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Innovative Industrial Properties Inc IIPR

REAL ESTATE · REIT - INDUSTRIAL
i

Market dataready · fetched 2026-10-20T06:05:18.694Z

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

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:00:00.001718607Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:05:18.360735+00:00

Share price$51.61
1D-3.5%
AH$51.29$51.88$52.48$53.07$53.665:30 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$0.46$2.14$3.81$5.49$7.16$43.74$47.73$51.71$55.70$59.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IIPR spot · $51.61IIPR PRICE$0.82$0.90$0.97$1.30$1.63$1.97$2.30$2.63$2.96$3.37$4.48$5.58$6.68$0.64$0.78$0.92$1.23$1.71$2.20$2.68$3.17$3.65$4.14$4.82$5.73$6.64
PutsCheap0.86×
CallsExpensive1.16×
SkewBullish-7.17 pp
Implied moveBearish±$4.98
TiltBearish3.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ67.6370.1%32.6%46.8938.5%10.4%
25Δ61.3353.1%20.6%48.1235.0%8.3%
30Δ55.0336.0%8.5%49.3431.5%6.2%
35Δ54.2836.2%7.7%50.3330.3%4.9%
40Δ53.5536.6%6.9%51.0531.8%4.4%
45Δ52.8236.9%6.2%51.7633.3%4.0%
50Δ52.1037.2%5.4%52.4734.8%3.5%
55Δ51.3737.6%4.6%53.1936.2%3.1%
60Δ50.6437.9%3.9%53.9037.7%2.6%
65Δ49.8538.6%3.1%54.6239.2%2.2%
70Δ48.5642.5%2.8%55.5239.8%1.8%
75Δ47.2646.4%2.4%56.6439.3%1.4%
80Δ45.9650.3%2.0%57.7738.8%0.9%

20Δ

Calls
Pseudo strike
67.63
IV
70.1%
B/E move
32.6%
Puts
Pseudo strike
46.89
IV
38.5%
B/E move
10.4%

25Δ

Calls
Pseudo strike
61.33
IV
53.1%
B/E move
20.6%
Puts
Pseudo strike
48.12
IV
35.0%
B/E move
8.3%

30Δ

Calls
Pseudo strike
55.03
IV
36.0%
B/E move
8.5%
Puts
Pseudo strike
49.34
IV
31.5%
B/E move
6.2%

35Δ

Calls
Pseudo strike
54.28
IV
36.2%
B/E move
7.7%
Puts
Pseudo strike
50.33
IV
30.3%
B/E move
4.9%

40Δ

Calls
Pseudo strike
53.55
IV
36.6%
B/E move
6.9%
Puts
Pseudo strike
51.05
IV
31.8%
B/E move
4.4%

45Δ

Calls
Pseudo strike
52.82
IV
36.9%
B/E move
6.2%
Puts
Pseudo strike
51.76
IV
33.3%
B/E move
4.0%

50Δ

Calls
Pseudo strike
52.10
IV
37.2%
B/E move
5.4%
Puts
Pseudo strike
52.47
IV
34.8%
B/E move
3.5%

55Δ

Calls
Pseudo strike
51.37
IV
37.6%
B/E move
4.6%
Puts
Pseudo strike
53.19
IV
36.2%
B/E move
3.1%

60Δ

Calls
Pseudo strike
50.64
IV
37.9%
B/E move
3.9%
Puts
Pseudo strike
53.90
IV
37.7%
B/E move
2.6%

65Δ

Calls
Pseudo strike
49.85
IV
38.6%
B/E move
3.1%
Puts
Pseudo strike
54.62
IV
39.2%
B/E move
2.2%

70Δ

Calls
Pseudo strike
48.56
IV
42.5%
B/E move
2.8%
Puts
Pseudo strike
55.52
IV
39.8%
B/E move
1.8%

75Δ

Calls
Pseudo strike
47.26
IV
46.4%
B/E move
2.4%
Puts
Pseudo strike
56.64
IV
39.3%
B/E move
1.4%

80Δ

Calls
Pseudo strike
45.96
IV
50.3%
B/E move
2.0%
Puts
Pseudo strike
57.77
IV
38.8%
B/E move
0.9%

Options history

IIPR35.4135.4435.482026-10-19T19:55:14.987000+00:00: 35.44%Oct 19Oct 19
Table
ObservationIVSkewImplied move
35.44%-18.14 pp9.65%