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EMPIRE STATE REALTY TRUST, INC. ESRT

i

Market dataready · fetched 2026-11-12T00:52:36.645Z

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 · 2026-11-12T00:00:00.002834734Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:52:35.212362+00:00

Share price$5.23
1D+1.0%
AH$5.11$5.14$5.17$5.21$5.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMESRT
Sold putSold callAH

EMPIRE STATE REALTY TRUST, INC. options

Live interpolated ESRT call and put midpoint premiums by absolute delta.EMPIRE STATE REALTY TRUST, INC.$0.11$0.70$1.29$1.89$2.48$3.98$4.55$5.13$5.71$6.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive ESRT spot · $5.23ESRT PRICE$0.17$0.21$0.24$0.28$0.31$0.34$0.38$0.41$0.45$0.57$0.82$1.07$1.32$1.56$1.81$2.06$2.31
Puts——
Calls——
Skew——
Implied moveBearish±$1.41
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ6.9883.2%36.8%
30Δ6.7478.8%32.7%
35Δ6.4974.4%28.7%
40Δ6.2570.1%24.7%5.1589.8%12.4%
45Δ6.0065.7%20.7%5.4693.4%11.2%
50Δ5.7661.3%16.7%5.7797.1%10.1%
55Δ5.5156.9%12.6%6.08100.7%8.9%
60Δ5.2752.5%8.6%6.39104.4%7.7%
65Δ5.0248.1%4.6%6.70108.0%6.5%
70Δ7.01111.6%5.3%
75Δ7.32115.3%4.1%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.98
IV
83.2%
B/E move
36.8%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.74
IV
78.8%
B/E move
32.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
6.49
IV
74.4%
B/E move
28.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
6.25
IV
70.1%
B/E move
24.7%
Puts
Pseudo strike
5.15
IV
89.8%
B/E move
12.4%

45Δ

Calls
Pseudo strike
6.00
IV
65.7%
B/E move
20.7%
Puts
Pseudo strike
5.46
IV
93.4%
B/E move
11.2%

50Δ

Calls
Pseudo strike
5.76
IV
61.3%
B/E move
16.7%
Puts
Pseudo strike
5.77
IV
97.1%
B/E move
10.1%

55Δ

Calls
Pseudo strike
5.51
IV
56.9%
B/E move
12.6%
Puts
Pseudo strike
6.08
IV
100.7%
B/E move
8.9%

60Δ

Calls
Pseudo strike
5.27
IV
52.5%
B/E move
8.6%
Puts
Pseudo strike
6.39
IV
104.4%
B/E move
7.7%

65Δ

Calls
Pseudo strike
5.02
IV
48.1%
B/E move
4.6%
Puts
Pseudo strike
6.70
IV
108.0%
B/E move
6.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.01
IV
111.6%
B/E move
5.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.32
IV
115.3%
B/E move
4.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend62.66%
Daily close
ESRT47.5%55.6%63.8%2026-10-23: 49.70%2026-10-26: 55.06%2026-10-27: 50.68%2026-10-28: 48.60%2026-10-29: 56.26%2026-10-30: 62.66%Oct 23Oct 27Oct 30
6 observations2026-10-23 — 2026-10-30
Table
DateIV (%)
49.70%
55.06%
50.68%
48.60%
56.26%
62.66%