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Industrial Logistics Properties Trust Common Shares of Beneficial Interest ILPT

REAL ESTATE · REIT - INDUSTRIAL
i

Market dataready · fetched 2026-11-12T01:39:14.962Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-11-11T21:00:09.982210343Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T01:39:14.189780+00:00

Share price$6.29
1D+4.3%
AH$5.97$6.05$6.14$6.23$6.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMILPT
Sold putSold callAH

Industrial Logistics Properties Trust Common Shares of Beneficial Interest options

Live interpolated ILPT call and put midpoint premiums by absolute delta.Industrial Logistics Properties Trust Common Shares of Beneficial Interest$0.24$1.31$2.38$3.44$4.51$3.13$4.53$5.93$7.33$8.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ILPT spot · $6.29ILPT PRICE$0.36$0.42$0.50$0.58$0.65$0.73$0.81$0.89$0.97$1.04$1.12$0.61$0.65$0.73$0.82$0.90$0.99$1.08$1.16$1.25$1.34$1.42$2.71$4.20
PutsExpensive1.77×
Calls——
Skew——
Implied moveBearish±$1.73
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.38166.2%40.0%
25Δ5.06124.3%29.7%
30Δ8.3383.6%38.2%5.33117.3%26.8%
35Δ7.7380.7%29.7%5.60110.2%23.9%
40Δ7.3677.4%25.0%5.87103.2%21.0%
45Δ7.1473.8%22.7%6.1496.2%18.1%
50Δ6.9270.2%20.4%6.4189.2%15.2%
55Δ6.6966.6%18.1%6.6882.1%12.3%
60Δ6.4763.0%15.8%6.9575.1%9.3%
65Δ6.2559.4%13.4%7.2268.1%6.4%
70Δ6.0255.8%11.1%7.4961.1%3.5%
75Δ5.8052.2%8.8%8.7983.0%3.2%
80Δ5.5848.6%6.5%10.31106.9%2.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.38
IV
166.2%
B/E move
40.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.06
IV
124.3%
B/E move
29.7%

30Δ

Calls
Pseudo strike
8.33
IV
83.6%
B/E move
38.2%
Puts
Pseudo strike
5.33
IV
117.3%
B/E move
26.8%

35Δ

Calls
Pseudo strike
7.73
IV
80.7%
B/E move
29.7%
Puts
Pseudo strike
5.60
IV
110.2%
B/E move
23.9%

40Δ

Calls
Pseudo strike
7.36
IV
77.4%
B/E move
25.0%
Puts
Pseudo strike
5.87
IV
103.2%
B/E move
21.0%

45Δ

Calls
Pseudo strike
7.14
IV
73.8%
B/E move
22.7%
Puts
Pseudo strike
6.14
IV
96.2%
B/E move
18.1%

50Δ

Calls
Pseudo strike
6.92
IV
70.2%
B/E move
20.4%
Puts
Pseudo strike
6.41
IV
89.2%
B/E move
15.2%

55Δ

Calls
Pseudo strike
6.69
IV
66.6%
B/E move
18.1%
Puts
Pseudo strike
6.68
IV
82.1%
B/E move
12.3%

60Δ

Calls
Pseudo strike
6.47
IV
63.0%
B/E move
15.8%
Puts
Pseudo strike
6.95
IV
75.1%
B/E move
9.3%

65Δ

Calls
Pseudo strike
6.25
IV
59.4%
B/E move
13.4%
Puts
Pseudo strike
7.22
IV
68.1%
B/E move
6.4%

70Δ

Calls
Pseudo strike
6.02
IV
55.8%
B/E move
11.1%
Puts
Pseudo strike
7.49
IV
61.1%
B/E move
3.5%

75Δ

Calls
Pseudo strike
5.80
IV
52.2%
B/E move
8.8%
Puts
Pseudo strike
8.79
IV
83.0%
B/E move
3.2%

80Δ

Calls
Pseudo strike
5.58
IV
48.6%
B/E move
6.5%
Puts
Pseudo strike
10.31
IV
106.9%
B/E move
2.9%

Options history

IV · four-Friday blend53.53%
Daily close
ILPT48.1%80.6%113.2%2026-09-14: 108.68%2026-09-18: 64.09%2026-09-21: 69.41%2026-09-22: 52.57%2026-09-24: 57.26%2026-10-27: 60.03%2026-10-28: 53.53%Sep 14Sep 22Oct 28
7 observations2026-09-14 — 2026-10-28
Table
DateIV (%)
108.68%
64.09%
69.41%
52.57%
57.26%
60.03%
53.53%