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REXFORD INDUSTRIAL REALTY, INC. REXR

i

Market dataready · fetched 2026-11-13T18:11:14.174Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T18:10:54.793643732Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T18:11:12.930755+00:00

Share price$37.49
1D-1.0%
$37.46$37.57$37.68$37.79$37.905:30 AM6:30 AM9:00 AM1:00 PMREXR
Sold putSold call

REXFORD INDUSTRIAL REALTY, INC. options

Live interpolated REXR call and put midpoint premiums by absolute delta.REXFORD INDUSTRIAL REALTY, INC.$0.25$1.51$2.78$4.05$5.31$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEREXR PRICE$0.38$0.47$0.73$1.02$1.30$1.58$1.87$2.15$2.43$2.72$3.00$3.28$4.95$0.40
Puts——
CallsCheap0.90×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ41.6932.6%12.2%34.9929.5%7.7%
25Δ40.1428.4%8.3%
30Δ39.5428.9%7.4%
35Δ39.0429.8%6.8%
40Δ38.5430.8%6.3%
45Δ38.0431.7%5.7%
50Δ37.5432.7%5.1%
55Δ37.0333.6%4.5%
60Δ36.5334.5%3.9%
65Δ36.0335.5%3.4%
70Δ35.5336.4%2.8%
75Δ35.0337.4%2.2%
80Δ33.2647.2%1.9%

20Δ

Calls
Pseudo strike
41.69
IV
32.6%
B/E move
12.2%
Puts
Pseudo strike
34.99
IV
29.5%
B/E move
7.7%

25Δ

Calls
Pseudo strike
40.14
IV
28.4%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
39.54
IV
28.9%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
39.04
IV
29.8%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
38.54
IV
30.8%
B/E move
6.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
38.04
IV
31.7%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
37.54
IV
32.7%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
37.03
IV
33.6%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
36.53
IV
34.5%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
36.03
IV
35.5%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
35.53
IV
36.4%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
35.03
IV
37.4%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
33.26
IV
47.2%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations