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InvenTrust Properties Corp. IVT

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Market datapartial · fetched 2026-10-22T21:21:23.634Z

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 · 2026-10-22T20:10:00.001997591Z

FundamentalsAlpha Vantage · unavailable

Share price$30.14
1D+1.7%
AH$29.59$29.75$29.90$30.05$30.205:30 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.$0.23$2.80$5.38$7.95$10.53$22.27$25.68$29.09$32.49$35.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IVT spot · $30.14IVT PRICE$0.51$0.54$0.57$0.59$0.62$0.65$0.68$0.71$1.46$2.96$4.47$5.98$7.48$0.88$1.21$1.53$1.85$2.18$2.54$3.11$3.68$4.26$4.83$5.40$7.01$9.78
PutsExpensive3.87×
CallsExpensive2.47×
SkewBearish+24.86 pp
Implied moveBearish±$3.79
TiltBearish27.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.7075.3%30.1%25.5879.3%18.1%
25Δ37.5467.6%26.3%26.4978.7%16.1%
30Δ36.3859.9%22.6%27.4178.1%14.1%
35Δ35.2352.2%18.8%28.3277.5%12.2%
40Δ34.0744.6%15.1%29.2376.9%10.2%
45Δ32.9136.9%11.4%30.1476.3%8.4%
50Δ31.7529.2%7.6%31.0275.8%7.4%
55Δ30.5921.5%3.9%31.9075.3%6.4%
60Δ29.2725.6%1.9%32.7874.8%5.4%
65Δ27.7742.1%2.0%33.6674.3%4.3%
70Δ26.2658.6%2.0%34.5473.8%3.3%
75Δ24.7675.1%2.0%36.3977.4%2.5%
80Δ23.2691.6%2.0%39.3485.4%1.9%

20Δ

Calls
Pseudo strike
38.70
IV
75.3%
B/E move
30.1%
Puts
Pseudo strike
25.58
IV
79.3%
B/E move
18.1%

25Δ

Calls
Pseudo strike
37.54
IV
67.6%
B/E move
26.3%
Puts
Pseudo strike
26.49
IV
78.7%
B/E move
16.1%

30Δ

Calls
Pseudo strike
36.38
IV
59.9%
B/E move
22.6%
Puts
Pseudo strike
27.41
IV
78.1%
B/E move
14.1%

35Δ

Calls
Pseudo strike
35.23
IV
52.2%
B/E move
18.8%
Puts
Pseudo strike
28.32
IV
77.5%
B/E move
12.2%

40Δ

Calls
Pseudo strike
34.07
IV
44.6%
B/E move
15.1%
Puts
Pseudo strike
29.23
IV
76.9%
B/E move
10.2%

45Δ

Calls
Pseudo strike
32.91
IV
36.9%
B/E move
11.4%
Puts
Pseudo strike
30.14
IV
76.3%
B/E move
8.4%

50Δ

Calls
Pseudo strike
31.75
IV
29.2%
B/E move
7.6%
Puts
Pseudo strike
31.02
IV
75.8%
B/E move
7.4%

55Δ

Calls
Pseudo strike
30.59
IV
21.5%
B/E move
3.9%
Puts
Pseudo strike
31.90
IV
75.3%
B/E move
6.4%

60Δ

Calls
Pseudo strike
29.27
IV
25.6%
B/E move
1.9%
Puts
Pseudo strike
32.78
IV
74.8%
B/E move
5.4%

65Δ

Calls
Pseudo strike
27.77
IV
42.1%
B/E move
2.0%
Puts
Pseudo strike
33.66
IV
74.3%
B/E move
4.3%

70Δ

Calls
Pseudo strike
26.26
IV
58.6%
B/E move
2.0%
Puts
Pseudo strike
34.54
IV
73.8%
B/E move
3.3%

75Δ

Calls
Pseudo strike
24.76
IV
75.1%
B/E move
2.0%
Puts
Pseudo strike
36.39
IV
77.4%
B/E move
2.5%

80Δ

Calls
Pseudo strike
23.26
IV
91.6%
B/E move
2.0%
Puts
Pseudo strike
39.34
IV
85.4%
B/E move
1.9%

Options history

No recorded observations