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EPR Properties EPR

REAL ESTATE · REIT - SPECIALTY
i

Market dataready · fetched 2026-11-12T00:58:19.999Z

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 · 2026-11-12T00:00:00.002708518Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:58:19.294729+00:00

Share price$59.38
1D-3.3%
AH$58.84$59.42$60.00$60.58$61.165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEPR
Sold putSold callAH

EPR Properties options

Live interpolated EPR call and put midpoint premiums by absolute delta.EPR Properties$0.26$1.66$3.06$4.45$5.85$54.37$56.99$59.62$62.24$64.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EPR spot · $59.38EPR PRICE$0.58$0.74$0.89$1.05$1.21$1.37$1.84$2.40$2.96$3.52$4.08$4.64$5.45$0.42$0.52$0.62$0.73$0.83$0.94$1.04$1.14
Puts——
CallsExpensive1.33×
Skew——
Implied moveBullish±$2.88
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.9935.3%7.1%53.1147.3%11.3%
25Δ62.4237.1%6.4%54.0044.4%9.9%
30Δ61.8438.8%5.7%54.8841.5%8.6%
35Δ61.2740.6%4.9%55.7738.5%7.3%
40Δ60.6942.4%4.2%56.6535.6%6.0%
45Δ60.1244.2%3.5%57.5332.7%4.7%
50Δ59.4146.9%3.2%58.4229.8%3.4%
55Δ58.6649.7%2.8%59.3026.8%2.1%
60Δ57.9252.6%2.5%
65Δ57.1755.4%2.2%
70Δ56.4258.3%1.9%
75Δ55.6861.1%1.6%
80Δ54.7066.2%1.3%

20Δ

Calls
Pseudo strike
62.99
IV
35.3%
B/E move
7.1%
Puts
Pseudo strike
53.11
IV
47.3%
B/E move
11.3%

25Δ

Calls
Pseudo strike
62.42
IV
37.1%
B/E move
6.4%
Puts
Pseudo strike
54.00
IV
44.4%
B/E move
9.9%

30Δ

Calls
Pseudo strike
61.84
IV
38.8%
B/E move
5.7%
Puts
Pseudo strike
54.88
IV
41.5%
B/E move
8.6%

35Δ

Calls
Pseudo strike
61.27
IV
40.6%
B/E move
4.9%
Puts
Pseudo strike
55.77
IV
38.5%
B/E move
7.3%

40Δ

Calls
Pseudo strike
60.69
IV
42.4%
B/E move
4.2%
Puts
Pseudo strike
56.65
IV
35.6%
B/E move
6.0%

45Δ

Calls
Pseudo strike
60.12
IV
44.2%
B/E move
3.5%
Puts
Pseudo strike
57.53
IV
32.7%
B/E move
4.7%

50Δ

Calls
Pseudo strike
59.41
IV
46.9%
B/E move
3.2%
Puts
Pseudo strike
58.42
IV
29.8%
B/E move
3.4%

55Δ

Calls
Pseudo strike
58.66
IV
49.7%
B/E move
2.8%
Puts
Pseudo strike
59.30
IV
26.8%
B/E move
2.1%

60Δ

Calls
Pseudo strike
57.92
IV
52.6%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
57.17
IV
55.4%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
56.42
IV
58.3%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
55.68
IV
61.1%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
54.70
IV
66.2%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.48%
Daily close
EPR20.7%24.4%28.1%2026-08-21: 21.95%2026-08-24: 23.46%2026-08-25: 23.00%2026-08-26: 22.16%2026-08-28: 21.35%2026-09-04: 21.17%2026-09-08: 23.07%2026-09-09: 22.29%2026-10-16: 23.31%2026-10-19: 22.72%2026-10-20: 26.06%2026-10-21: 25.21%2026-10-22: 27.63%2026-10-23: 24.48%Aug 21Sep 8Oct 23
14 observations2026-08-21 — 2026-10-23
Table
DateIV (%)
21.95%
23.46%
23.00%
22.16%
21.35%
21.17%
23.07%
22.29%
23.31%
22.72%
26.06%
25.21%
27.63%
24.48%