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Safe Bulkers, Inc. SB

i

Market datapartial · fetched 2026-11-12T15:09:05.293Z

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 · 2026-11-12T15:08:45.278956651Z

FundamentalsAlpha Vantage · unavailable

Share price$7.96
1D-0.1%
$7.82$7.87$7.91$7.95$7.995:30 AM6:30 AM9:00 AM1:00 PMSB
Sold putSold call

Safe Bulkers, Inc. options

Live interpolated SB call and put midpoint premiums by absolute delta.Safe Bulkers, Inc.$0.33$0.75$1.17$1.59$2.01$5.68$6.96$8.24$9.52$10.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SB spot · $7.96SB PRICE$0.38$0.38$0.39$0.39$0.40$0.41$0.42$0.42$0.43$0.44$0.44$0.45$0.46$0.38$0.38$0.38$0.41$0.57$0.74$0.90$1.07$1.23$1.40$1.56$1.73$1.89
PutsExpensive2.56×
CallsExpensive2.57×
SkewBullish-47.23 pp
Implied moveBearish±$1.32
TiltBearish40.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.48355.7%86.8%5.83286.2%31.5%
25Δ12.30290.7%59.3%6.42228.5%23.9%
30Δ11.94271.2%54.9%7.02170.7%16.4%
35Δ11.58251.6%50.5%7.55124.9%10.3%
40Δ11.22232.0%46.0%7.78125.0%9.4%
45Δ10.86212.4%41.6%8.02125.1%8.5%
50Δ10.50192.8%37.2%8.25125.2%7.6%
55Δ10.14173.3%32.7%8.49125.3%6.7%
60Δ9.78153.7%28.3%8.73125.4%5.8%
65Δ9.42134.1%23.9%8.96125.5%4.9%
70Δ9.06114.5%19.5%9.20125.5%4.0%
75Δ8.7095.0%15.0%9.43125.6%3.1%
80Δ8.3475.4%10.6%9.67125.7%2.3%

20Δ

Calls
Pseudo strike
14.48
IV
355.7%
B/E move
86.8%
Puts
Pseudo strike
5.83
IV
286.2%
B/E move
31.5%

25Δ

Calls
Pseudo strike
12.30
IV
290.7%
B/E move
59.3%
Puts
Pseudo strike
6.42
IV
228.5%
B/E move
23.9%

30Δ

Calls
Pseudo strike
11.94
IV
271.2%
B/E move
54.9%
Puts
Pseudo strike
7.02
IV
170.7%
B/E move
16.4%

35Δ

Calls
Pseudo strike
11.58
IV
251.6%
B/E move
50.5%
Puts
Pseudo strike
7.55
IV
124.9%
B/E move
10.3%

40Δ

Calls
Pseudo strike
11.22
IV
232.0%
B/E move
46.0%
Puts
Pseudo strike
7.78
IV
125.0%
B/E move
9.4%

45Δ

Calls
Pseudo strike
10.86
IV
212.4%
B/E move
41.6%
Puts
Pseudo strike
8.02
IV
125.1%
B/E move
8.5%

50Δ

Calls
Pseudo strike
10.50
IV
192.8%
B/E move
37.2%
Puts
Pseudo strike
8.25
IV
125.2%
B/E move
7.6%

55Δ

Calls
Pseudo strike
10.14
IV
173.3%
B/E move
32.7%
Puts
Pseudo strike
8.49
IV
125.3%
B/E move
6.7%

60Δ

Calls
Pseudo strike
9.78
IV
153.7%
B/E move
28.3%
Puts
Pseudo strike
8.73
IV
125.4%
B/E move
5.8%

65Δ

Calls
Pseudo strike
9.42
IV
134.1%
B/E move
23.9%
Puts
Pseudo strike
8.96
IV
125.5%
B/E move
4.9%

70Δ

Calls
Pseudo strike
9.06
IV
114.5%
B/E move
19.5%
Puts
Pseudo strike
9.20
IV
125.5%
B/E move
4.0%

75Δ

Calls
Pseudo strike
8.70
IV
95.0%
B/E move
15.0%
Puts
Pseudo strike
9.43
IV
125.6%
B/E move
3.1%

80Δ

Calls
Pseudo strike
8.34
IV
75.4%
B/E move
10.6%
Puts
Pseudo strike
9.67
IV
125.7%
B/E move
2.3%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations