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Global Self Storage, Inc. Common Stock SELF

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Market datapartial · fetched 2026-10-23T05:54:31.910Z

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 · 2026-10-22T20:00:00.275420787Z

FundamentalsAlpha Vantage · unavailable

Share price$4.88
1D-1.4%
AH$4.84$4.86$4.89$4.91$4.935:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSELF
Sold putSold callAH

Global Self Storage, Inc. Common Stock options

Live interpolated SELF call and put midpoint premiums by absolute delta.Global Self Storage, Inc. Common Stock$0.26$1.15$2.04$2.92$3.81$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESELF PRICE$0.76$0.36$0.62$0.89$1.15$1.41$1.68$1.94$0.55$1.55$2.55$3.55
PutsExpensive2.07×
CallsExpensive3.83×
SkewBullish-60.79 pp
Implied move——
TiltBullish3.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ7.08245.0%60.6%
50Δ4.9367.7%8.5%
55Δ4.6487.0%7.9%
60Δ4.35106.2%7.3%
65Δ4.05125.5%6.7%5.3732.8%1.2%
70Δ3.76144.7%6.1%6.3764.0%1.3%
75Δ3.47164.0%5.5%7.3795.2%1.4%
80Δ3.18183.2%4.9%8.36126.4%1.5%

20Δ

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

25Δ

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

30Δ

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

35Δ

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

40Δ

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

45Δ

Calls
Pseudo strike
7.08
IV
245.0%
B/E move
60.6%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
4.93
IV
67.7%
B/E move
8.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
4.64
IV
87.0%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
4.35
IV
106.2%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
4.05
IV
125.5%
B/E move
6.7%
Puts
Pseudo strike
5.37
IV
32.8%
B/E move
1.2%

70Δ

Calls
Pseudo strike
3.76
IV
144.7%
B/E move
6.1%
Puts
Pseudo strike
6.37
IV
64.0%
B/E move
1.3%

75Δ

Calls
Pseudo strike
3.47
IV
164.0%
B/E move
5.5%
Puts
Pseudo strike
7.37
IV
95.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
3.18
IV
183.2%
B/E move
4.9%
Puts
Pseudo strike
8.36
IV
126.4%
B/E move
1.5%

Options history

No recorded observations