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Essex Property Trust, Inc ESS

REAL ESTATE · REIT - RESIDENTIAL
i

Market dataready · fetched 2026-11-11T13:44:35.641Z

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: 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 · 2026-11-11T00:00:00.002426276Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:42:13.782091+00:00

Share price$275.75
1D+0.4%
AH$273.18$274.15$275.12$276.08$277.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMESS
Sold putSold callAH

Essex Property Trust, Inc options

Live interpolated ESS call and put midpoint premiums by absolute delta.Essex Property Trust, Inc$1.15$4.40$7.64$10.89$14.14$258.83$267.09$275.35$283.61$291.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ESS spot · $275.75ESS PRICE$1.50$1.85$2.20$2.55$3.29$4.20$5.11$6.03$6.94$7.85$8.98$11.09$13.20$1.65$1.92$2.26$2.89$3.53$4.16$4.80$5.43$6.07$6.89$8.30$9.70$11.11
PutsFair1.01×
CallsFair0.97×
SkewBullish-2.27 pp
Implied moveBullish±$9.91
TiltBullish4.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ288.8431.7%5.3%263.2934.3%5.1%
25Δ286.1629.7%4.4%266.9630.1%3.9%
30Δ283.4827.6%3.6%270.2526.5%2.8%
35Δ280.8025.6%2.8%271.6926.2%2.5%
40Δ278.9325.5%2.3%273.1325.9%2.2%
45Δ277.3926.2%2.1%274.5825.6%1.9%
50Δ275.8626.9%1.9%276.0225.3%1.6%
55Δ274.3327.6%1.7%277.4625.0%1.3%
60Δ272.7928.2%1.4%278.9024.7%1.1%
65Δ271.2628.9%1.2%280.4324.4%0.8%
70Δ269.5429.6%1.0%282.2424.1%0.7%
75Δ266.9730.4%0.8%284.0423.8%0.5%
80Δ264.3931.1%0.7%285.8523.4%0.4%

20Δ

Calls
Pseudo strike
288.84
IV
31.7%
B/E move
5.3%
Puts
Pseudo strike
263.29
IV
34.3%
B/E move
5.1%

25Δ

Calls
Pseudo strike
286.16
IV
29.7%
B/E move
4.4%
Puts
Pseudo strike
266.96
IV
30.1%
B/E move
3.9%

30Δ

Calls
Pseudo strike
283.48
IV
27.6%
B/E move
3.6%
Puts
Pseudo strike
270.25
IV
26.5%
B/E move
2.8%

35Δ

Calls
Pseudo strike
280.80
IV
25.6%
B/E move
2.8%
Puts
Pseudo strike
271.69
IV
26.2%
B/E move
2.5%

40Δ

Calls
Pseudo strike
278.93
IV
25.5%
B/E move
2.3%
Puts
Pseudo strike
273.13
IV
25.9%
B/E move
2.2%

45Δ

Calls
Pseudo strike
277.39
IV
26.2%
B/E move
2.1%
Puts
Pseudo strike
274.58
IV
25.6%
B/E move
1.9%

50Δ

Calls
Pseudo strike
275.86
IV
26.9%
B/E move
1.9%
Puts
Pseudo strike
276.02
IV
25.3%
B/E move
1.6%

55Δ

Calls
Pseudo strike
274.33
IV
27.6%
B/E move
1.7%
Puts
Pseudo strike
277.46
IV
25.0%
B/E move
1.3%

60Δ

Calls
Pseudo strike
272.79
IV
28.2%
B/E move
1.4%
Puts
Pseudo strike
278.90
IV
24.7%
B/E move
1.1%

65Δ

Calls
Pseudo strike
271.26
IV
28.9%
B/E move
1.2%
Puts
Pseudo strike
280.43
IV
24.4%
B/E move
0.8%

70Δ

Calls
Pseudo strike
269.54
IV
29.6%
B/E move
1.0%
Puts
Pseudo strike
282.24
IV
24.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
266.97
IV
30.4%
B/E move
0.8%
Puts
Pseudo strike
284.04
IV
23.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
264.39
IV
31.1%
B/E move
0.7%
Puts
Pseudo strike
285.85
IV
23.4%
B/E move
0.4%

Options history

IV · four-Friday blend21.66%
Daily close
ESS17.9%21.6%25.3%2026-08-13: 20.07%2026-08-14: 20.12%2026-08-21: 19.50%2026-08-24: 18.88%2026-08-25: 19.66%2026-08-26: 19.86%2026-08-27: 20.72%2026-08-28: 20.75%2026-08-31: 20.61%2026-09-01: 20.69%2026-09-02: 21.30%2026-09-03: 20.58%2026-09-04: 20.81%2026-09-08: 21.79%2026-09-09: 22.03%2026-09-10: 21.94%2026-09-14: 22.83%2026-09-18: 19.40%2026-09-21: 19.99%2026-09-22: 19.69%2026-09-23: 20.06%2026-09-24: 20.60%2026-09-25: 20.52%2026-09-28: 21.23%2026-09-29: 20.52%2026-09-30: 21.62%2026-10-01: 20.86%2026-10-02: 21.10%2026-10-05: 21.72%2026-10-06: 21.12%2026-10-07: 21.60%2026-10-08: 21.53%2026-10-09: 21.57%2026-10-12: 22.10%2026-10-13: 23.02%2026-10-14: 24.83%2026-10-15: 22.59%2026-10-16: 20.22%2026-10-19: 18.37%2026-10-20: 19.59%2026-10-21: 20.11%2026-10-22: 20.77%2026-10-23: 21.10%2026-10-26: 21.45%2026-10-27: 22.02%2026-10-28: 21.00%2026-10-29: 20.68%2026-10-30: 21.66%Aug 13Sep 28Oct 30
48 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
20.07%
20.12%
19.50%
18.88%
19.66%
19.86%
20.72%
20.75%
20.61%
20.69%
21.30%
20.58%
20.81%
21.79%
22.03%
21.94%
22.83%
19.40%
19.99%
19.69%
20.06%
20.60%
20.52%
21.23%
20.52%
21.62%
20.86%
21.10%
21.72%
21.12%
21.60%
21.53%
21.57%
22.10%
23.02%
24.83%
22.59%
20.22%
18.37%
19.59%
20.11%
20.77%
21.10%
21.45%
22.02%
21.00%
20.68%
21.66%