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Empire State Realty Trust Inc ESRT

REAL ESTATE · REIT - DIVERSIFIED
i

Market dataready · fetched 2026-10-22T21:15:12.285Z

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 · 2026-10-22T20:10:00.002310239Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:08:40.933495+00:00

Share price$4.93
1D+5.6%
AH$4.64$4.74$4.84$4.94$5.045:30 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$0.03$0.76$1.48$2.21$2.94$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEESRT PRICE$0.11$0.13$0.15$0.17$0.19$0.21$0.69$1.10$1.50$1.91$2.32$2.73
PutsExpensive2.37×
CallsExpensive1.21×
SkewBearish+48.96 pp
Implied move——
TiltBearish83.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.9394.6%42.9%
25Δ6.6086.1%36.5%
30Δ6.2777.6%30.2%
35Δ5.9469.1%23.9%
40Δ5.6060.6%17.5%
45Δ5.2752.1%11.2%
50Δ5.2387.6%7.9%
55Δ5.67101.5%7.3%
60Δ6.11115.3%6.6%
65Δ6.55129.2%6.0%
70Δ6.99143.1%5.4%
75Δ7.42157.0%4.8%
80Δ

20Δ

Calls
Pseudo strike
6.93
IV
94.6%
B/E move
42.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.60
IV
86.1%
B/E move
36.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
6.27
IV
77.6%
B/E move
30.2%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
5.94
IV
69.1%
B/E move
23.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
5.60
IV
60.6%
B/E move
17.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
5.27
IV
52.1%
B/E move
11.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.23
IV
87.6%
B/E move
7.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.67
IV
101.5%
B/E move
7.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.11
IV
115.3%
B/E move
6.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.55
IV
129.2%
B/E move
6.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.99
IV
143.1%
B/E move
5.4%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.42
IV
157.0%
B/E move
4.8%

80Δ

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

Options history

No recorded observations