IntraAlpha
Create free account Start free

Extra Space Storage, Inc. EXR

i

Market datapartial · fetched 2026-10-22T11:49:11.667Z

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 · 2026-10-21T23:00:00.00251197Z

FundamentalsAlpha Vantage · unavailable

Share price$139.87
1D-0.4%
AH$139.07$139.54$140.01$140.48$140.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEXR
Sold putSold callAH

Extra Space Storage, Inc. options

Live interpolated EXR call and put midpoint premiums by absolute delta.Extra Space Storage, Inc.$0.73$3.83$6.93$10.03$13.13$126.45$133.26$140.08$146.89$153.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EXR spot · $139.87EXR PRICE$1.07$1.46$1.85$2.31$2.95$3.58$4.21$5.03$6.06$7.08$8.34$10.25$12.24$1.45$1.94$2.43$2.87$3.28$3.70$4.30$5.06$5.81$6.57$7.62$8.80$9.98
PutsExpensive1.28×
CallsExpensive1.21×
SkewBullish-1.05 pp
Implied moveBalanced±$8.51
TiltBalanced2.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ149.0724.2%7.3%130.6931.2%7.6%
25Δ147.5624.6%6.5%132.6131.0%6.6%
30Δ146.0525.0%5.7%134.5230.7%5.6%
35Δ144.6125.5%5.0%136.1729.5%4.7%
40Δ143.3126.2%4.6%137.7228.0%3.9%
45Δ142.0026.9%4.1%139.2726.5%3.1%
50Δ140.7027.6%3.6%140.6925.7%2.5%
55Δ139.2828.4%3.2%142.0025.6%2.1%
60Δ137.7229.2%2.8%143.3025.4%1.7%
65Δ136.1630.1%2.4%144.6025.3%1.3%
70Δ134.4131.3%2.1%146.0925.1%1.0%
75Δ132.0833.3%1.8%147.6624.9%0.7%
80Δ129.6635.2%1.5%149.2424.6%0.4%

20Δ

Calls
Pseudo strike
149.07
IV
24.2%
B/E move
7.3%
Puts
Pseudo strike
130.69
IV
31.2%
B/E move
7.6%

25Δ

Calls
Pseudo strike
147.56
IV
24.6%
B/E move
6.5%
Puts
Pseudo strike
132.61
IV
31.0%
B/E move
6.6%

30Δ

Calls
Pseudo strike
146.05
IV
25.0%
B/E move
5.7%
Puts
Pseudo strike
134.52
IV
30.7%
B/E move
5.6%

35Δ

Calls
Pseudo strike
144.61
IV
25.5%
B/E move
5.0%
Puts
Pseudo strike
136.17
IV
29.5%
B/E move
4.7%

40Δ

Calls
Pseudo strike
143.31
IV
26.2%
B/E move
4.6%
Puts
Pseudo strike
137.72
IV
28.0%
B/E move
3.9%

45Δ

Calls
Pseudo strike
142.00
IV
26.9%
B/E move
4.1%
Puts
Pseudo strike
139.27
IV
26.5%
B/E move
3.1%

50Δ

Calls
Pseudo strike
140.70
IV
27.6%
B/E move
3.6%
Puts
Pseudo strike
140.69
IV
25.7%
B/E move
2.5%

55Δ

Calls
Pseudo strike
139.28
IV
28.4%
B/E move
3.2%
Puts
Pseudo strike
142.00
IV
25.6%
B/E move
2.1%

60Δ

Calls
Pseudo strike
137.72
IV
29.2%
B/E move
2.8%
Puts
Pseudo strike
143.30
IV
25.4%
B/E move
1.7%

65Δ

Calls
Pseudo strike
136.16
IV
30.1%
B/E move
2.4%
Puts
Pseudo strike
144.60
IV
25.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
134.41
IV
31.3%
B/E move
2.1%
Puts
Pseudo strike
146.09
IV
25.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
132.08
IV
33.3%
B/E move
1.8%
Puts
Pseudo strike
147.66
IV
24.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
129.66
IV
35.2%
B/E move
1.5%
Puts
Pseudo strike
149.24
IV
24.6%
B/E move
0.4%

Options history

No recorded observations