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Sunstone Hotel Investors, Inc. SHO

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Market datapartial · fetched 2026-10-22T21:25:26.763Z

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 · 2026-10-22T20:10:00.000993863Z

FundamentalsAlpha Vantage · unavailable

Share price$12.60
1D+0.8%
AH$12.45$12.53$12.61$12.69$12.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSHO
Sold putSold callAH

Sunstone Hotel Investors, Inc. options

Live interpolated SHO call and put midpoint premiums by absolute delta.Sunstone Hotel Investors, Inc.$0.74$1.26$1.78$2.30$2.81$8.01$10.28$12.54$14.81$17.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SHO spot · $12.60SHO PRICE$0.80$0.95$1.04$1.12$1.21$1.29$1.43$1.59$1.76$1.92$2.09$0.91$1.09$1.14$1.19$1.24$1.35$1.53$1.71$1.89$2.07$2.25$2.43$2.66
PutsExpensive4.18×
CallsExpensive3.59×
SkewBearish+3.29 pp
Implied moveBearish±$2.74
TiltBearish17.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.32177.5%33.2%
25Δ10.21164.7%27.6%
30Δ17.01143.5%41.3%10.85145.5%23.0%
35Δ16.64145.5%39.6%11.49126.4%18.3%
40Δ15.69132.6%32.8%12.12107.2%13.7%
45Δ14.74119.7%25.9%12.6494.2%10.4%
50Δ13.79106.7%19.1%12.9890.1%9.1%
55Δ12.8493.8%12.2%13.3286.1%7.8%
60Δ12.3085.6%9.0%13.6682.0%6.6%
65Δ11.9980.2%7.8%14.0077.9%5.3%
70Δ11.6874.8%6.7%14.3573.8%4.0%
75Δ11.3769.4%5.5%14.6969.8%2.8%
80Δ11.0663.9%4.4%15.0766.1%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.32
IV
177.5%
B/E move
33.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.21
IV
164.7%
B/E move
27.6%

30Δ

Calls
Pseudo strike
17.01
IV
143.5%
B/E move
41.3%
Puts
Pseudo strike
10.85
IV
145.5%
B/E move
23.0%

35Δ

Calls
Pseudo strike
16.64
IV
145.5%
B/E move
39.6%
Puts
Pseudo strike
11.49
IV
126.4%
B/E move
18.3%

40Δ

Calls
Pseudo strike
15.69
IV
132.6%
B/E move
32.8%
Puts
Pseudo strike
12.12
IV
107.2%
B/E move
13.7%

45Δ

Calls
Pseudo strike
14.74
IV
119.7%
B/E move
25.9%
Puts
Pseudo strike
12.64
IV
94.2%
B/E move
10.4%

50Δ

Calls
Pseudo strike
13.79
IV
106.7%
B/E move
19.1%
Puts
Pseudo strike
12.98
IV
90.1%
B/E move
9.1%

55Δ

Calls
Pseudo strike
12.84
IV
93.8%
B/E move
12.2%
Puts
Pseudo strike
13.32
IV
86.1%
B/E move
7.8%

60Δ

Calls
Pseudo strike
12.30
IV
85.6%
B/E move
9.0%
Puts
Pseudo strike
13.66
IV
82.0%
B/E move
6.6%

65Δ

Calls
Pseudo strike
11.99
IV
80.2%
B/E move
7.8%
Puts
Pseudo strike
14.00
IV
77.9%
B/E move
5.3%

70Δ

Calls
Pseudo strike
11.68
IV
74.8%
B/E move
6.7%
Puts
Pseudo strike
14.35
IV
73.8%
B/E move
4.0%

75Δ

Calls
Pseudo strike
11.37
IV
69.4%
B/E move
5.5%
Puts
Pseudo strike
14.69
IV
69.8%
B/E move
2.8%

80Δ

Calls
Pseudo strike
11.06
IV
63.9%
B/E move
4.4%
Puts
Pseudo strike
15.07
IV
66.1%
B/E move
1.5%

Options history

No recorded observations