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Invitation Homes Inc INVH

REAL ESTATE · REIT - RESIDENTIAL
i

Market dataready · fetched 2026-10-22T21:54:08.552Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:34:59.810133475Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:54:06.974042+00:00

Share price$27.53
1D+2.7%
AH$26.75$26.97$27.20$27.42$27.645:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINVH
Sold putSold callAH

Invitation Homes Inc options

Live interpolated INVH call and put midpoint premiums by absolute delta.Invitation Homes Inc$0.05$2.28$4.51$6.74$8.96$23.75$25.58$27.41$29.24$31.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive INVH spot · $27.53INVH PRICE$0.44$0.50$0.55$0.61$0.67$0.72$0.78$0.88$1.09$1.31$1.53$1.75$1.96$0.29$0.37$0.46$0.54$0.62$0.70$1.07$1.53$1.99$2.45$2.91$5.21$8.32
PutsExpensive1.61×
CallsExpensive1.38×
SkewBearish+3.22 pp
Implied moveBearish±$1.85
TiltBearish34.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.9265.1%24.8%25.5231.3%8.4%
25Δ32.9759.2%21.6%25.9030.1%7.3%
30Δ32.0253.2%18.3%26.2729.0%6.2%
35Δ31.0747.2%15.1%26.6527.9%5.1%
40Δ30.1241.3%11.8%27.0326.7%4.1%
45Δ29.1735.3%8.6%27.4125.6%3.0%
50Δ28.2229.3%5.3%27.8828.6%2.6%
55Δ27.4224.7%2.8%28.3833.1%2.5%
60Δ27.1124.4%2.5%28.8937.5%2.3%
65Δ26.8024.1%2.1%29.3942.0%2.1%
70Δ26.4923.8%1.8%29.9046.4%2.0%
75Δ26.1823.5%1.5%32.1268.5%2.2%
80Δ25.8723.2%1.1%35.2789.5%2.1%

20Δ

Calls
Pseudo strike
33.92
IV
65.1%
B/E move
24.8%
Puts
Pseudo strike
25.52
IV
31.3%
B/E move
8.4%

25Δ

Calls
Pseudo strike
32.97
IV
59.2%
B/E move
21.6%
Puts
Pseudo strike
25.90
IV
30.1%
B/E move
7.3%

30Δ

Calls
Pseudo strike
32.02
IV
53.2%
B/E move
18.3%
Puts
Pseudo strike
26.27
IV
29.0%
B/E move
6.2%

35Δ

Calls
Pseudo strike
31.07
IV
47.2%
B/E move
15.1%
Puts
Pseudo strike
26.65
IV
27.9%
B/E move
5.1%

40Δ

Calls
Pseudo strike
30.12
IV
41.3%
B/E move
11.8%
Puts
Pseudo strike
27.03
IV
26.7%
B/E move
4.1%

45Δ

Calls
Pseudo strike
29.17
IV
35.3%
B/E move
8.6%
Puts
Pseudo strike
27.41
IV
25.6%
B/E move
3.0%

50Δ

Calls
Pseudo strike
28.22
IV
29.3%
B/E move
5.3%
Puts
Pseudo strike
27.88
IV
28.6%
B/E move
2.6%

55Δ

Calls
Pseudo strike
27.42
IV
24.7%
B/E move
2.8%
Puts
Pseudo strike
28.38
IV
33.1%
B/E move
2.5%

60Δ

Calls
Pseudo strike
27.11
IV
24.4%
B/E move
2.5%
Puts
Pseudo strike
28.89
IV
37.5%
B/E move
2.3%

65Δ

Calls
Pseudo strike
26.80
IV
24.1%
B/E move
2.1%
Puts
Pseudo strike
29.39
IV
42.0%
B/E move
2.1%

70Δ

Calls
Pseudo strike
26.49
IV
23.8%
B/E move
1.8%
Puts
Pseudo strike
29.90
IV
46.4%
B/E move
2.0%

75Δ

Calls
Pseudo strike
26.18
IV
23.5%
B/E move
1.5%
Puts
Pseudo strike
32.12
IV
68.5%
B/E move
2.2%

80Δ

Calls
Pseudo strike
25.87
IV
23.2%
B/E move
1.1%
Puts
Pseudo strike
35.27
IV
89.5%
B/E move
2.1%

Options history

No recorded observations