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Essential Properties Realty Trust Inc EPRT

REAL ESTATE · REIT - RETAIL
i

Market dataready · fetched 2026-10-22T21:28:41.789Z

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 · 2026-10-22T20:10:00.002436385Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:28:39.515261+00:00

Share price$26.26
1D+5.6%
AH$24.76$25.17$25.57$25.98$26.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEPRT
Sold putSold callAH

Essential Properties Realty Trust Inc options

Live interpolated EPRT call and put midpoint premiums by absolute delta.Essential Properties Realty Trust Inc$0.00$3.14$6.27$9.41$12.55$20.76$23.31$25.87$28.42$30.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EPRT spot · $26.26EPRT PRICE$0.49$0.59$0.69$0.79$0.89$0.99$1.09$1.19$1.29$1.39$1.50$1.60$2.67$0.30$0.46$0.95$1.43$1.92$2.41$2.90$3.39$3.87$4.36$5.63$8.63$11.64
PutsExpensive1.87×
CallsExpensive1.47×
SkewBearish+10.61 pp
Implied moveBearish±$3.99
TiltBearish51.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.8874.8%30.9%24.0738.2%9.5%
25Δ33.0970.6%28.3%25.2128.7%5.8%
30Δ32.3166.4%25.7%25.7634.4%5.5%
35Δ31.5262.1%23.1%26.3140.1%5.3%
40Δ30.7457.9%20.4%26.8645.8%5.0%
45Δ29.9553.7%17.8%27.4151.5%4.8%
50Δ29.1649.5%15.2%27.9657.1%4.5%
55Δ28.3845.3%12.6%28.5262.8%4.3%
60Δ27.5941.0%10.0%29.0768.5%4.1%
65Δ26.8136.8%7.4%29.6274.2%3.8%
70Δ26.0232.6%4.8%30.9782.7%3.5%
75Δ25.2328.4%2.2%34.1297.4%3.0%
80Δ23.9336.5%1.3%37.27112.2%2.4%

20Δ

Calls
Pseudo strike
33.88
IV
74.8%
B/E move
30.9%
Puts
Pseudo strike
24.07
IV
38.2%
B/E move
9.5%

25Δ

Calls
Pseudo strike
33.09
IV
70.6%
B/E move
28.3%
Puts
Pseudo strike
25.21
IV
28.7%
B/E move
5.8%

30Δ

Calls
Pseudo strike
32.31
IV
66.4%
B/E move
25.7%
Puts
Pseudo strike
25.76
IV
34.4%
B/E move
5.5%

35Δ

Calls
Pseudo strike
31.52
IV
62.1%
B/E move
23.1%
Puts
Pseudo strike
26.31
IV
40.1%
B/E move
5.3%

40Δ

Calls
Pseudo strike
30.74
IV
57.9%
B/E move
20.4%
Puts
Pseudo strike
26.86
IV
45.8%
B/E move
5.0%

45Δ

Calls
Pseudo strike
29.95
IV
53.7%
B/E move
17.8%
Puts
Pseudo strike
27.41
IV
51.5%
B/E move
4.8%

50Δ

Calls
Pseudo strike
29.16
IV
49.5%
B/E move
15.2%
Puts
Pseudo strike
27.96
IV
57.1%
B/E move
4.5%

55Δ

Calls
Pseudo strike
28.38
IV
45.3%
B/E move
12.6%
Puts
Pseudo strike
28.52
IV
62.8%
B/E move
4.3%

60Δ

Calls
Pseudo strike
27.59
IV
41.0%
B/E move
10.0%
Puts
Pseudo strike
29.07
IV
68.5%
B/E move
4.1%

65Δ

Calls
Pseudo strike
26.81
IV
36.8%
B/E move
7.4%
Puts
Pseudo strike
29.62
IV
74.2%
B/E move
3.8%

70Δ

Calls
Pseudo strike
26.02
IV
32.6%
B/E move
4.8%
Puts
Pseudo strike
30.97
IV
82.7%
B/E move
3.5%

75Δ

Calls
Pseudo strike
25.23
IV
28.4%
B/E move
2.2%
Puts
Pseudo strike
34.12
IV
97.4%
B/E move
3.0%

80Δ

Calls
Pseudo strike
23.93
IV
36.5%
B/E move
1.3%
Puts
Pseudo strike
37.27
IV
112.2%
B/E move
2.4%

Options history

EPRT36.0836.1236.152026-10-21: 36.12%Oct 21Oct 21
Table
DateIV
36.12%