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Pebblebrook Hotel Trust PEB

REAL ESTATE · REIT - HOTEL & MOTEL
i

Market dataready · fetched 2026-11-12T02:51:02.165Z

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 · 2026-11-12T00:00:00.002921451Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:43:19.791588+00:00

Share price$22.05
1D-1.1%
AH$21.95$22.05$22.14$22.23$22.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPEB
Sold putSold callAH

Pebblebrook Hotel Trust options

Live interpolated PEB call and put midpoint premiums by absolute delta.Pebblebrook Hotel Trust$0.38$2.07$3.77$5.47$7.17$17.67$19.19$20.72$22.24$23.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PEB spot · $22.05PEB PRICE$0.60$0.78$0.95$1.12$1.08$1.31$1.55$1.79$2.03$2.27$2.94$0.56$0.62$0.76$0.92$1.07$1.22$1.37$1.88$2.84$3.80$4.76$5.72$6.68
PutsExpensive3.11×
Calls——
Skew——
Implied moveBearish±$2.44
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ29.18177.7%35.1%18.70139.2%17.8%
25Δ27.80171.4%29.6%19.91112.1%12.5%
30Δ26.41165.1%24.1%20.42106.6%10.8%
35Δ25.02158.8%18.6%20.88102.8%9.5%
40Δ21.3499.0%8.1%
45Δ21.7995.1%6.7%
50Δ22.2280.6%5.6%22.2591.3%5.3%
55Δ21.8381.5%5.0%22.9893.2%4.3%
60Δ21.4582.4%4.3%24.04102.4%3.8%
65Δ21.0683.2%3.6%25.11111.5%3.4%
70Δ20.6884.1%3.0%26.17120.7%2.9%
75Δ20.2985.0%2.3%27.24129.8%2.4%
80Δ19.4995.4%1.7%28.31139.0%1.9%

20Δ

Calls
Pseudo strike
29.18
IV
177.7%
B/E move
35.1%
Puts
Pseudo strike
18.70
IV
139.2%
B/E move
17.8%

25Δ

Calls
Pseudo strike
27.80
IV
171.4%
B/E move
29.6%
Puts
Pseudo strike
19.91
IV
112.1%
B/E move
12.5%

30Δ

Calls
Pseudo strike
26.41
IV
165.1%
B/E move
24.1%
Puts
Pseudo strike
20.42
IV
106.6%
B/E move
10.8%

35Δ

Calls
Pseudo strike
25.02
IV
158.8%
B/E move
18.6%
Puts
Pseudo strike
20.88
IV
102.8%
B/E move
9.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.34
IV
99.0%
B/E move
8.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.79
IV
95.1%
B/E move
6.7%

50Δ

Calls
Pseudo strike
22.22
IV
80.6%
B/E move
5.6%
Puts
Pseudo strike
22.25
IV
91.3%
B/E move
5.3%

55Δ

Calls
Pseudo strike
21.83
IV
81.5%
B/E move
5.0%
Puts
Pseudo strike
22.98
IV
93.2%
B/E move
4.3%

60Δ

Calls
Pseudo strike
21.45
IV
82.4%
B/E move
4.3%
Puts
Pseudo strike
24.04
IV
102.4%
B/E move
3.8%

65Δ

Calls
Pseudo strike
21.06
IV
83.2%
B/E move
3.6%
Puts
Pseudo strike
25.11
IV
111.5%
B/E move
3.4%

70Δ

Calls
Pseudo strike
20.68
IV
84.1%
B/E move
3.0%
Puts
Pseudo strike
26.17
IV
120.7%
B/E move
2.9%

75Δ

Calls
Pseudo strike
20.29
IV
85.0%
B/E move
2.3%
Puts
Pseudo strike
27.24
IV
129.8%
B/E move
2.4%

80Δ

Calls
Pseudo strike
19.49
IV
95.4%
B/E move
1.7%
Puts
Pseudo strike
28.31
IV
139.0%
B/E move
1.9%

Options history

IV · four-Friday blend51.72%
Daily EOD
PEB44.3%52.0%59.6%2026-10-19: 45.37%2026-10-20: 50.95%2026-10-22: 48.56%2026-10-23: 51.80%2026-10-26: 52.00%2026-10-27: 57.00%2026-10-28: 57.03%2026-10-29: 58.58%2026-10-30: 51.72%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.37%
50.95%
48.56%
51.80%
52.00%
57.00%
57.03%
58.58%
51.72%