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InvenTrust Properties Corp. IVT

REAL ESTATE · REIT - RETAIL
i

Market dataready · fetched 2026-11-11T14:06:51.392Z

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 · 2026-11-11T00:00:00.002260471Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:06:49.841911+00:00

Share price$32.09
1D+0.8%
AH$31.46$31.64$31.83$32.01$32.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMIVT
Sold putSold callAH

InvenTrust Properties Corp. options

Live interpolated IVT call and put midpoint premiums by absolute delta.InvenTrust Properties Corp.$0.90$3.24$5.58$7.92$10.25$24.84$27.32$29.81$32.30$34.7820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive IVT spot · $32.09IVT PRICE$2.15$2.16$2.20$2.23$2.27$2.30$2.34$2.37$2.41$2.45$1.16$1.50$1.84$2.16$2.29$2.41$2.54$2.66$2.78$2.91$3.03$3.16$9.58
PutsExpensive3.27×
Calls——
Skew——
Implied moveBearish±$4.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.58128.4%17.7%
25Δ28.41138.4%16.1%
30Δ44.48273.2%45.3%29.25148.3%14.6%
35Δ39.69221.7%30.4%30.05156.3%13.1%
40Δ38.59203.0%27.1%30.62145.8%11.7%
45Δ37.49184.3%23.8%31.19135.3%10.3%
50Δ36.39165.6%20.5%31.75124.8%9.0%
55Δ35.29146.9%17.1%32.32114.3%7.6%
60Δ34.19128.2%13.8%32.88103.8%6.2%
65Δ33.09109.5%10.5%33.4593.3%4.8%
70Δ31.9990.8%7.2%34.0182.8%3.5%
75Δ30.8972.1%3.9%34.5872.3%2.1%
80Δ40.92154.2%2.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.58
IV
128.4%
B/E move
17.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.41
IV
138.4%
B/E move
16.1%

30Δ

Calls
Pseudo strike
44.48
IV
273.2%
B/E move
45.3%
Puts
Pseudo strike
29.25
IV
148.3%
B/E move
14.6%

35Δ

Calls
Pseudo strike
39.69
IV
221.7%
B/E move
30.4%
Puts
Pseudo strike
30.05
IV
156.3%
B/E move
13.1%

40Δ

Calls
Pseudo strike
38.59
IV
203.0%
B/E move
27.1%
Puts
Pseudo strike
30.62
IV
145.8%
B/E move
11.7%

45Δ

Calls
Pseudo strike
37.49
IV
184.3%
B/E move
23.8%
Puts
Pseudo strike
31.19
IV
135.3%
B/E move
10.3%

50Δ

Calls
Pseudo strike
36.39
IV
165.6%
B/E move
20.5%
Puts
Pseudo strike
31.75
IV
124.8%
B/E move
9.0%

55Δ

Calls
Pseudo strike
35.29
IV
146.9%
B/E move
17.1%
Puts
Pseudo strike
32.32
IV
114.3%
B/E move
7.6%

60Δ

Calls
Pseudo strike
34.19
IV
128.2%
B/E move
13.8%
Puts
Pseudo strike
32.88
IV
103.8%
B/E move
6.2%

65Δ

Calls
Pseudo strike
33.09
IV
109.5%
B/E move
10.5%
Puts
Pseudo strike
33.45
IV
93.3%
B/E move
4.8%

70Δ

Calls
Pseudo strike
31.99
IV
90.8%
B/E move
7.2%
Puts
Pseudo strike
34.01
IV
82.8%
B/E move
3.5%

75Δ

Calls
Pseudo strike
30.89
IV
72.1%
B/E move
3.9%
Puts
Pseudo strike
34.58
IV
72.3%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.92
IV
154.2%
B/E move
2.3%

Options history

IV · four-Friday blend48.67%
Daily close
IVT21.9%41.8%61.7%2026-09-18: 36.35%2026-09-22: 53.78%2026-09-23: 53.71%2026-09-24: 48.76%2026-09-25: 51.44%2026-09-29: 52.61%2026-10-01: 49.04%2026-10-06: 55.05%2026-10-07: 56.96%2026-10-08: 54.42%2026-10-09: 58.94%2026-10-12: 52.48%2026-10-16: 40.09%2026-10-19: 24.67%2026-10-20: 32.51%2026-10-21: 44.06%2026-10-22: 40.50%2026-10-23: 40.03%2026-10-27: 55.41%2026-10-29: 43.37%2026-10-30: 48.67%Sep 18Oct 9Oct 30
21 observations2026-09-18 — 2026-10-30
Table
DateIV (%)
36.35%
53.78%
53.71%
48.76%
51.44%
52.61%
49.04%
55.05%
56.96%
54.42%
58.94%
52.48%
40.09%
24.67%
32.51%
44.06%
40.50%
40.03%
55.41%
43.37%
48.67%