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Safehold Inc. SAFE

i

Market dataready · fetched 2026-11-13T17:10:17.670Z

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 · 2026-11-13T17:09:42.321902814Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T17:10:17.204512+00:00

Share price$9.76
1D-1.9%
$9.68$9.78$9.88$9.97$10.075:30 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.$0.33$0.72$1.12$1.51$1.90$7.75$8.63$9.50$10.38$11.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SAFE spot · $9.76SAFE PRICE$0.37$0.39$0.59$0.79$0.99$1.19$1.39$1.59$1.79$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.38$0.48$0.89$1.30$1.71
PutsExpensive2.52×
Calls——
Skew——
Implied moveBullish±$0.96
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.05294.2%58.0%7.64235.6%25.6%
25Δ7.91213.6%22.8%
30Δ8.18191.7%20.0%
35Δ8.45169.8%17.3%
40Δ8.72147.8%14.5%
45Δ9.8673.2%5.0%8.99125.9%11.7%
50Δ9.6279.5%4.6%9.26104.0%9.0%
55Δ9.3885.9%4.1%9.5382.0%6.2%
60Δ9.1392.2%3.7%9.8060.1%3.4%
65Δ8.8998.5%3.2%10.1147.0%1.3%
70Δ8.64104.9%2.8%10.5459.0%1.2%
75Δ8.40111.2%2.3%10.9770.9%1.0%
80Δ8.15117.6%1.9%11.4082.9%0.8%

20Δ

Calls
Pseudo strike
15.05
IV
294.2%
B/E move
58.0%
Puts
Pseudo strike
7.64
IV
235.6%
B/E move
25.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.91
IV
213.6%
B/E move
22.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.18
IV
191.7%
B/E move
20.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.45
IV
169.8%
B/E move
17.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.72
IV
147.8%
B/E move
14.5%

45Δ

Calls
Pseudo strike
9.86
IV
73.2%
B/E move
5.0%
Puts
Pseudo strike
8.99
IV
125.9%
B/E move
11.7%

50Δ

Calls
Pseudo strike
9.62
IV
79.5%
B/E move
4.6%
Puts
Pseudo strike
9.26
IV
104.0%
B/E move
9.0%

55Δ

Calls
Pseudo strike
9.38
IV
85.9%
B/E move
4.1%
Puts
Pseudo strike
9.53
IV
82.0%
B/E move
6.2%

60Δ

Calls
Pseudo strike
9.13
IV
92.2%
B/E move
3.7%
Puts
Pseudo strike
9.80
IV
60.1%
B/E move
3.4%

65Δ

Calls
Pseudo strike
8.89
IV
98.5%
B/E move
3.2%
Puts
Pseudo strike
10.11
IV
47.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
8.64
IV
104.9%
B/E move
2.8%
Puts
Pseudo strike
10.54
IV
59.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
8.40
IV
111.2%
B/E move
2.3%
Puts
Pseudo strike
10.97
IV
70.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
8.15
IV
117.6%
B/E move
1.9%
Puts
Pseudo strike
11.40
IV
82.9%
B/E move
0.8%

Options history

IV · four-Friday blend66.65%
Daily EOD
SAFE66.5%67.4%68.2%2026-10-26: 68.08%2026-10-27: 66.65%Oct 26Oct 27
2 observations2026-10-26 — 2026-10-27
Table
DateIV (%)
68.08%
66.65%