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One Liberty Properties, Inc. OLP

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Market datapartial · fetched 2026-10-23T03:14:18.997Z

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 · 2026-10-22T23:00:00.002147187Z

FundamentalsAlpha Vantage · unavailable

Share price$22.37
1D+2.1%
AH$21.86$22.03$22.20$22.37$22.545:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOLP
Sold putSold callAH

One Liberty Properties, Inc. options

Live interpolated OLP call and put midpoint premiums by absolute delta.One Liberty Properties, Inc.$0.33$2.23$4.12$6.02$7.92$14.91$17.83$20.75$23.68$26.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OLP spot · $22.37OLP PRICE$2.24$1.41$0.60$0.82$1.03$1.24$1.45$1.66$1.87$2.45$2.45$2.45$2.08$1.56$1.05$0.53$1.16$2.18$3.20$4.52$5.95$7.37
PutsExpensive3.52×
CallsExpensive1.78×
SkewBearish+51.52 pp
Implied moveBullish±$1.14
TiltBearish50.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.68253.8%40.8%
25Δ17.96195.4%30.7%
30Δ19.55160.4%23.5%
35Δ20.45126.1%17.9%
40Δ29.16169.7%40.4%21.0892.0%12.8%
45Δ25.7996.5%21.6%21.7157.9%7.7%
50Δ22.4925.0%3.3%22.3423.8%2.5%
55Δ22.2125.2%2.9%23.1129.2%1.8%
60Δ21.9325.4%2.6%23.9548.5%2.7%
65Δ21.6525.5%2.3%24.7867.9%3.5%
70Δ21.3725.7%2.0%26.1478.4%3.3%
75Δ21.0825.9%1.7%27.7085.8%2.8%
80Δ20.8026.1%1.4%29.2693.1%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.68
IV
253.8%
B/E move
40.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.96
IV
195.4%
B/E move
30.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.55
IV
160.4%
B/E move
23.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.45
IV
126.1%
B/E move
17.9%

40Δ

Calls
Pseudo strike
29.16
IV
169.7%
B/E move
40.4%
Puts
Pseudo strike
21.08
IV
92.0%
B/E move
12.8%

45Δ

Calls
Pseudo strike
25.79
IV
96.5%
B/E move
21.6%
Puts
Pseudo strike
21.71
IV
57.9%
B/E move
7.7%

50Δ

Calls
Pseudo strike
22.49
IV
25.0%
B/E move
3.3%
Puts
Pseudo strike
22.34
IV
23.8%
B/E move
2.5%

55Δ

Calls
Pseudo strike
22.21
IV
25.2%
B/E move
2.9%
Puts
Pseudo strike
23.11
IV
29.2%
B/E move
1.8%

60Δ

Calls
Pseudo strike
21.93
IV
25.4%
B/E move
2.6%
Puts
Pseudo strike
23.95
IV
48.5%
B/E move
2.7%

65Δ

Calls
Pseudo strike
21.65
IV
25.5%
B/E move
2.3%
Puts
Pseudo strike
24.78
IV
67.9%
B/E move
3.5%

70Δ

Calls
Pseudo strike
21.37
IV
25.7%
B/E move
2.0%
Puts
Pseudo strike
26.14
IV
78.4%
B/E move
3.3%

75Δ

Calls
Pseudo strike
21.08
IV
25.9%
B/E move
1.7%
Puts
Pseudo strike
27.70
IV
85.8%
B/E move
2.8%

80Δ

Calls
Pseudo strike
20.80
IV
26.1%
B/E move
1.4%
Puts
Pseudo strike
29.26
IV
93.1%
B/E move
2.2%

Options history

No recorded observations