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Innovative Industrial Properties Inc IIPR

REAL ESTATE · REIT - INDUSTRIAL
i

Market dataready · fetched 2026-10-16T21:47:42.985Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-16T20:10:00.003630012Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:47:42.487088+00:00

Share price$52.39
1D-1.4%
AH$52.12$52.49$52.85$53.22$53.595:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIIPR
Sold putSold callAH

Innovative Industrial Properties Inc options

Live interpolated IIPR call and put midpoint premiums by absolute delta.Innovative Industrial Properties Inc$0.47$3.09$5.70$8.32$10.94$44.24$48.64$53.04$57.44$61.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IIPR spot · $52.39IIPR PRICE$1.15$1.22$1.30$1.37$1.67$2.09$2.50$2.91$3.33$3.74$4.56$6.08$7.60$0.75$0.97$1.18$1.51$1.86$2.21$2.56$2.90$3.25$3.60$5.79$7.99$10.18
PutsCheap0.90×
CallsExpensive1.34×
SkewBullish-12.08 pp
Implied moveBalanced±$5.06
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ70.4182.8%36.6%47.5737.4%10.6%
25Δ65.7968.9%27.9%48.7336.7%8.8%
30Δ61.1655.0%19.2%49.8935.9%7.0%
35Δ56.5441.1%10.6%50.6535.5%6.2%
40Δ54.4736.8%7.2%51.3835.1%5.5%
45Δ53.6837.3%6.4%52.1034.7%4.8%
50Δ52.8837.8%5.7%52.8334.3%4.0%
55Δ52.0938.3%5.0%53.5533.9%3.3%
60Δ51.3038.9%4.3%54.2733.5%2.6%
65Δ50.5039.4%3.5%55.0033.1%1.9%
70Δ49.3842.0%3.0%57.3735.6%1.5%
75Δ47.6948.3%2.6%59.7538.1%1.2%
80Δ46.0054.7%2.3%62.1340.6%0.8%

20Δ

Calls
Pseudo strike
70.41
IV
82.8%
B/E move
36.6%
Puts
Pseudo strike
47.57
IV
37.4%
B/E move
10.6%

25Δ

Calls
Pseudo strike
65.79
IV
68.9%
B/E move
27.9%
Puts
Pseudo strike
48.73
IV
36.7%
B/E move
8.8%

30Δ

Calls
Pseudo strike
61.16
IV
55.0%
B/E move
19.2%
Puts
Pseudo strike
49.89
IV
35.9%
B/E move
7.0%

35Δ

Calls
Pseudo strike
56.54
IV
41.1%
B/E move
10.6%
Puts
Pseudo strike
50.65
IV
35.5%
B/E move
6.2%

40Δ

Calls
Pseudo strike
54.47
IV
36.8%
B/E move
7.2%
Puts
Pseudo strike
51.38
IV
35.1%
B/E move
5.5%

45Δ

Calls
Pseudo strike
53.68
IV
37.3%
B/E move
6.4%
Puts
Pseudo strike
52.10
IV
34.7%
B/E move
4.8%

50Δ

Calls
Pseudo strike
52.88
IV
37.8%
B/E move
5.7%
Puts
Pseudo strike
52.83
IV
34.3%
B/E move
4.0%

55Δ

Calls
Pseudo strike
52.09
IV
38.3%
B/E move
5.0%
Puts
Pseudo strike
53.55
IV
33.9%
B/E move
3.3%

60Δ

Calls
Pseudo strike
51.30
IV
38.9%
B/E move
4.3%
Puts
Pseudo strike
54.27
IV
33.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
50.50
IV
39.4%
B/E move
3.5%
Puts
Pseudo strike
55.00
IV
33.1%
B/E move
1.9%

70Δ

Calls
Pseudo strike
49.38
IV
42.0%
B/E move
3.0%
Puts
Pseudo strike
57.37
IV
35.6%
B/E move
1.5%

75Δ

Calls
Pseudo strike
47.69
IV
48.3%
B/E move
2.6%
Puts
Pseudo strike
59.75
IV
38.1%
B/E move
1.2%

80Δ

Calls
Pseudo strike
46.00
IV
54.7%
B/E move
2.3%
Puts
Pseudo strike
62.13
IV
40.6%
B/E move
0.8%