IntraAlpha
Create free account Start free

Innovative Industrial Properties, Inc. Common stock IIPR

i

Market dataready · fetched 2026-11-07T07:44:05.375Z

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 · 2026-11-07T00:00:00.002144575Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T07:44:04.882916+00:00

Share price$54.83
1D+0.1%
AH$53.78$54.08$54.38$54.68$54.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIIPR
Sold putSold callAH

Innovative Industrial Properties, Inc. Common stock options

Live interpolated IIPR call and put midpoint premiums by absolute delta.Innovative Industrial Properties, Inc. Common stock$0.33$1.57$2.81$4.05$5.29$49.82$52.59$55.36$58.13$60.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IIPR spot · $54.83IIPR PRICE$0.46$0.61$0.76$0.90$1.05$1.20$1.34$0.50$0.65$0.80$0.95$1.10$1.25$1.42$2.00$2.59$3.17$3.76$4.35$4.93
PutsFair1.03×
Calls——
Skew——
Implied moveBearish±$2.76
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ58.9437.6%8.3%51.1939.1%7.6%
25Δ58.2936.9%7.4%51.8338.1%6.7%
30Δ57.6336.3%6.5%52.4737.0%5.8%
35Δ56.9835.7%5.6%53.1035.9%4.9%
40Δ56.3335.1%4.7%53.7434.9%4.0%
45Δ55.6834.5%3.7%54.3833.8%3.1%
50Δ55.0333.8%2.8%55.0232.8%2.2%
55Δ55.7434.5%2.0%
60Δ56.4736.2%1.7%
65Δ57.1937.9%1.5%
70Δ57.9139.7%1.2%
75Δ58.6441.4%1.0%
80Δ59.3643.1%0.7%

20Δ

Calls
Pseudo strike
58.94
IV
37.6%
B/E move
8.3%
Puts
Pseudo strike
51.19
IV
39.1%
B/E move
7.6%

25Δ

Calls
Pseudo strike
58.29
IV
36.9%
B/E move
7.4%
Puts
Pseudo strike
51.83
IV
38.1%
B/E move
6.7%

30Δ

Calls
Pseudo strike
57.63
IV
36.3%
B/E move
6.5%
Puts
Pseudo strike
52.47
IV
37.0%
B/E move
5.8%

35Δ

Calls
Pseudo strike
56.98
IV
35.7%
B/E move
5.6%
Puts
Pseudo strike
53.10
IV
35.9%
B/E move
4.9%

40Δ

Calls
Pseudo strike
56.33
IV
35.1%
B/E move
4.7%
Puts
Pseudo strike
53.74
IV
34.9%
B/E move
4.0%

45Δ

Calls
Pseudo strike
55.68
IV
34.5%
B/E move
3.7%
Puts
Pseudo strike
54.38
IV
33.8%
B/E move
3.1%

50Δ

Calls
Pseudo strike
55.03
IV
33.8%
B/E move
2.8%
Puts
Pseudo strike
55.02
IV
32.8%
B/E move
2.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.74
IV
34.5%
B/E move
2.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.47
IV
36.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.19
IV
37.9%
B/E move
1.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.91
IV
39.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
58.64
IV
41.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
59.36
IV
43.1%
B/E move
0.7%

Options history

IV · four-Friday blend39.81%
Daily close
IIPR32.4%36.4%40.4%2026-08-18: 34.66%2026-08-24: 33.68%2026-08-25: 32.98%2026-09-01: 34.35%2026-09-18: 36.19%2026-09-23: 35.27%2026-09-28: 37.74%2026-09-29: 39.27%2026-10-05: 39.89%2026-10-06: 38.36%2026-10-16: 36.84%2026-10-19: 37.79%2026-10-20: 37.96%2026-10-21: 38.03%2026-10-22: 38.90%2026-10-23: 38.11%2026-10-26: 37.45%2026-10-27: 38.33%2026-10-28: 39.70%2026-10-29: 38.27%2026-10-30: 39.81%Aug 18Oct 16Oct 30
21 observations2026-08-18 — 2026-10-30
Table
DateIV (%)
34.66%
33.68%
32.98%
34.35%
36.19%
35.27%
37.74%
39.27%
39.89%
38.36%
36.84%
37.79%
37.96%
38.03%
38.90%
38.11%
37.45%
38.33%
39.70%
38.27%
39.81%