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Safehold Inc SAFE

REAL ESTATE · REIT - DIVERSIFIED
i

Market dataready · fetched 2026-10-23T04:07:09.697Z

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 · 2026-10-22T23:00:00.002154535Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T04:07:09.243824+00:00

Share price$11.33
1D+4.5%
AH$10.80$10.95$11.09$11.24$11.385:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSAFE
Sold putSold callAH

Safehold Inc options

Live interpolated SAFE call and put midpoint premiums by absolute delta.Safehold Inc$0.17$3.65$7.13$10.61$14.10$5.40$8.09$10.79$13.48$16.1720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SAFE spot · $11.33SAFE PRICE$0.55$0.89$1.07$0.82$0.67$0.82$0.97$1.12$1.27$1.42$1.57$1.72$2.63$0.73$0.92$1.12$1.51$1.92$2.32$2.72$3.13$3.53$3.94$4.42$6.73$13.09
PutsExpensive3.93×
CallsExpensive3.20×
SkewBearish+34.34 pp
Implied moveBearish±$3.70
TiltBearish49.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.70177.9%78.7%8.47162.5%31.7%
25Δ23.18247.3%112.5%9.22154.4%26.8%
30Δ20.66244.7%91.9%9.97146.2%21.9%
35Δ15.75150.2%46.3%10.61145.2%19.7%
40Δ12.4082.6%15.4%11.24144.6%17.7%
45Δ12.0681.9%13.7%11.87143.9%15.7%
50Δ11.7381.3%12.1%12.50143.2%13.7%
55Δ11.3980.6%10.5%13.13142.5%11.7%
60Δ11.0680.0%8.9%13.76141.8%9.7%
65Δ10.7379.3%7.2%14.39141.2%7.7%
70Δ10.3978.6%5.6%15.10141.6%5.8%
75Δ10.0678.0%4.0%17.48168.5%5.1%
80Δ9.0594.6%3.1%23.89227.6%4.7%

20Δ

Calls
Pseudo strike
19.70
IV
177.9%
B/E move
78.7%
Puts
Pseudo strike
8.47
IV
162.5%
B/E move
31.7%

25Δ

Calls
Pseudo strike
23.18
IV
247.3%
B/E move
112.5%
Puts
Pseudo strike
9.22
IV
154.4%
B/E move
26.8%

30Δ

Calls
Pseudo strike
20.66
IV
244.7%
B/E move
91.9%
Puts
Pseudo strike
9.97
IV
146.2%
B/E move
21.9%

35Δ

Calls
Pseudo strike
15.75
IV
150.2%
B/E move
46.3%
Puts
Pseudo strike
10.61
IV
145.2%
B/E move
19.7%

40Δ

Calls
Pseudo strike
12.40
IV
82.6%
B/E move
15.4%
Puts
Pseudo strike
11.24
IV
144.6%
B/E move
17.7%

45Δ

Calls
Pseudo strike
12.06
IV
81.9%
B/E move
13.7%
Puts
Pseudo strike
11.87
IV
143.9%
B/E move
15.7%

50Δ

Calls
Pseudo strike
11.73
IV
81.3%
B/E move
12.1%
Puts
Pseudo strike
12.50
IV
143.2%
B/E move
13.7%

55Δ

Calls
Pseudo strike
11.39
IV
80.6%
B/E move
10.5%
Puts
Pseudo strike
13.13
IV
142.5%
B/E move
11.7%

60Δ

Calls
Pseudo strike
11.06
IV
80.0%
B/E move
8.9%
Puts
Pseudo strike
13.76
IV
141.8%
B/E move
9.7%

65Δ

Calls
Pseudo strike
10.73
IV
79.3%
B/E move
7.2%
Puts
Pseudo strike
14.39
IV
141.2%
B/E move
7.7%

70Δ

Calls
Pseudo strike
10.39
IV
78.6%
B/E move
5.6%
Puts
Pseudo strike
15.10
IV
141.6%
B/E move
5.8%

75Δ

Calls
Pseudo strike
10.06
IV
78.0%
B/E move
4.0%
Puts
Pseudo strike
17.48
IV
168.5%
B/E move
5.1%

80Δ

Calls
Pseudo strike
9.05
IV
94.6%
B/E move
3.1%
Puts
Pseudo strike
23.89
IV
227.6%
B/E move
4.7%

Options history

No recorded observations