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Phillips Edison & Company, Inc. Common Stock PECO

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Market datapartial · fetched 2026-10-23T01:59:58.250Z

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 · 2026-10-22T22:03:37.370949319Z

FundamentalsAlpha Vantage · unavailable

Share price$38.20
1D+2.3%
AH$37.35$37.60$37.85$38.11$38.365:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPECO
Sold putSold callAH

Phillips Edison & Company, Inc. Common Stock options

Live interpolated PECO call and put midpoint premiums by absolute delta.Phillips Edison & Company, Inc. Common Stock$0.30$1.83$3.37$4.91$6.45$29.45$34.34$39.24$44.13$49.0220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PECO spot · $38.20PECO PRICE$0.46$0.83$2.15$2.53$2.63$2.73$2.83$2.93$3.03$3.13$3.23$3.33$3.43$1.28$1.44$1.60$1.77$1.93$2.09$2.25$2.41$2.57$3.04$4.03$5.01$6.00
PutsExpensive3.48×
CallsExpensive3.69×
SkewBullish-19.33 pp
Implied moveBullish±$5.08
TiltBearish3.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.1443.7%14.1%30.72102.1%23.0%
25Δ42.5650.1%13.6%31.7994.8%20.6%
30Δ48.61121.7%32.9%32.8787.4%18.2%
35Δ48.95130.6%34.8%33.9480.1%15.8%
40Δ47.59120.8%31.5%35.0272.8%13.4%
45Δ46.23111.1%28.1%36.0965.5%11.0%
50Δ44.86101.3%24.8%37.1758.2%8.6%
55Δ43.5091.6%21.5%38.2450.9%6.2%
60Δ42.1481.8%18.2%39.3243.6%3.8%
65Δ40.7872.1%14.9%40.4139.9%2.2%
70Δ39.4162.3%11.6%41.5442.6%1.8%
75Δ38.0552.6%8.3%42.6745.3%1.4%
80Δ36.6942.8%5.0%43.8048.0%1.0%

20Δ

Calls
Pseudo strike
43.14
IV
43.7%
B/E move
14.1%
Puts
Pseudo strike
30.72
IV
102.1%
B/E move
23.0%

25Δ

Calls
Pseudo strike
42.56
IV
50.1%
B/E move
13.6%
Puts
Pseudo strike
31.79
IV
94.8%
B/E move
20.6%

30Δ

Calls
Pseudo strike
48.61
IV
121.7%
B/E move
32.9%
Puts
Pseudo strike
32.87
IV
87.4%
B/E move
18.2%

35Δ

Calls
Pseudo strike
48.95
IV
130.6%
B/E move
34.8%
Puts
Pseudo strike
33.94
IV
80.1%
B/E move
15.8%

40Δ

Calls
Pseudo strike
47.59
IV
120.8%
B/E move
31.5%
Puts
Pseudo strike
35.02
IV
72.8%
B/E move
13.4%

45Δ

Calls
Pseudo strike
46.23
IV
111.1%
B/E move
28.1%
Puts
Pseudo strike
36.09
IV
65.5%
B/E move
11.0%

50Δ

Calls
Pseudo strike
44.86
IV
101.3%
B/E move
24.8%
Puts
Pseudo strike
37.17
IV
58.2%
B/E move
8.6%

55Δ

Calls
Pseudo strike
43.50
IV
91.6%
B/E move
21.5%
Puts
Pseudo strike
38.24
IV
50.9%
B/E move
6.2%

60Δ

Calls
Pseudo strike
42.14
IV
81.8%
B/E move
18.2%
Puts
Pseudo strike
39.32
IV
43.6%
B/E move
3.8%

65Δ

Calls
Pseudo strike
40.78
IV
72.1%
B/E move
14.9%
Puts
Pseudo strike
40.41
IV
39.9%
B/E move
2.2%

70Δ

Calls
Pseudo strike
39.41
IV
62.3%
B/E move
11.6%
Puts
Pseudo strike
41.54
IV
42.6%
B/E move
1.8%

75Δ

Calls
Pseudo strike
38.05
IV
52.6%
B/E move
8.3%
Puts
Pseudo strike
42.67
IV
45.3%
B/E move
1.4%

80Δ

Calls
Pseudo strike
36.69
IV
42.8%
B/E move
5.0%
Puts
Pseudo strike
43.80
IV
48.0%
B/E move
1.0%

Options history

No recorded observations