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OUTFRONT Media Inc. OUT

REAL ESTATE · REIT - SPECIALTY
i

Market dataready · fetched 2026-11-13T00:47:04.248Z

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 · 2026-11-13T00:00:00.00278595Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T00:47:03.811840+00:00

Share price$33.19
1D-1.5%
AH$33.03$33.25$33.48$33.70$33.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOUT
Sold putSold callAH

OUTFRONT Media Inc. options

Live interpolated OUT call and put midpoint premiums by absolute delta.OUTFRONT Media Inc.$0.53$1.21$1.88$2.56$3.23$28.50$30.34$32.18$34.02$35.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive OUT spot · $33.19OUT PRICE$1.07$1.07$1.11$1.28$1.45$3.04$1.07$0.80$1.07$0.60$0.64$0.70$0.85$1.01$1.17$1.36$1.63$1.90$2.42
PutsFair1.04×
Calls——
Skew——
Implied moveBullish±$2.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.66174.7%19.9%
25Δ40.37166.7%24.9%30.4798.7%10.6%
30Δ37.32127.9%15.7%30.99106.2%9.8%
35Δ32.3051.8%4.5%
40Δ34.6385.7%7.7%32.6745.7%3.5%
45Δ34.0782.7%6.5%33.0440.4%2.6%
50Δ33.5179.7%5.3%33.3040.9%2.2%
55Δ33.5641.4%1.9%
60Δ33.8241.9%1.6%
65Δ34.1142.5%1.3%
70Δ34.4643.2%1.1%
75Δ34.8143.9%0.9%
80Δ30.6670.7%1.5%35.3947.9%0.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.66
IV
174.7%
B/E move
19.9%

25Δ

Calls
Pseudo strike
40.37
IV
166.7%
B/E move
24.9%
Puts
Pseudo strike
30.47
IV
98.7%
B/E move
10.6%

30Δ

Calls
Pseudo strike
37.32
IV
127.9%
B/E move
15.7%
Puts
Pseudo strike
30.99
IV
106.2%
B/E move
9.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.30
IV
51.8%
B/E move
4.5%

40Δ

Calls
Pseudo strike
34.63
IV
85.7%
B/E move
7.7%
Puts
Pseudo strike
32.67
IV
45.7%
B/E move
3.5%

45Δ

Calls
Pseudo strike
34.07
IV
82.7%
B/E move
6.5%
Puts
Pseudo strike
33.04
IV
40.4%
B/E move
2.6%

50Δ

Calls
Pseudo strike
33.51
IV
79.7%
B/E move
5.3%
Puts
Pseudo strike
33.30
IV
40.9%
B/E move
2.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.56
IV
41.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.82
IV
41.9%
B/E move
1.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.11
IV
42.5%
B/E move
1.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.46
IV
43.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.81
IV
43.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
30.66
IV
70.7%
B/E move
1.5%
Puts
Pseudo strike
35.39
IV
47.9%
B/E move
0.7%

Options history

IV · four-Friday blend33.43%
Daily EOD
OUT33.0%36.0%38.9%2026-10-19: 34.77%2026-10-20: 37.59%2026-10-21: 36.94%2026-10-22: 36.00%2026-10-23: 38.50%2026-10-26: 35.47%2026-10-27: 36.44%2026-10-28: 36.28%2026-10-29: 37.35%2026-10-30: 33.43%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.77%
37.59%
36.94%
36.00%
38.50%
35.47%
36.44%
36.28%
37.35%
33.43%