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LADDER CAPITAL CORP LADR

i

Market datapartial · fetched 2026-11-11T14:33:59.500Z

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 · 2026-11-11T14:32:53.971559217Z

FundamentalsAlpha Vantage · unavailable

Share price$8.81
1D-0.5%
$8.81$8.82$8.83$8.84$8.865:30 AM6:30 AM9:00 AM1:00 PMLADR
Sold putSold call

LADDER CAPITAL CORP options

Live interpolated LADR call and put midpoint premiums by absolute delta.LADDER CAPITAL CORP$0.34$1.02$1.70$2.38$3.06$6.65$7.42$8.18$8.95$9.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive LADR spot · $8.81LADR PRICE$0.46$0.58$0.70$0.83$0.95$1.08$1.20$1.32$1.45$1.57$1.70$0.42$0.55$0.69$0.83$0.97$1.11$1.25$1.39$1.53$1.69$2.08$2.47$2.86
PutsExpensive3.00×
Calls——
Skew——
Implied moveBearish±$2.32
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.1090.0%12.8%
25Δ9.3785.9%11.5%8.3298.0%11.9%
30Δ9.1895.2%10.8%8.53106.0%11.1%
35Δ9.00104.5%10.2%8.74114.0%10.2%
40Δ8.82113.8%9.5%8.96122.0%9.4%
45Δ8.64123.2%8.8%9.17130.0%8.5%
50Δ8.45132.5%8.2%9.38137.9%7.7%
55Δ8.27141.8%7.5%9.60145.9%6.8%
60Δ8.09151.1%6.9%9.81153.9%6.0%
65Δ7.91160.4%6.2%10.05160.8%5.1%
70Δ7.72169.8%5.5%10.51158.3%4.3%
75Δ7.54179.1%4.9%10.98155.7%3.4%
80Δ11.44153.2%2.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.10
IV
90.0%
B/E move
12.8%

25Δ

Calls
Pseudo strike
9.37
IV
85.9%
B/E move
11.5%
Puts
Pseudo strike
8.32
IV
98.0%
B/E move
11.9%

30Δ

Calls
Pseudo strike
9.18
IV
95.2%
B/E move
10.8%
Puts
Pseudo strike
8.53
IV
106.0%
B/E move
11.1%

35Δ

Calls
Pseudo strike
9.00
IV
104.5%
B/E move
10.2%
Puts
Pseudo strike
8.74
IV
114.0%
B/E move
10.2%

40Δ

Calls
Pseudo strike
8.82
IV
113.8%
B/E move
9.5%
Puts
Pseudo strike
8.96
IV
122.0%
B/E move
9.4%

45Δ

Calls
Pseudo strike
8.64
IV
123.2%
B/E move
8.8%
Puts
Pseudo strike
9.17
IV
130.0%
B/E move
8.5%

50Δ

Calls
Pseudo strike
8.45
IV
132.5%
B/E move
8.2%
Puts
Pseudo strike
9.38
IV
137.9%
B/E move
7.7%

55Δ

Calls
Pseudo strike
8.27
IV
141.8%
B/E move
7.5%
Puts
Pseudo strike
9.60
IV
145.9%
B/E move
6.8%

60Δ

Calls
Pseudo strike
8.09
IV
151.1%
B/E move
6.9%
Puts
Pseudo strike
9.81
IV
153.9%
B/E move
6.0%

65Δ

Calls
Pseudo strike
7.91
IV
160.4%
B/E move
6.2%
Puts
Pseudo strike
10.05
IV
160.8%
B/E move
5.1%

70Δ

Calls
Pseudo strike
7.72
IV
169.8%
B/E move
5.5%
Puts
Pseudo strike
10.51
IV
158.3%
B/E move
4.3%

75Δ

Calls
Pseudo strike
7.54
IV
179.1%
B/E move
4.9%
Puts
Pseudo strike
10.98
IV
155.7%
B/E move
3.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.44
IV
153.2%
B/E move
2.6%

Options history

IV · four-Friday blend28.82%
Daily close
LADR24.8%28.8%32.8%2026-08-14: 32.27%2026-08-21: 28.73%2026-08-24: 30.71%2026-08-25: 25.39%2026-08-26: 28.82%Aug 14Aug 24Aug 26
5 observations2026-08-14 — 2026-08-26
Table
DateIV (%)
32.27%
28.73%
30.71%
25.39%
28.82%