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Equity Lifestyle Properties Inc ELS

REAL ESTATE · REIT - RESIDENTIAL
i

Market dataready · fetched 2026-10-22T06:23:33.773Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.003585221Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T06:23:31.534452+00:00

Share price$59.16
1D-1.1%
AH$59.01$59.24$59.47$59.70$59.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMELS
Sold putSold callAH

Equity Lifestyle Properties Inc options

Live interpolated ELS call and put midpoint premiums by absolute delta.Equity Lifestyle Properties Inc$0.00$6.68$13.35$20.03$26.70$51.75$55.55$59.34$63.14$66.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ELS spot · $59.16ELS PRICE$0.90$1.27$1.22$1.16$1.11$1.25$1.91$2.57$3.22$3.88$4.54$5.19$6.51$0.61$0.81$1.02$1.22$1.42$1.63$1.83$2.23$6.74$11.25$15.75$20.26$24.77
PutsExpensive1.35×
CallsExpensive1.78×
SkewBullish-2.17 pp
Implied moveBullish±$3.74
TiltBearish44.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.4349.4%15.5%55.2830.4%7.6%
25Δ68.6360.4%18.1%55.9629.7%6.8%
30Δ66.3149.7%14.1%56.6428.9%6.0%
35Δ64.0039.0%10.1%57.3228.1%5.2%
40Δ61.6828.4%6.1%58.0027.4%4.4%
45Δ59.7921.5%3.2%58.6726.6%3.6%
50Δ59.0224.6%3.0%59.3525.8%2.8%
55Δ58.2627.8%2.8%60.2125.4%2.0%
60Δ57.4930.9%2.6%64.8932.7%1.7%
65Δ56.7234.1%2.4%69.5640.0%1.4%
70Δ55.9537.3%2.2%74.2447.2%1.1%
75Δ55.1840.4%2.1%78.9154.5%0.9%
80Δ53.6743.3%1.7%83.5861.8%0.6%

20Δ

Calls
Pseudo strike
67.43
IV
49.4%
B/E move
15.5%
Puts
Pseudo strike
55.28
IV
30.4%
B/E move
7.6%

25Δ

Calls
Pseudo strike
68.63
IV
60.4%
B/E move
18.1%
Puts
Pseudo strike
55.96
IV
29.7%
B/E move
6.8%

30Δ

Calls
Pseudo strike
66.31
IV
49.7%
B/E move
14.1%
Puts
Pseudo strike
56.64
IV
28.9%
B/E move
6.0%

35Δ

Calls
Pseudo strike
64.00
IV
39.0%
B/E move
10.1%
Puts
Pseudo strike
57.32
IV
28.1%
B/E move
5.2%

40Δ

Calls
Pseudo strike
61.68
IV
28.4%
B/E move
6.1%
Puts
Pseudo strike
58.00
IV
27.4%
B/E move
4.4%

45Δ

Calls
Pseudo strike
59.79
IV
21.5%
B/E move
3.2%
Puts
Pseudo strike
58.67
IV
26.6%
B/E move
3.6%

50Δ

Calls
Pseudo strike
59.02
IV
24.6%
B/E move
3.0%
Puts
Pseudo strike
59.35
IV
25.8%
B/E move
2.8%

55Δ

Calls
Pseudo strike
58.26
IV
27.8%
B/E move
2.8%
Puts
Pseudo strike
60.21
IV
25.4%
B/E move
2.0%

60Δ

Calls
Pseudo strike
57.49
IV
30.9%
B/E move
2.6%
Puts
Pseudo strike
64.89
IV
32.7%
B/E move
1.7%

65Δ

Calls
Pseudo strike
56.72
IV
34.1%
B/E move
2.4%
Puts
Pseudo strike
69.56
IV
40.0%
B/E move
1.4%

70Δ

Calls
Pseudo strike
55.95
IV
37.3%
B/E move
2.2%
Puts
Pseudo strike
74.24
IV
47.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
55.18
IV
40.4%
B/E move
2.1%
Puts
Pseudo strike
78.91
IV
54.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
53.67
IV
43.3%
B/E move
1.7%
Puts
Pseudo strike
83.58
IV
61.8%
B/E move
0.6%

Options history

No recorded observations