Outfront Media Inc OUT
REAL ESTATE · REIT - SPECIALTYi
Market dataready · fetched 2026-10-22T15:36:03.135Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T15:35:48.265918634Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T15:33:04.144769+00:00
Share price$31.31
1D+0.6%
Sold putSold call
Outfront Media Inc options
PutsExpensive2.59×
CallsExpensive1.56×
SkewBearish+9.37 pp
Implied moveBearish±$3.18
TiltBearish17.8% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 25.45 | 102.7% | 22.2% | |||
| 25Δ | 27.76 | 77.1% | 15.0% | |||
| 30Δ | 35.97 | 73.9% | 18.4% | 29.00 | 65.6% | 11.3% |
| 35Δ | 34.23 | 63.4% | 13.2% | 30.12 | 48.1% | 7.3% |
| 40Δ | 33.00 | 47.9% | 8.8% | 30.63 | 54.2% | 7.1% |
| 45Δ | 31.93 | 34.5% | 5.1% | 31.14 | 56.5% | 6.5% |
| 50Δ | 31.53 | 38.6% | 4.9% | 31.65 | 49.2% | 4.9% |
| 55Δ | 31.13 | 42.6% | 4.7% | 32.13 | 43.6% | 3.6% |
| 60Δ | 30.70 | 42.9% | 4.1% | 32.59 | 42.1% | 2.9% |
| 65Δ | 30.25 | 41.2% | 3.3% | 33.05 | 40.8% | 2.2% |
| 70Δ | 29.83 | 39.2% | 2.6% | 33.60 | 40.7% | 1.7% |
| 75Δ | 29.46 | 36.8% | 2.0% | 34.25 | 41.6% | 1.3% |
| 80Δ | 29.08 | 34.4% | 1.5% | 35.34 | 45.3% | 1.0% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 25.45
- IV
- 102.7%
- B/E move
- 22.2%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 27.76
- IV
- 77.1%
- B/E move
- 15.0%
30Δ
- Pseudo strike
- 35.97
- IV
- 73.9%
- B/E move
- 18.4%
- Pseudo strike
- 29.00
- IV
- 65.6%
- B/E move
- 11.3%
35Δ
- Pseudo strike
- 34.23
- IV
- 63.4%
- B/E move
- 13.2%
- Pseudo strike
- 30.12
- IV
- 48.1%
- B/E move
- 7.3%
40Δ
- Pseudo strike
- 33.00
- IV
- 47.9%
- B/E move
- 8.8%
- Pseudo strike
- 30.63
- IV
- 54.2%
- B/E move
- 7.1%
45Δ
- Pseudo strike
- 31.93
- IV
- 34.5%
- B/E move
- 5.1%
- Pseudo strike
- 31.14
- IV
- 56.5%
- B/E move
- 6.5%
50Δ
- Pseudo strike
- 31.53
- IV
- 38.6%
- B/E move
- 4.9%
- Pseudo strike
- 31.65
- IV
- 49.2%
- B/E move
- 4.9%
55Δ
- Pseudo strike
- 31.13
- IV
- 42.6%
- B/E move
- 4.7%
- Pseudo strike
- 32.13
- IV
- 43.6%
- B/E move
- 3.6%
60Δ
- Pseudo strike
- 30.70
- IV
- 42.9%
- B/E move
- 4.1%
- Pseudo strike
- 32.59
- IV
- 42.1%
- B/E move
- 2.9%
65Δ
- Pseudo strike
- 30.25
- IV
- 41.2%
- B/E move
- 3.3%
- Pseudo strike
- 33.05
- IV
- 40.8%
- B/E move
- 2.2%
70Δ
- Pseudo strike
- 29.83
- IV
- 39.2%
- B/E move
- 2.6%
- Pseudo strike
- 33.60
- IV
- 40.7%
- B/E move
- 1.7%
75Δ
- Pseudo strike
- 29.46
- IV
- 36.8%
- B/E move
- 2.0%
- Pseudo strike
- 34.25
- IV
- 41.6%
- B/E move
- 1.3%
80Δ
- Pseudo strike
- 29.08
- IV
- 34.4%
- B/E move
- 1.5%
- Pseudo strike
- 35.34
- IV
- 45.3%
- B/E move
- 1.0%
Options history
No recorded observations