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EPR Properties EPR

i

Market datapartial · fetched 2026-10-22T23:06:46.019Z

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 · 2026-10-22T23:00:00.002415942Z

FundamentalsAlpha Vantage · unavailable

Share price$56.36
1D+2.9%
AH$54.66$55.12$55.58$56.03$56.495:30 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$0.12$2.98$5.84$8.71$11.57$47.95$51.44$54.93$58.41$61.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EPR spot · $56.36EPR PRICE$0.43$0.69$0.95$1.21$1.48$1.74$2.00$2.26$2.52$1.15$1.17$1.20$1.22$1.68$2.22$2.76$3.30$3.83$4.37$5.75$8.44$10.75
PutsExpensive1.81×
CallsExpensive1.08×
SkewBearish+18.09 pp
Implied moveBearish±$4.76
TiltBearish56.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.8923.4%7.0%47.6471.4%17.5%
25Δ59.3424.1%6.5%49.9858.3%13.4%
30Δ58.7924.9%6.0%52.3245.3%9.3%
35Δ58.2425.7%5.5%54.6532.2%5.2%
40Δ57.6826.4%5.0%55.6631.6%4.2%
45Δ57.1327.2%4.5%56.4333.1%3.8%
50Δ56.5828.0%3.9%57.2134.6%3.4%
55Δ56.0328.8%3.4%57.9836.2%3.0%
60Δ55.4729.5%2.9%58.7537.7%2.6%
65Δ59.5339.2%2.1%
70Δ61.0744.3%1.8%
75Δ63.8255.1%1.7%
80Δ66.3259.9%1.4%

20Δ

Calls
Pseudo strike
59.89
IV
23.4%
B/E move
7.0%
Puts
Pseudo strike
47.64
IV
71.4%
B/E move
17.5%

25Δ

Calls
Pseudo strike
59.34
IV
24.1%
B/E move
6.5%
Puts
Pseudo strike
49.98
IV
58.3%
B/E move
13.4%

30Δ

Calls
Pseudo strike
58.79
IV
24.9%
B/E move
6.0%
Puts
Pseudo strike
52.32
IV
45.3%
B/E move
9.3%

35Δ

Calls
Pseudo strike
58.24
IV
25.7%
B/E move
5.5%
Puts
Pseudo strike
54.65
IV
32.2%
B/E move
5.2%

40Δ

Calls
Pseudo strike
57.68
IV
26.4%
B/E move
5.0%
Puts
Pseudo strike
55.66
IV
31.6%
B/E move
4.2%

45Δ

Calls
Pseudo strike
57.13
IV
27.2%
B/E move
4.5%
Puts
Pseudo strike
56.43
IV
33.1%
B/E move
3.8%

50Δ

Calls
Pseudo strike
56.58
IV
28.0%
B/E move
3.9%
Puts
Pseudo strike
57.21
IV
34.6%
B/E move
3.4%

55Δ

Calls
Pseudo strike
56.03
IV
28.8%
B/E move
3.4%
Puts
Pseudo strike
57.98
IV
36.2%
B/E move
3.0%

60Δ

Calls
Pseudo strike
55.47
IV
29.5%
B/E move
2.9%
Puts
Pseudo strike
58.75
IV
37.7%
B/E move
2.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.53
IV
39.2%
B/E move
2.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
61.07
IV
44.3%
B/E move
1.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
63.82
IV
55.1%
B/E move
1.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
66.32
IV
59.9%
B/E move
1.4%

Options history

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