IntraAlpha
Create free account Start free

LTC Properties, Inc. LTC

REAL ESTATE · REIT - HEALTHCARE FACILITIES
i

Market dataready · fetched 2026-11-11T14:04:52.268Z

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 · 2026-11-11T00:00:00.002359733Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:04:37.349559+00:00

Share price$44.47
1D-0.4%
AH$43.95$44.16$44.36$44.57$44.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLTC
Sold putSold callAH

LTC Properties, Inc. options

Live interpolated LTC call and put midpoint premiums by absolute delta.LTC Properties, Inc.$0.12$1.24$2.36$3.48$4.60$40.67$42.50$44.32$46.14$47.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive LTC spot · $44.47LTC PRICE$0.25$0.32$0.39$0.45$0.52$0.95$1.43$1.90$2.38$2.85$3.32$3.80$4.27$0.24$0.28$0.32$0.36$0.40$0.44$0.48$0.52$0.57$0.61$0.65
Puts——
CallsFair1.03×
Skew——
Implied moveBullish±$1.91
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.7032.1%7.8%40.9143.9%8.5%
25Δ47.0430.7%6.5%41.3240.8%7.7%
30Δ46.3829.4%5.2%41.7237.7%6.9%
35Δ45.7328.0%3.8%42.1334.6%6.1%
40Δ45.0726.7%2.5%42.5331.5%5.3%
45Δ44.5130.4%2.2%42.9428.4%4.4%
50Δ43.9634.8%2.1%43.3425.3%3.6%
55Δ43.4139.1%1.9%43.7522.2%2.8%
60Δ42.8643.4%1.7%44.1519.1%2.0%
65Δ42.3147.7%1.6%44.5616.1%1.2%
70Δ41.7652.1%1.4%44.9613.0%0.3%
75Δ41.2256.4%1.2%
80Δ40.6760.7%1.1%

20Δ

Calls
Pseudo strike
47.70
IV
32.1%
B/E move
7.8%
Puts
Pseudo strike
40.91
IV
43.9%
B/E move
8.5%

25Δ

Calls
Pseudo strike
47.04
IV
30.7%
B/E move
6.5%
Puts
Pseudo strike
41.32
IV
40.8%
B/E move
7.7%

30Δ

Calls
Pseudo strike
46.38
IV
29.4%
B/E move
5.2%
Puts
Pseudo strike
41.72
IV
37.7%
B/E move
6.9%

35Δ

Calls
Pseudo strike
45.73
IV
28.0%
B/E move
3.8%
Puts
Pseudo strike
42.13
IV
34.6%
B/E move
6.1%

40Δ

Calls
Pseudo strike
45.07
IV
26.7%
B/E move
2.5%
Puts
Pseudo strike
42.53
IV
31.5%
B/E move
5.3%

45Δ

Calls
Pseudo strike
44.51
IV
30.4%
B/E move
2.2%
Puts
Pseudo strike
42.94
IV
28.4%
B/E move
4.4%

50Δ

Calls
Pseudo strike
43.96
IV
34.8%
B/E move
2.1%
Puts
Pseudo strike
43.34
IV
25.3%
B/E move
3.6%

55Δ

Calls
Pseudo strike
43.41
IV
39.1%
B/E move
1.9%
Puts
Pseudo strike
43.75
IV
22.2%
B/E move
2.8%

60Δ

Calls
Pseudo strike
42.86
IV
43.4%
B/E move
1.7%
Puts
Pseudo strike
44.15
IV
19.1%
B/E move
2.0%

65Δ

Calls
Pseudo strike
42.31
IV
47.7%
B/E move
1.6%
Puts
Pseudo strike
44.56
IV
16.1%
B/E move
1.2%

70Δ

Calls
Pseudo strike
41.76
IV
52.1%
B/E move
1.4%
Puts
Pseudo strike
44.96
IV
13.0%
B/E move
0.3%

75Δ

Calls
Pseudo strike
41.22
IV
56.4%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
40.67
IV
60.7%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend21.24%
Daily EOD
LTC21.2%21.2%21.3%2026-10-30: 21.24%Oct 30
1 observations2026-10-30 — 2026-10-30
Table
DateIV (%)
21.24%