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Phillips Edison & Company, Inc. Common Stock PECO

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Market datapartial · fetched 2026-10-22T21:33:56.108Z

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 · 2026-10-22T20:00:02.643164878Z

FundamentalsAlpha Vantage · unavailable

Share price$38.29
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$1.94$3.57$5.21$6.84$29.41$34.35$39.29$44.22$49.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PECO spot · $38.29PECO PRICE$0.48$0.72$2.12$2.52$2.62$2.71$2.80$2.90$2.99$3.09$3.18$3.28$3.37$1.29$1.45$1.62$1.79$1.95$2.12$2.28$2.45$2.62$3.32$4.34$5.35$6.37
PutsExpensive3.54×
CallsExpensive3.70×
SkewBullish-18.48 pp
Implied moveBullish±$5.09
TiltBearish6.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.4045.0%14.6%30.76102.1%23.0%
25Δ42.0543.3%11.7%31.8694.7%20.6%
30Δ48.46118.8%32.1%32.9787.3%18.1%
35Δ49.02129.7%34.6%34.0879.9%15.7%
40Δ47.74120.3%31.5%35.1872.5%13.2%
45Δ46.45110.9%28.4%36.2965.1%10.8%
50Δ45.17101.5%25.3%37.3957.7%8.3%
55Δ43.8892.1%22.2%38.5050.4%5.9%
60Δ42.5982.7%19.1%39.6043.0%3.4%
65Δ41.3173.3%15.9%40.7442.3%2.3%
70Δ40.0263.9%12.8%41.9045.4%1.9%
75Δ38.7454.4%9.7%43.0648.6%1.5%
80Δ37.4545.0%6.6%44.2251.7%1.1%

20Δ

Calls
Pseudo strike
43.40
IV
45.0%
B/E move
14.6%
Puts
Pseudo strike
30.76
IV
102.1%
B/E move
23.0%

25Δ

Calls
Pseudo strike
42.05
IV
43.3%
B/E move
11.7%
Puts
Pseudo strike
31.86
IV
94.7%
B/E move
20.6%

30Δ

Calls
Pseudo strike
48.46
IV
118.8%
B/E move
32.1%
Puts
Pseudo strike
32.97
IV
87.3%
B/E move
18.1%

35Δ

Calls
Pseudo strike
49.02
IV
129.7%
B/E move
34.6%
Puts
Pseudo strike
34.08
IV
79.9%
B/E move
15.7%

40Δ

Calls
Pseudo strike
47.74
IV
120.3%
B/E move
31.5%
Puts
Pseudo strike
35.18
IV
72.5%
B/E move
13.2%

45Δ

Calls
Pseudo strike
46.45
IV
110.9%
B/E move
28.4%
Puts
Pseudo strike
36.29
IV
65.1%
B/E move
10.8%

50Δ

Calls
Pseudo strike
45.17
IV
101.5%
B/E move
25.3%
Puts
Pseudo strike
37.39
IV
57.7%
B/E move
8.3%

55Δ

Calls
Pseudo strike
43.88
IV
92.1%
B/E move
22.2%
Puts
Pseudo strike
38.50
IV
50.4%
B/E move
5.9%

60Δ

Calls
Pseudo strike
42.59
IV
82.7%
B/E move
19.1%
Puts
Pseudo strike
39.60
IV
43.0%
B/E move
3.4%

65Δ

Calls
Pseudo strike
41.31
IV
73.3%
B/E move
15.9%
Puts
Pseudo strike
40.74
IV
42.3%
B/E move
2.3%

70Δ

Calls
Pseudo strike
40.02
IV
63.9%
B/E move
12.8%
Puts
Pseudo strike
41.90
IV
45.4%
B/E move
1.9%

75Δ

Calls
Pseudo strike
38.74
IV
54.4%
B/E move
9.7%
Puts
Pseudo strike
43.06
IV
48.6%
B/E move
1.5%

80Δ

Calls
Pseudo strike
37.45
IV
45.0%
B/E move
6.6%
Puts
Pseudo strike
44.22
IV
51.7%
B/E move
1.1%

Options history

No recorded observations