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LADDER CAPITAL CORP LADR

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Market datapartial · fetched 2026-10-22T13:42:22.336Z

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 · 2026-10-22T13:42:16.836967668Z

FundamentalsAlpha Vantage · unavailable

Share price$9.14
1D+0.6%
$9.07$9.08$9.09$9.11$9.125:30 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$0.29$2.04$3.79$5.54$7.29$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELADR PRICE$0.48$0.53$0.58$0.63$0.69$0.74$0.79$0.84$0.89$0.95$1.00$2.96$6.78
PutsExpensive3.03×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.79195.8%41.8%
25Δ6.19181.6%38.0%
30Δ6.59167.4%34.2%
35Δ6.99153.2%30.4%
40Δ7.40139.0%26.6%
45Δ7.80124.8%22.7%
50Δ8.20110.6%18.9%
55Δ8.6096.4%15.1%
60Δ9.0082.2%11.3%
65Δ9.4068.0%7.5%
70Δ9.8053.8%3.6%
75Δ11.9276.9%1.9%
80Δ15.71136.3%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.79
IV
195.8%
B/E move
41.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.19
IV
181.6%
B/E move
38.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.59
IV
167.4%
B/E move
34.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.99
IV
153.2%
B/E move
30.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.40
IV
139.0%
B/E move
26.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.80
IV
124.8%
B/E move
22.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.20
IV
110.6%
B/E move
18.9%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.60
IV
96.4%
B/E move
15.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.00
IV
82.2%
B/E move
11.3%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.40
IV
68.0%
B/E move
7.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.80
IV
53.8%
B/E move
3.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.92
IV
76.9%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.71
IV
136.3%
B/E move
2.2%

Options history

No recorded observations