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Essential Properties Realty Trust, Inc. EPRT

i

Market dataready · fetched 2026-11-12T16:37:51.908Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T16:36:06.202857876Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T16:37:50.880613+00:00

Share price$27.83
1D-0.9%
$27.70$27.81$27.91$28.01$28.125:30 AM6:30 AM9:00 AM1:00 PMEPRT
Sold putSold call

Essential Properties Realty Trust, Inc. options

Live interpolated EPRT call and put midpoint premiums by absolute delta.Essential Properties Realty Trust, Inc.$0.48$1.69$2.90$4.11$5.32$23.66$26.22$28.79$31.35$33.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EPRT spot · $27.83EPRT PRICE$0.61$0.77$0.93$1.09$1.31$1.62$1.93$2.23$2.54$2.85$3.16$3.47$4.97$0.81$1.05$1.22$1.34$1.46$1.57$1.69$1.81$1.93$2.04$2.16$2.28
Puts——
CallsExpensive1.65×
Skew——
Implied moveBullish±$3.62
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.5468.8%26.3%23.5473.4%18.3%
25Δ33.2665.3%22.3%24.5971.4%15.4%
30Δ31.9961.7%18.3%25.3068.1%13.5%
35Δ30.7158.2%14.3%25.7963.9%12.2%
40Δ29.7256.1%11.5%26.2759.7%10.8%
45Δ29.0955.7%10.3%26.7655.5%9.5%
50Δ28.4555.4%9.2%27.2551.3%8.1%
55Δ27.8155.1%8.0%27.7447.1%6.8%
60Δ27.1854.7%6.8%28.2342.9%5.5%
65Δ26.5454.4%5.6%28.7238.7%4.1%
70Δ25.9154.1%4.4%29.2134.5%2.8%
75Δ25.2753.7%3.3%29.7030.3%1.5%
80Δ23.5563.1%2.5%

20Δ

Calls
Pseudo strike
34.54
IV
68.8%
B/E move
26.3%
Puts
Pseudo strike
23.54
IV
73.4%
B/E move
18.3%

25Δ

Calls
Pseudo strike
33.26
IV
65.3%
B/E move
22.3%
Puts
Pseudo strike
24.59
IV
71.4%
B/E move
15.4%

30Δ

Calls
Pseudo strike
31.99
IV
61.7%
B/E move
18.3%
Puts
Pseudo strike
25.30
IV
68.1%
B/E move
13.5%

35Δ

Calls
Pseudo strike
30.71
IV
58.2%
B/E move
14.3%
Puts
Pseudo strike
25.79
IV
63.9%
B/E move
12.2%

40Δ

Calls
Pseudo strike
29.72
IV
56.1%
B/E move
11.5%
Puts
Pseudo strike
26.27
IV
59.7%
B/E move
10.8%

45Δ

Calls
Pseudo strike
29.09
IV
55.7%
B/E move
10.3%
Puts
Pseudo strike
26.76
IV
55.5%
B/E move
9.5%

50Δ

Calls
Pseudo strike
28.45
IV
55.4%
B/E move
9.2%
Puts
Pseudo strike
27.25
IV
51.3%
B/E move
8.1%

55Δ

Calls
Pseudo strike
27.81
IV
55.1%
B/E move
8.0%
Puts
Pseudo strike
27.74
IV
47.1%
B/E move
6.8%

60Δ

Calls
Pseudo strike
27.18
IV
54.7%
B/E move
6.8%
Puts
Pseudo strike
28.23
IV
42.9%
B/E move
5.5%

65Δ

Calls
Pseudo strike
26.54
IV
54.4%
B/E move
5.6%
Puts
Pseudo strike
28.72
IV
38.7%
B/E move
4.1%

70Δ

Calls
Pseudo strike
25.91
IV
54.1%
B/E move
4.4%
Puts
Pseudo strike
29.21
IV
34.5%
B/E move
2.8%

75Δ

Calls
Pseudo strike
25.27
IV
53.7%
B/E move
3.3%
Puts
Pseudo strike
29.70
IV
30.3%
B/E move
1.5%

80Δ

Calls
Pseudo strike
23.55
IV
63.1%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend36.38%
Daily close
EPRT24.1%30.7%37.3%2026-09-03: 24.97%2026-10-08: 28.77%2026-10-21: 36.38%Sep 3Oct 8Oct 21
3 observations2026-09-03 — 2026-10-21
Table
DateIV (%)
24.97%
28.77%
36.38%