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Inventrust Properties Corp IVT

REAL ESTATE · REIT - RETAIL
i

Market dataready · fetched 2026-10-22T12:39:03.188Z

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 · 2026-10-21T23:00:00.003261885Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T12:39:00.430040+00:00

Share price$29.39
1D-1.8%
AH$29.34$29.50$29.66$29.81$29.975:30 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$1.18$2.29$3.40$4.51$5.62$18.24$23.58$28.92$34.26$39.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IVT spot · $29.39IVT PRICE$2.45$2.45$2.45$2.45$2.79$3.29$3.80$4.30$4.80$5.30$2.45$2.45$2.33$2.12$1.92$1.71$1.50$1.30
PutsExpensive5.56×
CallsExpensive4.96×
SkewBearish+11.33 pp
Implied moveBullish±$3.95
TiltBullish36.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.84213.0%37.4%
25Δ23.80162.6%27.4%
30Δ25.50130.8%21.2%
35Δ39.35159.6%42.2%26.34111.6%17.6%
40Δ36.54135.8%32.6%27.1892.5%14.0%
45Δ33.72112.0%23.1%28.0273.3%10.5%
50Δ30.9088.1%13.5%28.8754.2%6.9%
55Δ29.4080.5%9.5%29.7135.1%3.3%
60Δ28.5280.5%8.2%
65Δ27.6480.4%7.0%
70Δ26.7680.4%5.7%
75Δ25.8880.4%4.4%
80Δ25.0080.4%3.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.84
IV
213.0%
B/E move
37.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.80
IV
162.6%
B/E move
27.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.50
IV
130.8%
B/E move
21.2%

35Δ

Calls
Pseudo strike
39.35
IV
159.6%
B/E move
42.2%
Puts
Pseudo strike
26.34
IV
111.6%
B/E move
17.6%

40Δ

Calls
Pseudo strike
36.54
IV
135.8%
B/E move
32.6%
Puts
Pseudo strike
27.18
IV
92.5%
B/E move
14.0%

45Δ

Calls
Pseudo strike
33.72
IV
112.0%
B/E move
23.1%
Puts
Pseudo strike
28.02
IV
73.3%
B/E move
10.5%

50Δ

Calls
Pseudo strike
30.90
IV
88.1%
B/E move
13.5%
Puts
Pseudo strike
28.87
IV
54.2%
B/E move
6.9%

55Δ

Calls
Pseudo strike
29.40
IV
80.5%
B/E move
9.5%
Puts
Pseudo strike
29.71
IV
35.1%
B/E move
3.3%

60Δ

Calls
Pseudo strike
28.52
IV
80.5%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
27.64
IV
80.4%
B/E move
7.0%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
26.76
IV
80.4%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
25.88
IV
80.4%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
25.00
IV
80.4%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations