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Chicago Atlantic Real Estate Finance, Inc. Common Stock REFI

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Market datapartial · fetched 2026-10-22T20:03:29.392Z

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 · 2026-10-22T20:00:00.168080942Z

FundamentalsAlpha Vantage · unavailable

Share price$9.40
1D+3.1%
AH$9.09$9.19$9.28$9.37$9.475:30 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$0.47$1.44$2.41$3.38$4.35$4.22$6.90$9.58$12.26$14.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive REFI spot · $9.40REFI PRICE$0.57$0.78$0.93$0.96$1.04$1.13$1.21$1.29$1.37$1.45$1.53$1.62$1.70$0.99$1.04$1.08$1.13$1.17$1.22$1.26$1.39$1.80$2.21$2.62$3.02$4.07
PutsExpensive3.35×
CallsExpensive4.81×
SkewBullish-13.65 pp
Implied moveBearish±$2.47
TiltBearish19.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.00192.5%86.9%5.89293.7%47.9%
25Δ18.74242.3%107.6%6.50263.9%41.9%
30Δ17.91255.8%100.3%7.10234.0%35.9%
35Δ14.73212.2%67.0%7.71204.1%30.0%
40Δ14.14198.8%61.5%8.32174.3%24.0%
45Δ13.54185.4%56.0%8.92144.4%18.0%
50Δ12.94172.0%50.5%9.53114.5%12.1%
55Δ12.34158.6%45.0%10.1192.0%7.2%
60Δ11.74145.2%39.5%10.6194.7%6.3%
65Δ11.14131.8%34.0%11.1197.3%5.3%
70Δ10.54118.4%28.5%11.61100.0%4.4%
75Δ9.94105.0%23.0%12.10102.7%3.4%
80Δ9.3491.6%17.5%13.22116.4%2.7%

20Δ

Calls
Pseudo strike
17.00
IV
192.5%
B/E move
86.9%
Puts
Pseudo strike
5.89
IV
293.7%
B/E move
47.9%

25Δ

Calls
Pseudo strike
18.74
IV
242.3%
B/E move
107.6%
Puts
Pseudo strike
6.50
IV
263.9%
B/E move
41.9%

30Δ

Calls
Pseudo strike
17.91
IV
255.8%
B/E move
100.3%
Puts
Pseudo strike
7.10
IV
234.0%
B/E move
35.9%

35Δ

Calls
Pseudo strike
14.73
IV
212.2%
B/E move
67.0%
Puts
Pseudo strike
7.71
IV
204.1%
B/E move
30.0%

40Δ

Calls
Pseudo strike
14.14
IV
198.8%
B/E move
61.5%
Puts
Pseudo strike
8.32
IV
174.3%
B/E move
24.0%

45Δ

Calls
Pseudo strike
13.54
IV
185.4%
B/E move
56.0%
Puts
Pseudo strike
8.92
IV
144.4%
B/E move
18.0%

50Δ

Calls
Pseudo strike
12.94
IV
172.0%
B/E move
50.5%
Puts
Pseudo strike
9.53
IV
114.5%
B/E move
12.1%

55Δ

Calls
Pseudo strike
12.34
IV
158.6%
B/E move
45.0%
Puts
Pseudo strike
10.11
IV
92.0%
B/E move
7.2%

60Δ

Calls
Pseudo strike
11.74
IV
145.2%
B/E move
39.5%
Puts
Pseudo strike
10.61
IV
94.7%
B/E move
6.3%

65Δ

Calls
Pseudo strike
11.14
IV
131.8%
B/E move
34.0%
Puts
Pseudo strike
11.11
IV
97.3%
B/E move
5.3%

70Δ

Calls
Pseudo strike
10.54
IV
118.4%
B/E move
28.5%
Puts
Pseudo strike
11.61
IV
100.0%
B/E move
4.4%

75Δ

Calls
Pseudo strike
9.94
IV
105.0%
B/E move
23.0%
Puts
Pseudo strike
12.10
IV
102.7%
B/E move
3.4%

80Δ

Calls
Pseudo strike
9.34
IV
91.6%
B/E move
17.5%
Puts
Pseudo strike
13.22
IV
116.4%
B/E move
2.7%

Options history

No recorded observations