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Essex Property Trust Inc ESS

REAL ESTATE · REIT - RESIDENTIAL
i

Market dataready · fetched 2026-10-22T10:47:21.303Z

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 · 2026-10-21T23:00:00.003685129Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T10:47:19.801321+00:00

Share price$274.11
1D-0.1%
AH$272.00$272.88$273.76$274.64$275.525:30 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$1.14$6.03$10.92$15.81$20.69$254.35$264.56$274.76$284.96$295.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ESS spot · $274.11ESS PRICE$1.67$2.30$2.93$3.56$4.39$5.64$6.88$8.13$9.37$11.25$13.61$15.97$19.28$2.26$2.77$3.27$3.78$4.61$5.54$6.47$7.40$8.33$9.75$11.56$13.38$15.20
PutsExpensive1.14×
CallsExpensive1.16×
SkewBullish-1.67 pp
Implied moveBullish±$13.35
TiltBullish5.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ287.9418.3%5.7%259.4825.4%6.2%
25Δ285.7718.7%5.1%262.9123.6%5.1%
30Δ283.6019.1%4.5%266.0821.9%4.1%
35Δ281.4419.5%4.0%269.2620.2%3.1%
40Δ279.2920.1%3.5%271.4719.7%2.6%
45Δ277.1920.8%3.2%273.3819.5%2.3%
50Δ275.0921.6%2.9%275.3019.4%1.9%
55Δ272.9922.3%2.6%277.2219.2%1.6%
60Δ270.8923.1%2.2%279.1319.1%1.2%
65Δ268.2324.0%2.0%281.3219.0%0.9%
70Δ265.1525.0%1.7%283.7219.1%0.7%
75Δ262.0725.9%1.4%286.1319.1%0.5%
80Δ258.0727.5%1.2%288.5419.2%0.3%

20Δ

Calls
Pseudo strike
287.94
IV
18.3%
B/E move
5.7%
Puts
Pseudo strike
259.48
IV
25.4%
B/E move
6.2%

25Δ

Calls
Pseudo strike
285.77
IV
18.7%
B/E move
5.1%
Puts
Pseudo strike
262.91
IV
23.6%
B/E move
5.1%

30Δ

Calls
Pseudo strike
283.60
IV
19.1%
B/E move
4.5%
Puts
Pseudo strike
266.08
IV
21.9%
B/E move
4.1%

35Δ

Calls
Pseudo strike
281.44
IV
19.5%
B/E move
4.0%
Puts
Pseudo strike
269.26
IV
20.2%
B/E move
3.1%

40Δ

Calls
Pseudo strike
279.29
IV
20.1%
B/E move
3.5%
Puts
Pseudo strike
271.47
IV
19.7%
B/E move
2.6%

45Δ

Calls
Pseudo strike
277.19
IV
20.8%
B/E move
3.2%
Puts
Pseudo strike
273.38
IV
19.5%
B/E move
2.3%

50Δ

Calls
Pseudo strike
275.09
IV
21.6%
B/E move
2.9%
Puts
Pseudo strike
275.30
IV
19.4%
B/E move
1.9%

55Δ

Calls
Pseudo strike
272.99
IV
22.3%
B/E move
2.6%
Puts
Pseudo strike
277.22
IV
19.2%
B/E move
1.6%

60Δ

Calls
Pseudo strike
270.89
IV
23.1%
B/E move
2.2%
Puts
Pseudo strike
279.13
IV
19.1%
B/E move
1.2%

65Δ

Calls
Pseudo strike
268.23
IV
24.0%
B/E move
2.0%
Puts
Pseudo strike
281.32
IV
19.0%
B/E move
0.9%

70Δ

Calls
Pseudo strike
265.15
IV
25.0%
B/E move
1.7%
Puts
Pseudo strike
283.72
IV
19.1%
B/E move
0.7%

75Δ

Calls
Pseudo strike
262.07
IV
25.9%
B/E move
1.4%
Puts
Pseudo strike
286.13
IV
19.1%
B/E move
0.5%

80Δ

Calls
Pseudo strike
258.07
IV
27.5%
B/E move
1.2%
Puts
Pseudo strike
288.54
IV
19.2%
B/E move
0.3%

Options history

No recorded observations