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Extra Space Storage Inc EXR

REAL ESTATE · REIT - INDUSTRIAL
i

Market dataready · fetched 2026-10-22T14:21:09.242Z

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 · 2026-10-22T14:20:41.971725718Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T14:21:07.196068+00:00

Share price$142.15
1D+1.3%
$140.21$140.73$141.25$141.77$142.295:30 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$0.62$4.59$8.57$12.54$16.52$127.17$133.98$140.79$147.59$154.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EXR spot · $142.15EXR PRICE$1.05$1.37$1.72$2.06$2.40$3.02$3.66$4.30$4.94$5.66$6.44$7.22$8.00$1.48$1.90$2.44$2.99$3.55$4.25$4.96$5.67$6.83$8.22$9.61$12.14$15.37
PutsExpensive1.44×
CallsFair0.95×
SkewBearish+7.93 pp
Implied moveBearish±$8.61
TiltBearish21.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ151.2923.4%7.2%132.6031.6%7.8%
25Δ149.5723.6%6.2%135.0730.4%6.3%
30Δ148.0923.0%5.4%136.7530.1%5.5%
35Δ146.6022.4%4.6%138.4329.8%4.7%
40Δ145.1221.7%3.8%140.1029.5%3.9%
45Δ143.9422.1%3.4%141.5729.2%3.4%
50Δ142.7822.6%3.0%143.0428.9%2.9%
55Δ141.6323.1%2.7%144.5128.6%2.3%
60Δ140.4823.6%2.3%146.2429.2%1.9%
65Δ139.2823.5%2.0%148.0930.3%1.6%
70Δ138.0622.9%1.7%149.9431.3%1.3%
75Δ136.8422.3%1.3%152.8633.5%1.0%
80Δ135.6221.7%1.0%156.4636.5%0.7%

20Δ

Calls
Pseudo strike
151.29
IV
23.4%
B/E move
7.2%
Puts
Pseudo strike
132.60
IV
31.6%
B/E move
7.8%

25Δ

Calls
Pseudo strike
149.57
IV
23.6%
B/E move
6.2%
Puts
Pseudo strike
135.07
IV
30.4%
B/E move
6.3%

30Δ

Calls
Pseudo strike
148.09
IV
23.0%
B/E move
5.4%
Puts
Pseudo strike
136.75
IV
30.1%
B/E move
5.5%

35Δ

Calls
Pseudo strike
146.60
IV
22.4%
B/E move
4.6%
Puts
Pseudo strike
138.43
IV
29.8%
B/E move
4.7%

40Δ

Calls
Pseudo strike
145.12
IV
21.7%
B/E move
3.8%
Puts
Pseudo strike
140.10
IV
29.5%
B/E move
3.9%

45Δ

Calls
Pseudo strike
143.94
IV
22.1%
B/E move
3.4%
Puts
Pseudo strike
141.57
IV
29.2%
B/E move
3.4%

50Δ

Calls
Pseudo strike
142.78
IV
22.6%
B/E move
3.0%
Puts
Pseudo strike
143.04
IV
28.9%
B/E move
2.9%

55Δ

Calls
Pseudo strike
141.63
IV
23.1%
B/E move
2.7%
Puts
Pseudo strike
144.51
IV
28.6%
B/E move
2.3%

60Δ

Calls
Pseudo strike
140.48
IV
23.6%
B/E move
2.3%
Puts
Pseudo strike
146.24
IV
29.2%
B/E move
1.9%

65Δ

Calls
Pseudo strike
139.28
IV
23.5%
B/E move
2.0%
Puts
Pseudo strike
148.09
IV
30.3%
B/E move
1.6%

70Δ

Calls
Pseudo strike
138.06
IV
22.9%
B/E move
1.7%
Puts
Pseudo strike
149.94
IV
31.3%
B/E move
1.3%

75Δ

Calls
Pseudo strike
136.84
IV
22.3%
B/E move
1.3%
Puts
Pseudo strike
152.86
IV
33.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
135.62
IV
21.7%
B/E move
1.0%
Puts
Pseudo strike
156.46
IV
36.5%
B/E move
0.7%

Options history

No recorded observations