daily close
ELS20.5%25.0%29.5%2026-08-13: 24.08%2026-08-14: 28.54%2026-08-17: 22.92%2026-08-18: 28.91%2026-08-21: 24.52%2026-08-24: 22.33%2026-08-26: 21.91%2026-08-27: 25.64%2026-08-28: 24.30%2026-08-31: 24.75%2026-09-11: 27.20%2026-09-18: 26.08%2026-09-21: 24.73%2026-09-22: 23.10%2026-09-23: 21.28%2026-09-24: 21.15%2026-09-25: 21.15%2026-09-29: 26.27%2026-10-05: 28.53%2026-10-09: 28.43%2026-10-16: 25.48%2026-10-20: 26.11%2026-10-21: 23.13%2026-10-22: 24.38%2026-10-23: 23.28%2026-10-27: 21.40%2026-10-30: 24.14%Aug 13Sep 22Oct 30
27 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
24.08%
28.54%
22.92%
28.91%
24.52%
22.33%
21.91%
25.64%
24.30%
24.75%
27.20%
26.08%
24.73%
23.10%
21.28%
21.15%
21.15%
26.27%
28.53%
28.43%
25.48%
26.11%
23.13%
24.38%
23.28%
21.40%
24.14%