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Seven Hills Realty Trust Common Stock SEVN

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-11-12T03:22:20.242Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T21:42:16.650038878Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:22:19.408359+00:00

Share price$6.67
1D-0.3%
AH$6.61$6.63$6.66$6.69$6.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSEVN
Sold putSold callAH

Seven Hills Realty Trust Common Stock options

Live interpolated SEVN call and put midpoint premiums by absolute delta.Seven Hills Realty Trust Common Stock$0.34$0.67$0.99$1.32$1.65$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESEVN PRICE$0.38$0.47$0.58$0.69$0.80$0.90$1.01$1.12$1.23$1.34$1.45$1.55
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ10.34148.3%60.7%
30Δ9.65138.2%51.8%
35Δ9.27133.3%47.6%
40Δ8.88128.3%43.5%
45Δ8.49123.3%39.3%
50Δ8.11118.4%35.1%
55Δ7.72113.4%30.9%
60Δ7.33108.5%26.8%
65Δ6.95103.5%22.6%
70Δ6.5698.5%18.4%
75Δ6.1893.6%14.3%
80Δ5.7988.6%10.1%

20Δ

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

25Δ

Calls
Pseudo strike
10.34
IV
148.3%
B/E move
60.7%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
9.65
IV
138.2%
B/E move
51.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
9.27
IV
133.3%
B/E move
47.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
8.88
IV
128.3%
B/E move
43.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
8.49
IV
123.3%
B/E move
39.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
8.11
IV
118.4%
B/E move
35.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
7.72
IV
113.4%
B/E move
30.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
7.33
IV
108.5%
B/E move
26.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
6.95
IV
103.5%
B/E move
22.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
6.56
IV
98.5%
B/E move
18.4%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.18
IV
93.6%
B/E move
14.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
5.79
IV
88.6%
B/E move
10.1%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations