IntraAlpha
Create free account Start free

Equity Lifestyle Properties, Inc. ELS

i

Market datapartial · fetched 2026-10-22T21:30:53.090Z

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 · 2026-10-22T20:10:00.003582783Z

FundamentalsAlpha Vantage · unavailable

Share price$61.17
1D+2.6%
AH$59.50$60.02$60.55$61.07$61.595:30 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.$0.47$2.74$5.00$7.27$9.53$55.12$58.74$62.37$66.00$69.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ELS spot · $61.17ELS PRICE$1.30$1.32$1.42$1.52$1.62$1.72$1.82$1.92$2.02$2.12$3.92$6.40$8.88$1.08$0.90$0.72$0.89$1.27$1.64$2.02$2.40$2.78$3.15$3.53$3.91$4.75
PutsFair1.02×
CallsExpensive1.76×
SkewBullish-13.95 pp
Implied moveBearish±$3.84
TiltBullish10.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ74.8974.4%24.6%52.7763.3%15.5%
25Δ69.7157.4%16.1%55.8344.0%10.2%
30Δ68.5452.9%14.4%58.8924.8%4.9%
35Δ67.3748.4%12.6%60.3418.3%2.8%
40Δ66.2043.9%10.9%60.8819.1%2.5%
45Δ65.0239.4%9.1%61.4219.9%2.3%
50Δ63.8534.9%7.4%61.9620.7%2.0%
55Δ62.6830.4%5.6%62.5021.4%1.7%
60Δ61.5125.9%3.9%63.0422.2%1.5%
65Δ60.3421.4%2.1%63.5823.0%1.2%
70Δ58.1626.1%1.5%64.1223.8%1.0%
75Δ55.5734.5%1.3%64.6624.6%0.7%
80Δ52.9943.0%1.1%65.6526.0%0.4%

20Δ

Calls
Pseudo strike
74.89
IV
74.4%
B/E move
24.6%
Puts
Pseudo strike
52.77
IV
63.3%
B/E move
15.5%

25Δ

Calls
Pseudo strike
69.71
IV
57.4%
B/E move
16.1%
Puts
Pseudo strike
55.83
IV
44.0%
B/E move
10.2%

30Δ

Calls
Pseudo strike
68.54
IV
52.9%
B/E move
14.4%
Puts
Pseudo strike
58.89
IV
24.8%
B/E move
4.9%

35Δ

Calls
Pseudo strike
67.37
IV
48.4%
B/E move
12.6%
Puts
Pseudo strike
60.34
IV
18.3%
B/E move
2.8%

40Δ

Calls
Pseudo strike
66.20
IV
43.9%
B/E move
10.9%
Puts
Pseudo strike
60.88
IV
19.1%
B/E move
2.5%

45Δ

Calls
Pseudo strike
65.02
IV
39.4%
B/E move
9.1%
Puts
Pseudo strike
61.42
IV
19.9%
B/E move
2.3%

50Δ

Calls
Pseudo strike
63.85
IV
34.9%
B/E move
7.4%
Puts
Pseudo strike
61.96
IV
20.7%
B/E move
2.0%

55Δ

Calls
Pseudo strike
62.68
IV
30.4%
B/E move
5.6%
Puts
Pseudo strike
62.50
IV
21.4%
B/E move
1.7%

60Δ

Calls
Pseudo strike
61.51
IV
25.9%
B/E move
3.9%
Puts
Pseudo strike
63.04
IV
22.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
60.34
IV
21.4%
B/E move
2.1%
Puts
Pseudo strike
63.58
IV
23.0%
B/E move
1.2%

70Δ

Calls
Pseudo strike
58.16
IV
26.1%
B/E move
1.5%
Puts
Pseudo strike
64.12
IV
23.8%
B/E move
1.0%

75Δ

Calls
Pseudo strike
55.57
IV
34.5%
B/E move
1.3%
Puts
Pseudo strike
64.66
IV
24.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
52.99
IV
43.0%
B/E move
1.1%
Puts
Pseudo strike
65.65
IV
26.0%
B/E move
0.4%

Options history

ELS22.9724.4025.832026-10-20: 25.63%2026-10-21: 23.16%Oct 20Oct 21
Table
DateIV
25.63%
23.16%