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Phillips Edison & Company, Inc. Common Stock PECO

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Market datapartial · fetched 2026-10-23T17:34:14.110Z

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 · 2026-10-23T17:33:45.702588697Z

FundamentalsAlpha Vantage · unavailable

Share price$38.29
1D-0.4%
$38.03$38.14$38.25$38.36$38.475:30 AM6:30 AM9:00 AM1:00 PMPECO
Sold putSold call

Phillips Edison & Company, Inc. Common Stock options

Live interpolated PECO call and put midpoint premiums by absolute delta.Phillips Edison & Company, Inc. Common Stock$0.98$3.87$6.75$9.64$12.53$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEPECO PRICE$1.29$1.81$2.33$3.17$4.12$5.06$6.01$6.96$7.91$8.85$9.80$10.75$11.69
Puts——
CallsExpensive5.84×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.67119.2%43.6%
25Δ52.03128.0%40.6%
30Δ50.39136.7%37.7%
35Δ48.43138.1%34.8%
40Δ46.37137.1%31.9%
45Δ44.32136.0%29.0%
50Δ42.26135.0%26.1%
55Δ40.20134.0%23.2%
60Δ38.14133.0%20.3%
65Δ36.08132.0%17.4%
70Δ34.02130.9%14.4%
75Δ31.96129.9%11.5%
80Δ29.91128.9%8.6%

20Δ

Calls
Pseudo strike
53.67
IV
119.2%
B/E move
43.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
52.03
IV
128.0%
B/E move
40.6%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
50.39
IV
136.7%
B/E move
37.7%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
48.43
IV
138.1%
B/E move
34.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
46.37
IV
137.1%
B/E move
31.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
44.32
IV
136.0%
B/E move
29.0%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
42.26
IV
135.0%
B/E move
26.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
40.20
IV
134.0%
B/E move
23.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
38.14
IV
133.0%
B/E move
20.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
36.08
IV
132.0%
B/E move
17.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
34.02
IV
130.9%
B/E move
14.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
31.96
IV
129.9%
B/E move
11.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
29.91
IV
128.9%
B/E move
8.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations