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SITE Centers Corp. Common Shares SITC

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Market datapartial · fetched 2026-10-23T12:35:49.118Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T12:14:50.013853274Z

FundamentalsAlpha Vantage · unavailable

Share price$3.76
1D
Price history unavailable.

SITE Centers Corp. Common Shares options

Live interpolated SITC call and put midpoint premiums by absolute delta.SITE Centers Corp. Common Shares$0.54$0.85$1.17$1.48$1.79$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESITC PRICE$0.57$0.58$0.65$0.72$0.79$0.87$0.94$1.01$1.08$1.70
PutsExpensive1.87×
CallsExpensive1.94×
SkewBullish-54.10 pp
Implied move——
TiltBullish61.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ6.70206.7%93.6%
45Δ5.00160.3%48.2%
50Δ4.75151.3%43.5%
55Δ4.50142.3%38.8%
60Δ4.25133.4%34.1%
65Δ4.00124.4%29.3%
70Δ3.75115.4%24.6%
75Δ3.50106.4%19.9%
80Δ3.2597.4%15.1%5.3883.4%2.2%

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
6.70
IV
206.7%
B/E move
93.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
5.00
IV
160.3%
B/E move
48.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
4.75
IV
151.3%
B/E move
43.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
4.50
IV
142.3%
B/E move
38.8%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
4.25
IV
133.4%
B/E move
34.1%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
4.00
IV
124.4%
B/E move
29.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.75
IV
115.4%
B/E move
24.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.50
IV
106.4%
B/E move
19.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.25
IV
97.4%
B/E move
15.1%
Puts
Pseudo strike
5.38
IV
83.4%
B/E move
2.2%

Options history

No recorded observations