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One Liberty Properties, Inc. OLP

i

Market datapartial · fetched 2026-11-12T15:07:34.922Z

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: 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 · 2026-11-12T14:41:24.988328622Z

FundamentalsAlpha Vantage · unavailable

Share price$21.40
1D-0.0%
$21.38$21.39$21.40$21.40$21.415:30 AM6:30 AM9:00 AM1:00 PMOLP
Sold putSold call

One Liberty Properties, Inc. options

Live interpolated OLP call and put midpoint premiums by absolute delta.One Liberty Properties, Inc.$1.94$2.30$2.66$3.02$3.37$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEOLP PRICE$1.98$2.12$2.26$2.40$2.63$2.95$3.27
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ22.3686.8%13.8%
55Δ21.6980.1%11.3%
60Δ21.0273.5%8.8%
65Δ20.3566.8%6.3%
70Δ19.7661.8%4.6%
75Δ19.2658.7%3.8%
80Δ18.7655.6%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
22.36
IV
86.8%
B/E move
13.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
21.69
IV
80.1%
B/E move
11.3%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
21.02
IV
73.5%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
20.35
IV
66.8%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
19.76
IV
61.8%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
19.26
IV
58.7%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
18.76
IV
55.6%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend49.24%
Daily EOD
OLP47.3%54.2%61.0%2026-10-19: 55.13%2026-10-20: 49.60%2026-10-22: 60.05%2026-10-23: 48.59%2026-10-26: 50.35%2026-10-27: 48.36%2026-10-28: 48.28%2026-10-29: 53.91%2026-10-30: 49.24%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
55.13%
49.60%
60.05%
48.59%
50.35%
48.36%
48.28%
53.91%
49.24%