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Safehold Inc. SAFE

i

Market datapartial · fetched 2026-10-22T17:34:05.977Z

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 · 2026-10-22T17:31:50.167780657Z

FundamentalsAlpha Vantage · unavailable

Share price$11.22
1D+3.5%
$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.$0.67$0.92$1.18$1.44$1.69$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESAFE PRICE$0.69$0.85$1.00$1.16$1.31$1.46$1.62$0.71$0.90$1.09
PutsExpensive3.77×
CallsExpensive2.25×
SkewBearish+67.51 pp
Implied move——
TiltBullish50.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.40159.5%31.5%
25Δ9.13151.4%26.6%
30Δ9.86143.3%21.8%
35Δ
40Δ12.3485.3%16.2%
45Δ11.9984.8%14.5%
50Δ11.6484.3%12.7%
55Δ11.2983.9%11.0%
60Δ10.9483.4%9.2%
65Δ10.5982.9%7.5%
70Δ10.2482.4%5.7%
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.40
IV
159.5%
B/E move
31.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.13
IV
151.4%
B/E move
26.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.86
IV
143.3%
B/E move
21.8%

35Δ

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

40Δ

Calls
Pseudo strike
12.34
IV
85.3%
B/E move
16.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
11.99
IV
84.8%
B/E move
14.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
11.64
IV
84.3%
B/E move
12.7%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
11.29
IV
83.9%
B/E move
11.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
10.94
IV
83.4%
B/E move
9.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
10.59
IV
82.9%
B/E move
7.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
10.24
IV
82.4%
B/E move
5.7%
Puts
Pseudo strike
IV
B/E move

75Δ

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

80Δ

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

Options history

No recorded observations