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EMPIRE STATE REALTY TRUST, INC. ESRT

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Market datapartial · fetched 2026-10-22T16:54:19.010Z

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 · 2026-10-22T16:54:11.514438131Z

FundamentalsAlpha Vantage · unavailable

Share price$4.98
1D+6.6%
$4.64$4.74$4.83$4.93$5.025:30 AM6:30 AM9:00 AM1:00 PMESRT
Sold putSold call

EMPIRE STATE REALTY TRUST, INC. options

Live interpolated ESRT call and put midpoint premiums by absolute delta.EMPIRE STATE REALTY TRUST, INC.$0.03$0.70$1.36$2.03$2.70$2.87$3.71$4.55$5.38$6.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ESRT spot · $4.97ESRT PRICE$0.10$0.12$0.13$0.15$0.16$0.18$0.20$0.84$1.26$1.67$2.09$2.50
PutsExpensive2.47×
CallsExpensive1.06×
SkewBearish+61.15 pp
Implied moveBearish±$1.04
TiltBearish77.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.9791.9%42.1%
25Δ6.6683.0%36.1%
30Δ6.3474.2%30.1%
35Δ6.0365.4%24.1%
40Δ5.7156.6%18.1%
45Δ5.4047.7%12.1%
50Δ5.0838.9%6.1%5.3997.1%8.5%
55Δ5.84111.8%7.9%
60Δ6.29126.5%7.2%
65Δ6.74141.2%6.6%
70Δ7.18155.9%6.0%
75Δ
80Δ

20Δ

Calls
Pseudo strike
6.97
IV
91.9%
B/E move
42.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.66
IV
83.0%
B/E move
36.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.34
IV
74.2%
B/E move
30.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
6.03
IV
65.4%
B/E move
24.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
5.71
IV
56.6%
B/E move
18.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
5.40
IV
47.7%
B/E move
12.1%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
5.08
IV
38.9%
B/E move
6.1%
Puts
Pseudo strike
5.39
IV
97.1%
B/E move
8.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.84
IV
111.8%
B/E move
7.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.29
IV
126.5%
B/E move
7.2%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.74
IV
141.2%
B/E move
6.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.18
IV
155.9%
B/E move
6.0%

75Δ

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

80Δ

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

Options history

No recorded observations