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Chicago Atlantic Real Estate Finance, Inc. Common Stock REFI

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Market datapartial · fetched 2026-10-23T23:10:35.959Z

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 · 2026-10-23T20:00:00.537611247Z

FundamentalsAlpha Vantage · unavailable

Share price$9.37
1D-0.8%
AH$9.25$9.30$9.36$9.41$9.465:30 AM6:30 AM9:00 AM1:00 PM2:00 PMREFI
Sold putSold callAH

Chicago Atlantic Real Estate Finance, Inc. Common Stock options

Live interpolated REFI call and put midpoint premiums by absolute delta.Chicago Atlantic Real Estate Finance, Inc. Common Stock$0.67$3.06$5.46$7.86$10.26$1.97$5.18$8.38$11.59$14.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive REFI spot · $9.37REFI PRICE$0.93$0.94$0.95$0.96$1.03$1.31$1.59$1.87$2.15$2.43$2.86$1.34$1.62$1.91$2.19$2.48$2.76$3.05$3.33$3.61$3.90$6.99$9.09$9.57
PutsExpensive5.10×
CallsExpensive4.48×
SkewBearish+76.30 pp
Implied moveBearish±$4.08
TiltBearish50.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.04319.0%49.8%
25Δ6.76302.1%45.2%
30Δ17.92262.1%101.1%7.48285.2%40.6%
35Δ15.60222.2%76.5%8.20268.3%35.9%
40Δ13.59184.7%55.2%8.91251.4%31.3%
45Δ11.59147.3%33.9%9.63234.5%26.7%
50Δ9.91119.1%16.8%10.35217.6%22.1%
55Δ9.46125.3%15.0%11.06200.7%17.5%
60Δ9.02131.5%13.3%11.78183.8%12.9%
65Δ8.58137.7%11.5%12.50166.9%8.2%
70Δ8.14143.9%9.8%15.60219.3%8.1%
75Δ7.69150.1%8.0%17.82231.8%6.8%
80Δ7.10154.6%6.3%18.47212.9%5.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.04
IV
319.0%
B/E move
49.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.76
IV
302.1%
B/E move
45.2%

30Δ

Calls
Pseudo strike
17.92
IV
262.1%
B/E move
101.1%
Puts
Pseudo strike
7.48
IV
285.2%
B/E move
40.6%

35Δ

Calls
Pseudo strike
15.60
IV
222.2%
B/E move
76.5%
Puts
Pseudo strike
8.20
IV
268.3%
B/E move
35.9%

40Δ

Calls
Pseudo strike
13.59
IV
184.7%
B/E move
55.2%
Puts
Pseudo strike
8.91
IV
251.4%
B/E move
31.3%

45Δ

Calls
Pseudo strike
11.59
IV
147.3%
B/E move
33.9%
Puts
Pseudo strike
9.63
IV
234.5%
B/E move
26.7%

50Δ

Calls
Pseudo strike
9.91
IV
119.1%
B/E move
16.8%
Puts
Pseudo strike
10.35
IV
217.6%
B/E move
22.1%

55Δ

Calls
Pseudo strike
9.46
IV
125.3%
B/E move
15.0%
Puts
Pseudo strike
11.06
IV
200.7%
B/E move
17.5%

60Δ

Calls
Pseudo strike
9.02
IV
131.5%
B/E move
13.3%
Puts
Pseudo strike
11.78
IV
183.8%
B/E move
12.9%

65Δ

Calls
Pseudo strike
8.58
IV
137.7%
B/E move
11.5%
Puts
Pseudo strike
12.50
IV
166.9%
B/E move
8.2%

70Δ

Calls
Pseudo strike
8.14
IV
143.9%
B/E move
9.8%
Puts
Pseudo strike
15.60
IV
219.3%
B/E move
8.1%

75Δ

Calls
Pseudo strike
7.69
IV
150.1%
B/E move
8.0%
Puts
Pseudo strike
17.82
IV
231.8%
B/E move
6.8%

80Δ

Calls
Pseudo strike
7.10
IV
154.6%
B/E move
6.3%
Puts
Pseudo strike
18.47
IV
212.9%
B/E move
5.0%

Options history

No recorded observations