IntraAlpha
Create free account Start free

Summit Hotel Properties, Inc. INN

REAL ESTATE · REIT - HOTEL & MOTEL
i

Market dataready · fetched 2026-11-12T17:27:29.759Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T17:27:16.965902576Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T17:22:11.754959+00:00

Share price$7.25
1D-1.6%
$7.19$7.24$7.29$7.33$7.385:30 AM6:30 AM9:00 AM1:00 PMINN
Sold putSold call

Summit Hotel Properties, Inc. options

Live interpolated INN call and put midpoint premiums by absolute delta.Summit Hotel Properties, Inc.$0.06$0.72$1.38$2.04$2.70$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ 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 PRICEINN PRICE$0.13$0.15$0.18$0.20$0.40$0.44$0.47$0.50$0.54$0.57$0.60$0.75$1.10$1.45$1.80$2.15$2.51
PutsExpensive1.30×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.29145.2%32.6%
25Δ8.6848.4%21.5%5.62131.7%28.5%
30Δ8.2943.2%16.5%5.95118.2%24.4%
35Δ7.9137.9%11.5%6.28104.7%20.3%
40Δ7.5232.6%6.5%6.6291.2%16.1%
45Δ6.9577.6%12.0%
50Δ7.2864.1%7.9%
55Δ7.6456.9%5.0%
60Δ8.0361.9%4.4%
65Δ8.4366.9%3.8%
70Δ8.8271.8%3.2%
75Δ9.2276.8%2.6%
80Δ9.6181.8%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.29
IV
145.2%
B/E move
32.6%

25Δ

Calls
Pseudo strike
8.68
IV
48.4%
B/E move
21.5%
Puts
Pseudo strike
5.62
IV
131.7%
B/E move
28.5%

30Δ

Calls
Pseudo strike
8.29
IV
43.2%
B/E move
16.5%
Puts
Pseudo strike
5.95
IV
118.2%
B/E move
24.4%

35Δ

Calls
Pseudo strike
7.91
IV
37.9%
B/E move
11.5%
Puts
Pseudo strike
6.28
IV
104.7%
B/E move
20.3%

40Δ

Calls
Pseudo strike
7.52
IV
32.6%
B/E move
6.5%
Puts
Pseudo strike
6.62
IV
91.2%
B/E move
16.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.95
IV
77.6%
B/E move
12.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.28
IV
64.1%
B/E move
7.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.64
IV
56.9%
B/E move
5.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.03
IV
61.9%
B/E move
4.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.43
IV
66.9%
B/E move
3.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.82
IV
71.8%
B/E move
3.2%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.22
IV
76.8%
B/E move
2.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.61
IV
81.8%
B/E move
2.0%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations