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Sunstone Hotel Investors, Inc. SHO

i

Market dataready · fetched 2026-11-12T16:05:39.185Z

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 · 2026-11-12T16:05:32.655159274Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T16:05:38.207879+00:00

Share price$12.82
1D-0.5%
$12.81$12.83$12.85$12.88$12.905:30 AM6:30 AM9:00 AM1:00 PMSHO
Sold putSold call

Sunstone Hotel Investors, Inc. options

Live interpolated SHO call and put midpoint premiums by absolute delta.Sunstone Hotel Investors, Inc.$0.65$1.57$2.48$3.39$4.30$9.13$10.36$11.58$12.81$14.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SHO spot · $12.82SHO PRICE$0.78$0.78$0.81$0.85$0.90$0.94$0.99$1.30$1.60$1.90$2.20$0.75$0.79$0.80$0.81$0.82$1.17$1.58$1.99$2.40$2.81$3.22$3.63$4.04
PutsExpensive3.93×
Calls——
Skew——
Implied moveBearish±$2.47
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.70291.3%30.2%
25Δ10.52245.6%24.1%
30Δ17.05258.5%39.1%11.14209.0%19.3%
35Δ15.10200.7%23.8%11.77172.5%14.5%
40Δ14.51179.8%19.6%12.40136.0%9.7%
45Δ14.00160.9%15.9%12.93132.0%8.2%
50Δ13.49142.1%12.2%13.45134.3%7.4%
55Δ12.98123.2%8.6%13.96136.6%6.6%
60Δ12.48105.7%5.1%14.48139.0%5.8%
65Δ12.09109.0%4.4%15.00141.3%4.9%
70Δ11.70112.3%3.7%15.51143.6%4.1%
75Δ11.32115.5%3.1%16.03145.9%3.3%
80Δ10.93118.8%2.4%16.54148.3%2.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
9.70
IV
291.3%
B/E move
30.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.52
IV
245.6%
B/E move
24.1%

30Δ

Calls
Pseudo strike
17.05
IV
258.5%
B/E move
39.1%
Puts
Pseudo strike
11.14
IV
209.0%
B/E move
19.3%

35Δ

Calls
Pseudo strike
15.10
IV
200.7%
B/E move
23.8%
Puts
Pseudo strike
11.77
IV
172.5%
B/E move
14.5%

40Δ

Calls
Pseudo strike
14.51
IV
179.8%
B/E move
19.6%
Puts
Pseudo strike
12.40
IV
136.0%
B/E move
9.7%

45Δ

Calls
Pseudo strike
14.00
IV
160.9%
B/E move
15.9%
Puts
Pseudo strike
12.93
IV
132.0%
B/E move
8.2%

50Δ

Calls
Pseudo strike
13.49
IV
142.1%
B/E move
12.2%
Puts
Pseudo strike
13.45
IV
134.3%
B/E move
7.4%

55Δ

Calls
Pseudo strike
12.98
IV
123.2%
B/E move
8.6%
Puts
Pseudo strike
13.96
IV
136.6%
B/E move
6.6%

60Δ

Calls
Pseudo strike
12.48
IV
105.7%
B/E move
5.1%
Puts
Pseudo strike
14.48
IV
139.0%
B/E move
5.8%

65Δ

Calls
Pseudo strike
12.09
IV
109.0%
B/E move
4.4%
Puts
Pseudo strike
15.00
IV
141.3%
B/E move
4.9%

70Δ

Calls
Pseudo strike
11.70
IV
112.3%
B/E move
3.7%
Puts
Pseudo strike
15.51
IV
143.6%
B/E move
4.1%

75Δ

Calls
Pseudo strike
11.32
IV
115.5%
B/E move
3.1%
Puts
Pseudo strike
16.03
IV
145.9%
B/E move
3.3%

80Δ

Calls
Pseudo strike
10.93
IV
118.8%
B/E move
2.4%
Puts
Pseudo strike
16.54
IV
148.3%
B/E move
2.5%

Options history

IV · four-Friday blend61.10%
Daily EOD
SHO42.5%52.5%62.5%2026-10-20: 48.51%2026-10-21: 51.95%2026-10-22: 59.66%2026-10-23: 54.91%2026-10-26: 59.98%2026-10-27: 56.07%2026-10-29: 43.87%2026-10-30: 61.10%Oct 20Oct 23Oct 30
8 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
48.51%
51.95%
59.66%
54.91%
59.98%
56.07%
43.87%
61.10%