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LADDER CAPITAL CORP LADR

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Market datapartial · fetched 2026-10-22T08:03:14.264Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-21T23:00:00.003613686Z

FundamentalsAlpha Vantage · unavailable

Share price$8.96
1D-1.4%
AH$8.92$8.97$9.01$9.06$9.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLADR
Sold putSold callAH

LADDER CAPITAL CORP options

Live interpolated LADR call and put midpoint premiums by absolute delta.LADDER CAPITAL CORP$0.32$0.66$0.99$1.33$1.66$6.64$7.86$9.09$10.31$11.5420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LADR spot · $8.96LADR PRICE$0.38$0.37$0.36$0.39$0.52$0.65$0.78$0.91$1.04$1.17$1.31$1.44$1.57$0.38$0.41$0.46$0.51$0.56$0.61$0.65$0.70$0.75$0.80$0.85$0.90$0.95
PutsExpensive1.54×
CallsExpensive1.68×
SkewBullish-7.11 pp
Implied moveBullish±$1.44
TiltBullish12.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.81115.9%69.5%7.1286.1%24.7%
25Δ12.1184.4%39.3%7.6270.6%19.4%
30Δ10.8663.6%25.3%7.8166.7%17.9%
35Δ9.9249.3%15.1%8.0062.8%16.3%
40Δ9.6849.6%13.8%8.2059.0%14.7%
45Δ9.4349.9%12.5%8.3955.1%13.2%
50Δ9.1850.1%11.2%8.5851.2%11.6%
55Δ8.9450.4%9.9%8.7747.3%10.0%
60Δ8.6950.7%8.6%8.9643.4%8.5%
65Δ8.4450.9%7.4%9.1539.5%6.9%
70Δ8.2051.2%6.1%9.3435.6%5.3%
75Δ7.9551.4%4.8%9.5331.7%3.8%
80Δ7.7051.7%3.5%9.7227.8%2.2%

20Δ

Calls
Pseudo strike
14.81
IV
115.9%
B/E move
69.5%
Puts
Pseudo strike
7.12
IV
86.1%
B/E move
24.7%

25Δ

Calls
Pseudo strike
12.11
IV
84.4%
B/E move
39.3%
Puts
Pseudo strike
7.62
IV
70.6%
B/E move
19.4%

30Δ

Calls
Pseudo strike
10.86
IV
63.6%
B/E move
25.3%
Puts
Pseudo strike
7.81
IV
66.7%
B/E move
17.9%

35Δ

Calls
Pseudo strike
9.92
IV
49.3%
B/E move
15.1%
Puts
Pseudo strike
8.00
IV
62.8%
B/E move
16.3%

40Δ

Calls
Pseudo strike
9.68
IV
49.6%
B/E move
13.8%
Puts
Pseudo strike
8.20
IV
59.0%
B/E move
14.7%

45Δ

Calls
Pseudo strike
9.43
IV
49.9%
B/E move
12.5%
Puts
Pseudo strike
8.39
IV
55.1%
B/E move
13.2%

50Δ

Calls
Pseudo strike
9.18
IV
50.1%
B/E move
11.2%
Puts
Pseudo strike
8.58
IV
51.2%
B/E move
11.6%

55Δ

Calls
Pseudo strike
8.94
IV
50.4%
B/E move
9.9%
Puts
Pseudo strike
8.77
IV
47.3%
B/E move
10.0%

60Δ

Calls
Pseudo strike
8.69
IV
50.7%
B/E move
8.6%
Puts
Pseudo strike
8.96
IV
43.4%
B/E move
8.5%

65Δ

Calls
Pseudo strike
8.44
IV
50.9%
B/E move
7.4%
Puts
Pseudo strike
9.15
IV
39.5%
B/E move
6.9%

70Δ

Calls
Pseudo strike
8.20
IV
51.2%
B/E move
6.1%
Puts
Pseudo strike
9.34
IV
35.6%
B/E move
5.3%

75Δ

Calls
Pseudo strike
7.95
IV
51.4%
B/E move
4.8%
Puts
Pseudo strike
9.53
IV
31.7%
B/E move
3.8%

80Δ

Calls
Pseudo strike
7.70
IV
51.7%
B/E move
3.5%
Puts
Pseudo strike
9.72
IV
27.8%
B/E move
2.2%

Options history

No recorded observations