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RLJ Lodging Trust RLJ

i

Market dataready · fetched 2026-11-12T02:38:41.247Z

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: 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 · 2026-11-12T00:00:00.002610192Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:38:40.740777+00:00

Share price$13.17
1D-0.2%
AH$13.13$13.19$13.26$13.33$13.395:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRLJ
Sold putSold callAH

RLJ Lodging Trust options

Live interpolated RLJ call and put midpoint premiums by absolute delta.RLJ Lodging Trust$0.25$0.40$0.55$0.70$0.85$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICERLJ PRICE$0.26$0.32$0.37$0.43$0.48$0.53$0.59$0.64$0.70$0.75$0.81$0.38$0.38$0.38
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.75167.5%21.2%
25Δ14.8493.4%14.7%11.50131.5%15.5%
30Δ14.6289.1%13.4%12.2595.5%9.8%
35Δ14.3984.8%12.1%
40Δ14.1680.5%10.8%
45Δ13.9476.3%9.5%
50Δ13.7172.0%8.2%
55Δ13.4867.7%6.9%
60Δ13.2663.4%5.5%
65Δ13.0359.1%4.2%
70Δ12.8054.8%2.9%
75Δ12.5850.5%1.6%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.75
IV
167.5%
B/E move
21.2%

25Δ

Calls
Pseudo strike
14.84
IV
93.4%
B/E move
14.7%
Puts
Pseudo strike
11.50
IV
131.5%
B/E move
15.5%

30Δ

Calls
Pseudo strike
14.62
IV
89.1%
B/E move
13.4%
Puts
Pseudo strike
12.25
IV
95.5%
B/E move
9.8%

35Δ

Calls
Pseudo strike
14.39
IV
84.8%
B/E move
12.1%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
14.16
IV
80.5%
B/E move
10.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
13.94
IV
76.3%
B/E move
9.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
13.71
IV
72.0%
B/E move
8.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
13.48
IV
67.7%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
13.26
IV
63.4%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
13.03
IV
59.1%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
12.80
IV
54.8%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
12.58
IV
50.5%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend52.74%
Daily EOD
RLJ34.3%44.2%54.1%2026-10-27: 35.66%2026-10-28: 37.99%2026-10-29: 36.64%2026-10-30: 52.74%Oct 27Oct 28Oct 30
4 observations2026-10-27 — 2026-10-30
Table
DateIV (%)
35.66%
37.99%
36.64%
52.74%