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Safehold Inc. SAFE

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Market datapartial · fetched 2026-10-22T16:35:02.635Z

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 · 2026-10-22T16:34:15.104452909Z

FundamentalsAlpha Vantage · unavailable

Share price$11.25
1D+3.8%
$10.81$10.93$11.05$11.16$11.285:30 AM6:30 AM9:00 AM1:00 PMSAFE
Sold putSold call

Safehold Inc. options

Live interpolated SAFE call and put midpoint premiums by absolute delta.Safehold Inc.$0.25$3.00$5.75$8.51$11.26$5.23$8.01$10.79$13.57$16.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SAFE spot · $11.25SAFE PRICE$0.55$0.89$1.07$0.80$0.69$0.84$0.99$1.14$1.29$1.45$1.60$0.71$0.90$1.10$1.64$2.25$2.86$3.47$4.08$4.69$5.30$5.92$6.53$10.46
PutsExpensive3.86×
CallsExpensive3.40×
SkewBearish+29.18 pp
Implied moveBearish±$4.46
TiltBearish63.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.72178.4%80.1%8.42159.8%31.5%
25Δ23.17246.7%113.8%9.15151.7%26.7%
30Δ20.69244.9%93.5%9.89143.7%21.8%
35Δ15.46145.2%44.5%10.69144.2%19.6%
40Δ12.3684.3%16.0%11.50146.2%17.8%
45Δ12.0183.6%14.3%12.32148.2%16.0%
50Δ11.6783.0%12.5%13.13150.3%14.2%
55Δ11.3282.4%10.8%13.95152.3%12.3%
60Δ10.9881.7%9.1%14.76154.3%10.5%
65Δ10.6381.1%7.4%15.57156.4%8.7%
70Δ10.2980.4%5.7%16.39158.4%6.9%
75Δ17.20160.4%5.1%
80Δ21.24198.1%4.2%

20Δ

Calls
Pseudo strike
19.72
IV
178.4%
B/E move
80.1%
Puts
Pseudo strike
8.42
IV
159.8%
B/E move
31.5%

25Δ

Calls
Pseudo strike
23.17
IV
246.7%
B/E move
113.8%
Puts
Pseudo strike
9.15
IV
151.7%
B/E move
26.7%

30Δ

Calls
Pseudo strike
20.69
IV
244.9%
B/E move
93.5%
Puts
Pseudo strike
9.89
IV
143.7%
B/E move
21.8%

35Δ

Calls
Pseudo strike
15.46
IV
145.2%
B/E move
44.5%
Puts
Pseudo strike
10.69
IV
144.2%
B/E move
19.6%

40Δ

Calls
Pseudo strike
12.36
IV
84.3%
B/E move
16.0%
Puts
Pseudo strike
11.50
IV
146.2%
B/E move
17.8%

45Δ

Calls
Pseudo strike
12.01
IV
83.6%
B/E move
14.3%
Puts
Pseudo strike
12.32
IV
148.2%
B/E move
16.0%

50Δ

Calls
Pseudo strike
11.67
IV
83.0%
B/E move
12.5%
Puts
Pseudo strike
13.13
IV
150.3%
B/E move
14.2%

55Δ

Calls
Pseudo strike
11.32
IV
82.4%
B/E move
10.8%
Puts
Pseudo strike
13.95
IV
152.3%
B/E move
12.3%

60Δ

Calls
Pseudo strike
10.98
IV
81.7%
B/E move
9.1%
Puts
Pseudo strike
14.76
IV
154.3%
B/E move
10.5%

65Δ

Calls
Pseudo strike
10.63
IV
81.1%
B/E move
7.4%
Puts
Pseudo strike
15.57
IV
156.4%
B/E move
8.7%

70Δ

Calls
Pseudo strike
10.29
IV
80.4%
B/E move
5.7%
Puts
Pseudo strike
16.39
IV
158.4%
B/E move
6.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.20
IV
160.4%
B/E move
5.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.24
IV
198.1%
B/E move
4.2%

Options history

No recorded observations