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One Liberty Properties Inc OLP

REAL ESTATE · REIT - DIVERSIFIED
i

Market dataready · fetched 2026-10-23T04:07:23.450Z

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 · ready · quarter 2026-06-30 · fetched 2026-10-23T04:07:23.077118+00:00

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$2.22$4.11$6.01$7.90$14.87$17.81$20.75$23.69$26.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OLP spot · $22.37OLP PRICE$2.24$1.41$0.61$0.82$1.03$1.24$1.46$1.67$1.88$2.45$2.45$2.45$2.08$1.56$1.05$0.54$1.15$2.17$3.19$4.51$5.93$7.35
PutsExpensive3.53×
CallsExpensive1.79×
SkewBearish+51.57 pp
Implied moveBullish±$1.14
TiltBearish49.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.68254.0%40.8%
25Δ17.96195.5%30.7%
30Δ19.55160.5%23.5%
35Δ20.45126.2%17.9%
40Δ29.15169.7%40.3%21.0892.1%12.8%
45Δ25.7796.4%21.5%21.7158.0%7.7%
50Δ22.4925.5%3.3%22.3423.9%2.5%
55Δ22.2125.7%2.9%23.1129.5%1.8%
60Δ21.9225.9%2.6%23.9449.1%2.7%
65Δ21.6426.1%2.3%24.7768.8%3.5%
70Δ21.3626.3%2.0%26.1379.6%3.3%
75Δ21.0826.5%1.7%27.6887.1%2.8%
80Δ20.7926.8%1.4%29.2494.5%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.68
IV
254.0%
B/E move
40.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.96
IV
195.5%
B/E move
30.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.55
IV
160.5%
B/E move
23.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.45
IV
126.2%
B/E move
17.9%

40Δ

Calls
Pseudo strike
29.15
IV
169.7%
B/E move
40.3%
Puts
Pseudo strike
21.08
IV
92.1%
B/E move
12.8%

45Δ

Calls
Pseudo strike
25.77
IV
96.4%
B/E move
21.5%
Puts
Pseudo strike
21.71
IV
58.0%
B/E move
7.7%

50Δ

Calls
Pseudo strike
22.49
IV
25.5%
B/E move
3.3%
Puts
Pseudo strike
22.34
IV
23.9%
B/E move
2.5%

55Δ

Calls
Pseudo strike
22.21
IV
25.7%
B/E move
2.9%
Puts
Pseudo strike
23.11
IV
29.5%
B/E move
1.8%

60Δ

Calls
Pseudo strike
21.92
IV
25.9%
B/E move
2.6%
Puts
Pseudo strike
23.94
IV
49.1%
B/E move
2.7%

65Δ

Calls
Pseudo strike
21.64
IV
26.1%
B/E move
2.3%
Puts
Pseudo strike
24.77
IV
68.8%
B/E move
3.5%

70Δ

Calls
Pseudo strike
21.36
IV
26.3%
B/E move
2.0%
Puts
Pseudo strike
26.13
IV
79.6%
B/E move
3.3%

75Δ

Calls
Pseudo strike
21.08
IV
26.5%
B/E move
1.7%
Puts
Pseudo strike
27.68
IV
87.1%
B/E move
2.8%

80Δ

Calls
Pseudo strike
20.79
IV
26.8%
B/E move
1.4%
Puts
Pseudo strike
29.24
IV
94.5%
B/E move
2.2%

Options history

No recorded observations