IntraAlpha
Create free account Start free

Getty Realty Corp. GTY

i

Market datapartial · fetched 2026-10-22T16:03:52.365Z

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 · 2026-10-22T16:03:36.020808913Z

FundamentalsAlpha Vantage · unavailable

Share price$27.72
1D+1.6%
$27.27$27.59$27.92$28.24$28.565:30 AM6:30 AM9:00 AM1:00 PMGTY
Sold putSold call

Getty Realty Corp. options

Live interpolated GTY call and put midpoint premiums by absolute delta.Getty Realty Corp.$0.35$1.07$1.79$2.50$3.22$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEGTY PRICE$2.25$2.51$2.76$3.01$0.43$0.45$0.47$0.50$0.52$0.71$0.96$1.22$1.47$1.73$1.99$2.24
PutsFair0.97×
CallsExpensive1.52×
SkewBullish-25.40 pp
Implied move——
TiltBearish9.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.0746.6%11.1%
25Δ25.6440.8%9.1%
30Δ26.2134.9%7.2%
35Δ26.7729.1%5.2%
40Δ27.3423.2%3.2%
45Δ27.7422.5%2.5%
50Δ28.0623.7%2.2%
55Δ28.3925.0%2.0%
60Δ27.0858.9%5.8%28.7226.3%1.7%
65Δ26.5556.5%4.8%29.0527.5%1.4%
70Δ26.0254.1%3.8%29.3728.8%1.2%
75Δ25.4951.6%2.9%29.7030.1%0.9%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.07
IV
46.6%
B/E move
11.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.64
IV
40.8%
B/E move
9.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.21
IV
34.9%
B/E move
7.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.77
IV
29.1%
B/E move
5.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.34
IV
23.2%
B/E move
3.2%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.74
IV
22.5%
B/E move
2.5%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.06
IV
23.7%
B/E move
2.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.39
IV
25.0%
B/E move
2.0%

60Δ

Calls
Pseudo strike
27.08
IV
58.9%
B/E move
5.8%
Puts
Pseudo strike
28.72
IV
26.3%
B/E move
1.7%

65Δ

Calls
Pseudo strike
26.55
IV
56.5%
B/E move
4.8%
Puts
Pseudo strike
29.05
IV
27.5%
B/E move
1.4%

70Δ

Calls
Pseudo strike
26.02
IV
54.1%
B/E move
3.8%
Puts
Pseudo strike
29.37
IV
28.8%
B/E move
1.2%

75Δ

Calls
Pseudo strike
25.49
IV
51.6%
B/E move
2.9%
Puts
Pseudo strike
29.70
IV
30.1%
B/E move
0.9%

80Δ

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

Options history

No recorded observations