IntraAlpha
Create free account Start free

Extra Space Storage, Inc. EXR

REAL ESTATE · REIT - INDUSTRIAL
i

Market dataready · fetched 2026-11-11T14:00:28.177Z

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 · 2026-11-11T13:57:28.25466756Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:58:30.838972+00:00

Share price$157.91
1D+0.0%
$157.83$157.87$157.91$157.95$157.995:30 AM6:30 AM9:00 AM1:00 PMEXR
Sold putSold call

Extra Space Storage, Inc. options

Live interpolated EXR call and put midpoint premiums by absolute delta.Extra Space Storage, Inc.$0.56$2.84$5.12$7.40$9.68$146.24$152.13$158.02$163.91$169.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive EXR spot · $157.91EXR PRICE$0.80$1.12$1.43$1.75$2.06$2.79$3.59$4.39$5.19$6.20$7.61$9.02$0.86$1.07$1.28$1.51$1.73$1.96$2.19$2.42$2.64$2.87
Puts——
Calls——
Skew——
Implied moveBullish±$5.78
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ164.2527.7%4.5%151.5630.9%4.6%
25Δ163.2228.2%4.1%153.1228.8%3.7%
30Δ162.1928.7%3.6%154.6826.7%2.9%
35Δ161.1629.2%3.2%155.5725.3%2.4%
40Δ160.1329.8%2.7%156.2824.1%2.1%
45Δ159.0331.9%2.5%156.9923.0%1.8%
50Δ157.9334.3%2.3%157.7021.8%1.5%
55Δ156.8236.7%2.1%158.4120.6%1.2%
60Δ155.7139.1%1.9%159.1219.5%0.9%
65Δ154.3741.5%1.7%159.8318.3%0.6%
70Δ152.5843.7%1.4%
75Δ150.7946.0%1.2%
80Δ

20Δ

Calls
Pseudo strike
164.25
IV
27.7%
B/E move
4.5%
Puts
Pseudo strike
151.56
IV
30.9%
B/E move
4.6%

25Δ

Calls
Pseudo strike
163.22
IV
28.2%
B/E move
4.1%
Puts
Pseudo strike
153.12
IV
28.8%
B/E move
3.7%

30Δ

Calls
Pseudo strike
162.19
IV
28.7%
B/E move
3.6%
Puts
Pseudo strike
154.68
IV
26.7%
B/E move
2.9%

35Δ

Calls
Pseudo strike
161.16
IV
29.2%
B/E move
3.2%
Puts
Pseudo strike
155.57
IV
25.3%
B/E move
2.4%

40Δ

Calls
Pseudo strike
160.13
IV
29.8%
B/E move
2.7%
Puts
Pseudo strike
156.28
IV
24.1%
B/E move
2.1%

45Δ

Calls
Pseudo strike
159.03
IV
31.9%
B/E move
2.5%
Puts
Pseudo strike
156.99
IV
23.0%
B/E move
1.8%

50Δ

Calls
Pseudo strike
157.93
IV
34.3%
B/E move
2.3%
Puts
Pseudo strike
157.70
IV
21.8%
B/E move
1.5%

55Δ

Calls
Pseudo strike
156.82
IV
36.7%
B/E move
2.1%
Puts
Pseudo strike
158.41
IV
20.6%
B/E move
1.2%

60Δ

Calls
Pseudo strike
155.71
IV
39.1%
B/E move
1.9%
Puts
Pseudo strike
159.12
IV
19.5%
B/E move
0.9%

65Δ

Calls
Pseudo strike
154.37
IV
41.5%
B/E move
1.7%
Puts
Pseudo strike
159.83
IV
18.3%
B/E move
0.6%

70Δ

Calls
Pseudo strike
152.58
IV
43.7%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
150.79
IV
46.0%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

IV · four-Friday blend22.36%
Daily close
EXR22.0%24.3%26.6%2026-08-21: 23.37%2026-08-24: 23.50%2026-08-25: 22.61%2026-08-26: 23.26%2026-08-27: 23.05%2026-08-28: 22.78%2026-08-31: 23.00%2026-09-01: 22.88%2026-09-02: 23.09%2026-09-03: 23.47%2026-09-04: 23.39%2026-09-08: 24.30%2026-09-09: 24.90%2026-09-18: 24.15%2026-09-21: 23.90%2026-09-22: 23.73%2026-09-23: 23.54%2026-09-24: 24.75%2026-09-25: 24.02%2026-09-28: 25.18%2026-09-29: 24.87%2026-09-30: 25.02%2026-10-01: 25.43%2026-10-02: 24.71%2026-10-05: 25.97%2026-10-06: 25.23%2026-10-07: 25.74%2026-10-08: 24.88%2026-10-12: 26.32%2026-10-16: 25.21%2026-10-19: 25.79%2026-10-20: 25.63%2026-10-21: 25.96%2026-10-22: 25.91%2026-10-23: 25.51%2026-10-26: 25.58%2026-10-27: 25.47%2026-10-28: 23.55%2026-10-29: 22.69%2026-10-30: 22.36%Aug 21Sep 28Oct 30
40 observations2026-08-21 — 2026-10-30
Table
DateIV (%)
23.37%
23.50%
22.61%
23.26%
23.05%
22.78%
23.00%
22.88%
23.09%
23.47%
23.39%
24.30%
24.90%
24.15%
23.90%
23.73%
23.54%
24.75%
24.02%
25.18%
24.87%
25.02%
25.43%
24.71%
25.97%
25.23%
25.74%
24.88%
26.32%
25.21%
25.79%
25.63%
25.96%
25.91%
25.51%
25.58%
25.47%
23.55%
22.69%
22.36%