IntraAlpha
Create free account Start free

Getty Realty Corp. GTY

REAL ESTATE · REIT - RETAIL
i

Market dataready · fetched 2026-11-11T13:54:53.785Z

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 · 2026-11-11T09:01:10.220848007Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:54:53.447995+00:00

Share price$28.65
1D
Price history unavailable.

Getty Realty Corp. options

Live interpolated GTY call and put midpoint premiums by absolute delta.Getty Realty Corp.$0.22$1.04$1.86$2.68$3.49$27.15$27.89$28.63$29.37$30.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive GTY spot · $28.65GTY PRICE$1.54$1.79$2.04$2.22$2.35$2.47$2.63$2.84$3.05$3.26$0.31$0.40$0.51$0.84$1.17$1.50$1.84$2.17
Puts——
Calls——
Skew——
Implied moveBullish±$4.06
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ26.4257.1%8.9%
25Δ26.9855.1%7.2%
30Δ27.5453.9%5.6%
35Δ30.73118.9%12.6%27.9660.4%5.3%
40Δ30.43131.0%12.5%28.3866.9%5.0%
45Δ30.13143.0%12.3%28.8073.4%4.7%
50Δ29.55141.0%10.9%29.2279.9%4.4%
55Δ28.76128.5%8.6%29.6586.4%4.1%
60Δ27.97116.0%6.3%
65Δ27.33105.4%4.6%
70Δ26.9097.7%3.8%
75Δ26.4890.0%3.1%
80Δ26.0582.3%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.42
IV
57.1%
B/E move
8.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.98
IV
55.1%
B/E move
7.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.54
IV
53.9%
B/E move
5.6%

35Δ

Calls
Pseudo strike
30.73
IV
118.9%
B/E move
12.6%
Puts
Pseudo strike
27.96
IV
60.4%
B/E move
5.3%

40Δ

Calls
Pseudo strike
30.43
IV
131.0%
B/E move
12.5%
Puts
Pseudo strike
28.38
IV
66.9%
B/E move
5.0%

45Δ

Calls
Pseudo strike
30.13
IV
143.0%
B/E move
12.3%
Puts
Pseudo strike
28.80
IV
73.4%
B/E move
4.7%

50Δ

Calls
Pseudo strike
29.55
IV
141.0%
B/E move
10.9%
Puts
Pseudo strike
29.22
IV
79.9%
B/E move
4.4%

55Δ

Calls
Pseudo strike
28.76
IV
128.5%
B/E move
8.6%
Puts
Pseudo strike
29.65
IV
86.4%
B/E move
4.1%

60Δ

Calls
Pseudo strike
27.97
IV
116.0%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
27.33
IV
105.4%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
26.90
IV
97.7%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
26.48
IV
90.0%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
26.05
IV
82.3%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend32.09%
Daily close
GTY22.9%58.6%94.3%2026-08-14: 46.66%2026-08-17: 55.51%2026-08-21: 32.53%2026-08-25: 35.01%2026-08-26: 35.07%2026-08-28: 38.16%2026-08-31: 29.17%2026-09-01: 33.58%2026-09-02: 39.01%2026-09-03: 40.55%2026-09-04: 47.09%2026-09-09: 39.76%2026-09-10: 33.64%2026-09-11: 27.85%2026-09-17: 87.78%2026-09-18: 34.80%2026-09-21: 36.50%2026-09-22: 34.52%2026-09-24: 45.20%2026-09-30: 45.14%2026-10-01: 41.45%2026-10-02: 44.42%2026-10-06: 44.74%2026-10-08: 42.20%2026-10-12: 77.91%2026-10-13: 47.30%2026-10-14: 89.36%2026-10-16: 43.86%2026-10-19: 38.53%2026-10-20: 47.13%2026-10-21: 34.48%2026-10-22: 49.30%2026-10-23: 33.47%2026-10-27: 43.03%2026-10-28: 42.16%2026-10-29: 46.03%2026-10-30: 32.09%Aug 14Sep 24Oct 30
37 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
46.66%
55.51%
32.53%
35.01%
35.07%
38.16%
29.17%
33.58%
39.01%
40.55%
47.09%
39.76%
33.64%
27.85%
87.78%
34.80%
36.50%
34.52%
45.20%
45.14%
41.45%
44.42%
44.74%
42.20%
77.91%
47.30%
89.36%
43.86%
38.53%
47.13%
34.48%
49.30%
33.47%
43.03%
42.16%
46.03%
32.09%