IntraAlpha
Create free account Start free

Phillips Edison & Company, Inc. Common Stock PECO

i

Market dataready · fetched 2026-11-13T01:27:23.032Z

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 · 2026-11-12T21:00:07.535873768Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T01:27:22.474885+00:00

Share price$41.22
1D-0.5%
AH$40.96$41.09$41.21$41.33$41.465:30 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$2.19$3.67$5.16$6.64$8.13$31.11$34.28$37.46$40.63$43.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive PECO spot · $41.22PECO PRICE$2.35$2.35$2.35$2.38$2.41$2.43$2.46$2.84$3.84$4.84$5.85$2.35$2.35$2.38$2.42$2.48$3.13$3.78$4.44$5.09$5.74$6.39$7.05$7.70
PutsExpensive6.34×
Calls——
Skew——
Implied moveBearish±$6.19
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ30.71309.1%31.2%
25Δ34.96220.4%20.9%
30Δ53.32245.6%35.0%36.68188.9%16.8%
35Δ48.25194.8%22.8%38.38158.0%12.8%
40Δ44.92155.8%14.7%40.04128.3%8.9%
45Δ43.86138.2%12.2%41.04125.1%8.0%
50Δ42.80120.6%9.7%42.04121.8%7.2%
55Δ41.74103.0%7.2%43.03118.6%6.4%
60Δ40.6785.4%4.6%44.03115.4%5.5%
65Δ39.5877.8%2.9%45.03112.2%4.7%
70Δ38.4487.5%2.6%46.02109.0%3.9%
75Δ37.2997.3%2.2%47.02105.8%3.0%
80Δ36.15107.1%1.9%48.02102.5%2.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.71
IV
309.1%
B/E move
31.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.96
IV
220.4%
B/E move
20.9%

30Δ

Calls
Pseudo strike
53.32
IV
245.6%
B/E move
35.0%
Puts
Pseudo strike
36.68
IV
188.9%
B/E move
16.8%

35Δ

Calls
Pseudo strike
48.25
IV
194.8%
B/E move
22.8%
Puts
Pseudo strike
38.38
IV
158.0%
B/E move
12.8%

40Δ

Calls
Pseudo strike
44.92
IV
155.8%
B/E move
14.7%
Puts
Pseudo strike
40.04
IV
128.3%
B/E move
8.9%

45Δ

Calls
Pseudo strike
43.86
IV
138.2%
B/E move
12.2%
Puts
Pseudo strike
41.04
IV
125.1%
B/E move
8.0%

50Δ

Calls
Pseudo strike
42.80
IV
120.6%
B/E move
9.7%
Puts
Pseudo strike
42.04
IV
121.8%
B/E move
7.2%

55Δ

Calls
Pseudo strike
41.74
IV
103.0%
B/E move
7.2%
Puts
Pseudo strike
43.03
IV
118.6%
B/E move
6.4%

60Δ

Calls
Pseudo strike
40.67
IV
85.4%
B/E move
4.6%
Puts
Pseudo strike
44.03
IV
115.4%
B/E move
5.5%

65Δ

Calls
Pseudo strike
39.58
IV
77.8%
B/E move
2.9%
Puts
Pseudo strike
45.03
IV
112.2%
B/E move
4.7%

70Δ

Calls
Pseudo strike
38.44
IV
87.5%
B/E move
2.6%
Puts
Pseudo strike
46.02
IV
109.0%
B/E move
3.9%

75Δ

Calls
Pseudo strike
37.29
IV
97.3%
B/E move
2.2%
Puts
Pseudo strike
47.02
IV
105.8%
B/E move
3.0%

80Δ

Calls
Pseudo strike
36.15
IV
107.1%
B/E move
1.9%
Puts
Pseudo strike
48.02
IV
102.5%
B/E move
2.2%

Options history

IV · four-Friday blend42.25%
Daily EOD
PECO42.2%42.3%42.3%2026-10-21: 42.25%Oct 21
1 observations2026-10-21 — 2026-10-21
Table
DateIV (%)
42.25%