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Seven Hills Realty Trust SEVN

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-10-22T23:30:17.197Z

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 · 2026-10-22T21:51:08.388256583Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:23:48.653188+00:00

Share price$6.08
1D+1.6%
AH$6.04$6.11$6.17$6.23$6.305:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSEVN
Sold putSold callAH

Seven Hills Realty Trust options

Live interpolated SEVN call and put midpoint premiums by absolute delta.Seven Hills Realty Trust$0.23$0.95$1.66$2.37$3.08$3.61$5.06$6.50$7.95$9.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SEVN spot · $6.08SEVN PRICE$0.33$0.42$0.49$0.55$0.62$0.69$0.76$0.83$0.89$0.96$1.03$1.10$1.17$0.31$0.49$0.67$0.85$1.03$1.21$1.39$1.57$1.75$1.97$2.28$2.58$2.88
PutsExpensive2.13×
CallsExpensive3.08×
SkewBullish-48.76 pp
Implied moveBearish±$2.15
TiltBearish31.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.85207.5%100.2%5.3080.8%18.1%
25Δ12.13223.8%106.2%5.5587.3%16.9%
30Δ11.53211.6%97.4%5.8093.8%15.6%
35Δ10.93199.4%88.6%6.06100.2%14.4%
40Δ10.32187.2%79.9%6.31106.7%13.2%
45Δ9.72175.0%71.1%6.57113.1%12.0%
50Δ9.12162.8%62.4%6.82119.6%10.8%
55Δ8.52150.6%53.6%7.08126.1%9.6%
60Δ7.92138.4%44.8%7.33132.5%8.4%
65Δ7.32126.2%36.1%7.62134.4%7.2%
70Δ6.72114.0%27.3%7.99127.1%6.0%
75Δ6.11101.8%18.5%8.37119.7%4.9%
80Δ5.5189.6%9.8%8.74112.4%3.7%

20Δ

Calls
Pseudo strike
11.85
IV
207.5%
B/E move
100.2%
Puts
Pseudo strike
5.30
IV
80.8%
B/E move
18.1%

25Δ

Calls
Pseudo strike
12.13
IV
223.8%
B/E move
106.2%
Puts
Pseudo strike
5.55
IV
87.3%
B/E move
16.9%

30Δ

Calls
Pseudo strike
11.53
IV
211.6%
B/E move
97.4%
Puts
Pseudo strike
5.80
IV
93.8%
B/E move
15.6%

35Δ

Calls
Pseudo strike
10.93
IV
199.4%
B/E move
88.6%
Puts
Pseudo strike
6.06
IV
100.2%
B/E move
14.4%

40Δ

Calls
Pseudo strike
10.32
IV
187.2%
B/E move
79.9%
Puts
Pseudo strike
6.31
IV
106.7%
B/E move
13.2%

45Δ

Calls
Pseudo strike
9.72
IV
175.0%
B/E move
71.1%
Puts
Pseudo strike
6.57
IV
113.1%
B/E move
12.0%

50Δ

Calls
Pseudo strike
9.12
IV
162.8%
B/E move
62.4%
Puts
Pseudo strike
6.82
IV
119.6%
B/E move
10.8%

55Δ

Calls
Pseudo strike
8.52
IV
150.6%
B/E move
53.6%
Puts
Pseudo strike
7.08
IV
126.1%
B/E move
9.6%

60Δ

Calls
Pseudo strike
7.92
IV
138.4%
B/E move
44.8%
Puts
Pseudo strike
7.33
IV
132.5%
B/E move
8.4%

65Δ

Calls
Pseudo strike
7.32
IV
126.2%
B/E move
36.1%
Puts
Pseudo strike
7.62
IV
134.4%
B/E move
7.2%

70Δ

Calls
Pseudo strike
6.72
IV
114.0%
B/E move
27.3%
Puts
Pseudo strike
7.99
IV
127.1%
B/E move
6.0%

75Δ

Calls
Pseudo strike
6.11
IV
101.8%
B/E move
18.5%
Puts
Pseudo strike
8.37
IV
119.7%
B/E move
4.9%

80Δ

Calls
Pseudo strike
5.51
IV
89.6%
B/E move
9.8%
Puts
Pseudo strike
8.74
IV
112.4%
B/E move
3.7%

Options history

No recorded observations