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Invitation Homes Inc. Common Stock INVH

REAL ESTATE · REIT - RESIDENTIAL
i

Market dataready · fetched 2026-11-13T02:23:15.317Z

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: 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 · 2026-11-13T00:00:00.002418619Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:21:51.387833+00:00

Share price$26.65
1D-1.3%
AH$26.58$26.68$26.78$26.88$26.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMINVH
Sold putSold callAH

Invitation Homes Inc. Common Stock options

Live interpolated INVH call and put midpoint premiums by absolute delta.Invitation Homes Inc. Common Stock$0.11$0.92$1.74$2.55$3.37$24.68$25.84$27.01$28.18$29.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive INVH spot · $26.65INVH PRICE$0.23$0.29$0.35$0.44$0.64$0.85$1.06$1.27$1.47$1.68$1.89$2.09$3.13$0.20$0.26$0.32$0.39$0.45$0.52$0.58$0.65$0.71$0.78$0.84$0.91
Puts——
CallsExpensive1.93×
Skew——
Implied moveBullish±$1.64
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.6645.4%8.4%25.3435.1%5.6%
25Δ28.2545.7%7.1%25.5334.3%5.2%
30Δ27.8446.1%5.8%25.7133.5%4.7%
35Δ27.4446.9%4.6%25.9032.7%4.3%
40Δ27.1449.7%4.3%26.0831.9%3.8%
45Δ26.8452.6%3.9%26.2731.1%3.4%
50Δ26.5355.4%3.5%26.4530.3%2.9%
55Δ26.2358.2%3.2%26.6429.5%2.5%
60Δ25.9261.1%2.8%26.8228.7%2.0%
65Δ25.6263.9%2.4%27.0127.9%1.6%
70Δ25.3166.7%2.1%27.1927.1%1.1%
75Δ25.0169.6%1.7%27.3826.3%0.7%
80Δ23.9388.3%1.5%

20Δ

Calls
Pseudo strike
28.66
IV
45.4%
B/E move
8.4%
Puts
Pseudo strike
25.34
IV
35.1%
B/E move
5.6%

25Δ

Calls
Pseudo strike
28.25
IV
45.7%
B/E move
7.1%
Puts
Pseudo strike
25.53
IV
34.3%
B/E move
5.2%

30Δ

Calls
Pseudo strike
27.84
IV
46.1%
B/E move
5.8%
Puts
Pseudo strike
25.71
IV
33.5%
B/E move
4.7%

35Δ

Calls
Pseudo strike
27.44
IV
46.9%
B/E move
4.6%
Puts
Pseudo strike
25.90
IV
32.7%
B/E move
4.3%

40Δ

Calls
Pseudo strike
27.14
IV
49.7%
B/E move
4.3%
Puts
Pseudo strike
26.08
IV
31.9%
B/E move
3.8%

45Δ

Calls
Pseudo strike
26.84
IV
52.6%
B/E move
3.9%
Puts
Pseudo strike
26.27
IV
31.1%
B/E move
3.4%

50Δ

Calls
Pseudo strike
26.53
IV
55.4%
B/E move
3.5%
Puts
Pseudo strike
26.45
IV
30.3%
B/E move
2.9%

55Δ

Calls
Pseudo strike
26.23
IV
58.2%
B/E move
3.2%
Puts
Pseudo strike
26.64
IV
29.5%
B/E move
2.5%

60Δ

Calls
Pseudo strike
25.92
IV
61.1%
B/E move
2.8%
Puts
Pseudo strike
26.82
IV
28.7%
B/E move
2.0%

65Δ

Calls
Pseudo strike
25.62
IV
63.9%
B/E move
2.4%
Puts
Pseudo strike
27.01
IV
27.9%
B/E move
1.6%

70Δ

Calls
Pseudo strike
25.31
IV
66.7%
B/E move
2.1%
Puts
Pseudo strike
27.19
IV
27.1%
B/E move
1.1%

75Δ

Calls
Pseudo strike
25.01
IV
69.6%
B/E move
1.7%
Puts
Pseudo strike
27.38
IV
26.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
23.93
IV
88.3%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend25.09%
Daily close
INVH22.9%28.2%33.5%2026-09-11: 27.00%2026-09-14: 31.42%2026-09-15: 32.73%2026-09-18: 24.95%2026-09-21: 23.63%2026-10-16: 27.04%2026-10-19: 25.65%2026-10-20: 28.49%2026-10-21: 24.94%2026-10-22: 23.87%2026-10-23: 25.39%2026-10-26: 28.16%2026-10-27: 25.09%Sep 11Oct 19Oct 27
13 observations2026-09-11 — 2026-10-27
Table
DateIV (%)
27.00%
31.42%
32.73%
24.95%
23.63%
27.04%
25.65%
28.49%
24.94%
23.87%
25.39%
28.16%
25.09%