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Phillips Edison & Co Inc PECO

REAL ESTATE · REIT - RETAIL
i

Market dataready · fetched 2026-10-22T18:27:09.202Z

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 · 2026-10-22T18:26:51.549504094Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T18:27:07.484503+00:00

Share price$37.98
1D+1.5%
$37.36$37.55$37.74$37.93$38.125:30 AM6:30 AM9:00 AM1:00 PMPECO
Sold putSold call

Phillips Edison & Co Inc options

Live interpolated PECO call and put midpoint premiums by absolute delta.Phillips Edison & Co Inc$0.11$2.84$5.57$8.30$11.03$32.77$35.14$37.52$39.89$42.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PECO spot · $37.98PECO PRICE$0.50$0.41$0.68$0.96$1.23$1.51$1.78$2.06$2.33$2.60$2.88$3.15$3.43$0.50$0.74$0.98$1.22$1.46$1.70$1.94$2.18$2.42$2.66$4.76$7.51$10.25
PutsExpensive2.19×
CallsExpensive1.40×
SkewBearish+8.61 pp
Implied moveBearish±$3.72
TiltBearish23.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.9456.6%22.3%35.4531.3%8.0%
25Δ39.8723.2%6.0%35.9431.9%7.3%
30Δ39.4324.3%5.6%36.4432.5%6.6%
35Δ39.0025.4%5.2%36.9333.0%6.0%
40Δ38.5726.6%4.8%37.4233.6%5.3%
45Δ38.1427.7%4.4%37.9134.2%4.7%
50Δ37.7128.8%4.0%38.4034.8%4.0%
55Δ37.2829.9%3.6%38.8935.3%3.3%
60Δ36.8431.0%3.1%39.3835.9%2.7%
65Δ36.4132.2%2.7%39.8736.5%2.0%
70Δ35.9833.3%2.3%42.0846.8%1.8%
75Δ35.5534.4%1.9%44.8760.6%1.6%
80Δ35.1235.5%1.5%47.6674.3%1.5%

20Δ

Calls
Pseudo strike
45.94
IV
56.6%
B/E move
22.3%
Puts
Pseudo strike
35.45
IV
31.3%
B/E move
8.0%

25Δ

Calls
Pseudo strike
39.87
IV
23.2%
B/E move
6.0%
Puts
Pseudo strike
35.94
IV
31.9%
B/E move
7.3%

30Δ

Calls
Pseudo strike
39.43
IV
24.3%
B/E move
5.6%
Puts
Pseudo strike
36.44
IV
32.5%
B/E move
6.6%

35Δ

Calls
Pseudo strike
39.00
IV
25.4%
B/E move
5.2%
Puts
Pseudo strike
36.93
IV
33.0%
B/E move
6.0%

40Δ

Calls
Pseudo strike
38.57
IV
26.6%
B/E move
4.8%
Puts
Pseudo strike
37.42
IV
33.6%
B/E move
5.3%

45Δ

Calls
Pseudo strike
38.14
IV
27.7%
B/E move
4.4%
Puts
Pseudo strike
37.91
IV
34.2%
B/E move
4.7%

50Δ

Calls
Pseudo strike
37.71
IV
28.8%
B/E move
4.0%
Puts
Pseudo strike
38.40
IV
34.8%
B/E move
4.0%

55Δ

Calls
Pseudo strike
37.28
IV
29.9%
B/E move
3.6%
Puts
Pseudo strike
38.89
IV
35.3%
B/E move
3.3%

60Δ

Calls
Pseudo strike
36.84
IV
31.0%
B/E move
3.1%
Puts
Pseudo strike
39.38
IV
35.9%
B/E move
2.7%

65Δ

Calls
Pseudo strike
36.41
IV
32.2%
B/E move
2.7%
Puts
Pseudo strike
39.87
IV
36.5%
B/E move
2.0%

70Δ

Calls
Pseudo strike
35.98
IV
33.3%
B/E move
2.3%
Puts
Pseudo strike
42.08
IV
46.8%
B/E move
1.8%

75Δ

Calls
Pseudo strike
35.55
IV
34.4%
B/E move
1.9%
Puts
Pseudo strike
44.87
IV
60.6%
B/E move
1.6%

80Δ

Calls
Pseudo strike
35.12
IV
35.5%
B/E move
1.5%
Puts
Pseudo strike
47.66
IV
74.3%
B/E move
1.5%

Options history

No recorded observations