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EPR Properties EPR

i

Market datapartial · fetched 2026-10-22T16:53:54.842Z

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 · 2026-10-22T16:53:29.645329618Z

FundamentalsAlpha Vantage · unavailable

Share price$55.91
1D+2.1%
$54.69$55.05$55.41$55.76$56.125:30 AM6:30 AM9:00 AM1:00 PMEPR
Sold putSold call

EPR Properties options

Live interpolated EPR call and put midpoint premiums by absolute delta.EPR Properties$0.16$2.75$5.34$7.92$10.51$47.18$50.66$54.14$57.62$61.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EPR spot · $55.91EPR PRICE$0.44$0.62$0.79$0.97$1.15$1.32$1.50$1.67$1.85$1.17$1.21$1.25$1.29$1.53$2.56$3.59$4.62$5.64$6.67$7.70$8.73$9.76
PutsExpensive1.90×
CallsCheap0.94×
SkewBearish+23.82 pp
Implied moveBearish±$5.08
TiltBearish68.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.6523.8%7.5%47.1772.1%17.7%
25Δ59.1123.6%6.8%49.2360.8%14.1%
30Δ58.5823.4%6.2%51.2949.5%10.5%
35Δ58.0523.2%5.6%53.3538.2%6.9%
40Δ57.5123.0%4.9%55.2429.8%3.9%
45Δ56.9822.7%4.3%56.4533.1%3.6%
50Δ56.4522.5%3.6%57.6736.4%3.3%
55Δ55.9122.3%3.0%58.8839.7%2.9%
60Δ55.3822.1%2.4%60.1043.1%2.6%
65Δ61.3146.4%2.3%
70Δ62.5349.7%1.9%
75Δ63.7453.0%1.6%
80Δ64.9656.3%1.3%

20Δ

Calls
Pseudo strike
59.65
IV
23.8%
B/E move
7.5%
Puts
Pseudo strike
47.17
IV
72.1%
B/E move
17.7%

25Δ

Calls
Pseudo strike
59.11
IV
23.6%
B/E move
6.8%
Puts
Pseudo strike
49.23
IV
60.8%
B/E move
14.1%

30Δ

Calls
Pseudo strike
58.58
IV
23.4%
B/E move
6.2%
Puts
Pseudo strike
51.29
IV
49.5%
B/E move
10.5%

35Δ

Calls
Pseudo strike
58.05
IV
23.2%
B/E move
5.6%
Puts
Pseudo strike
53.35
IV
38.2%
B/E move
6.9%

40Δ

Calls
Pseudo strike
57.51
IV
23.0%
B/E move
4.9%
Puts
Pseudo strike
55.24
IV
29.8%
B/E move
3.9%

45Δ

Calls
Pseudo strike
56.98
IV
22.7%
B/E move
4.3%
Puts
Pseudo strike
56.45
IV
33.1%
B/E move
3.6%

50Δ

Calls
Pseudo strike
56.45
IV
22.5%
B/E move
3.6%
Puts
Pseudo strike
57.67
IV
36.4%
B/E move
3.3%

55Δ

Calls
Pseudo strike
55.91
IV
22.3%
B/E move
3.0%
Puts
Pseudo strike
58.88
IV
39.7%
B/E move
2.9%

60Δ

Calls
Pseudo strike
55.38
IV
22.1%
B/E move
2.4%
Puts
Pseudo strike
60.10
IV
43.1%
B/E move
2.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.31
IV
46.4%
B/E move
2.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
62.53
IV
49.7%
B/E move
1.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.74
IV
53.0%
B/E move
1.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
64.96
IV
56.3%
B/E move
1.3%

Options history

EPR25.1125.7026.282026-10-20: 26.20%2026-10-21: 25.19%Oct 20Oct 21
Table
DateIV
26.20%
25.19%