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Inventrust Properties Corp IVT

REAL ESTATE · REIT - RETAIL
i

Market dataready · fetched 2026-10-23T03:30:09.926Z

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 · 2026-10-22T23:00:00.002225031Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T03:21:32.985986+00:00

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$22.28$25.69$29.09$32.50$35.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive IVT spot · $30.14IVT PRICE$0.51$0.54$0.57$0.59$0.62$0.65$0.68$0.71$1.47$2.97$4.48$5.98$7.49$0.88$1.20$1.53$1.85$2.18$2.54$3.11$3.68$4.26$4.83$5.40$7.01$9.78
PutsExpensive3.86×
CallsExpensive2.47×
SkewBearish+24.81 pp
Implied moveBearish±$3.79
TiltBearish27.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.7075.6%30.1%25.5879.6%18.1%
25Δ37.5467.9%26.3%26.4979.0%16.1%
30Δ36.3860.2%22.6%27.4178.4%14.1%
35Δ35.2252.5%18.8%28.3277.8%12.2%
40Δ34.0644.7%15.1%29.2377.2%10.2%
45Δ32.9037.0%11.3%30.1476.6%8.4%
50Δ31.7529.3%7.6%31.0276.0%7.4%
55Δ30.5921.6%3.8%31.9075.5%6.4%
60Δ29.2625.8%1.9%32.7875.0%5.4%
65Δ27.7642.4%2.0%33.6674.4%4.3%
70Δ26.2659.0%2.0%34.5473.9%3.3%
75Δ24.7675.5%2.0%36.3977.4%2.5%
80Δ23.2692.1%2.0%39.3485.4%1.9%

20Δ

Calls
Pseudo strike
38.70
IV
75.6%
B/E move
30.1%
Puts
Pseudo strike
25.58
IV
79.6%
B/E move
18.1%

25Δ

Calls
Pseudo strike
37.54
IV
67.9%
B/E move
26.3%
Puts
Pseudo strike
26.49
IV
79.0%
B/E move
16.1%

30Δ

Calls
Pseudo strike
36.38
IV
60.2%
B/E move
22.6%
Puts
Pseudo strike
27.41
IV
78.4%
B/E move
14.1%

35Δ

Calls
Pseudo strike
35.22
IV
52.5%
B/E move
18.8%
Puts
Pseudo strike
28.32
IV
77.8%
B/E move
12.2%

40Δ

Calls
Pseudo strike
34.06
IV
44.7%
B/E move
15.1%
Puts
Pseudo strike
29.23
IV
77.2%
B/E move
10.2%

45Δ

Calls
Pseudo strike
32.90
IV
37.0%
B/E move
11.3%
Puts
Pseudo strike
30.14
IV
76.6%
B/E move
8.4%

50Δ

Calls
Pseudo strike
31.75
IV
29.3%
B/E move
7.6%
Puts
Pseudo strike
31.02
IV
76.0%
B/E move
7.4%

55Δ

Calls
Pseudo strike
30.59
IV
21.6%
B/E move
3.8%
Puts
Pseudo strike
31.90
IV
75.5%
B/E move
6.4%

60Δ

Calls
Pseudo strike
29.26
IV
25.8%
B/E move
1.9%
Puts
Pseudo strike
32.78
IV
75.0%
B/E move
5.4%

65Δ

Calls
Pseudo strike
27.76
IV
42.4%
B/E move
2.0%
Puts
Pseudo strike
33.66
IV
74.4%
B/E move
4.3%

70Δ

Calls
Pseudo strike
26.26
IV
59.0%
B/E move
2.0%
Puts
Pseudo strike
34.54
IV
73.9%
B/E move
3.3%

75Δ

Calls
Pseudo strike
24.76
IV
75.5%
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
92.1%
B/E move
2.0%
Puts
Pseudo strike
39.34
IV
85.4%
B/E move
1.9%

Options history

No recorded observations