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Site Centers Corp SITC

REAL ESTATE · REIT - RETAIL
i

Market dataready · fetched 2026-10-23T13:32:54.656Z

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 · 2026-10-23T13:32:51.972302122Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T13:32:54.181737+00:00

Share price$3.75
1D+0.1%
$3.75$3.75$3.75$3.76$3.765:30 AM6:30 AM9:00 AM1:00 PMSITC
Sold putSold call

Site Centers Corp options

Live interpolated SITC call and put midpoint premiums by absolute delta.Site Centers Corp$0.13$1.14$2.15$3.16$4.17$1.32$2.38$3.43$4.49$5.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SITC spot · $3.75SITC PRICE$0.24$0.34$0.43$0.52$0.61$0.71$0.80$0.89$0.99$1.08$1.17$1.26$1.36$0.90$1.20$1.50$1.80$2.09$2.39$2.69$2.98$3.28$3.58$3.87$3.71$2.89
PutsExpensive3.62×
CallsExpensive1.45×
SkewBearish+59.79 pp
Implied moveBearish±$3.49
TiltBearish52.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.6287.3%29.8%3.59132.8%28.2%
25Δ4.4595.0%27.9%3.96144.5%26.3%
30Δ4.29102.8%26.0%4.33156.1%24.4%
35Δ4.13110.5%24.2%4.70167.8%22.5%
40Δ3.97118.3%22.3%5.07179.5%20.5%
45Δ3.80126.1%20.4%5.44191.1%18.6%
50Δ3.64133.8%18.6%5.81202.8%16.7%
55Δ3.48141.6%16.7%6.18214.4%14.8%
60Δ3.32149.3%14.8%6.54226.1%12.9%
65Δ3.15157.1%13.0%6.91237.8%10.9%
70Δ2.99164.9%11.1%7.28249.4%9.0%
75Δ2.83172.6%9.2%7.19234.2%7.0%
80Δ2.67180.4%7.4%6.45180.3%4.8%

20Δ

Calls
Pseudo strike
4.62
IV
87.3%
B/E move
29.8%
Puts
Pseudo strike
3.59
IV
132.8%
B/E move
28.2%

25Δ

Calls
Pseudo strike
4.45
IV
95.0%
B/E move
27.9%
Puts
Pseudo strike
3.96
IV
144.5%
B/E move
26.3%

30Δ

Calls
Pseudo strike
4.29
IV
102.8%
B/E move
26.0%
Puts
Pseudo strike
4.33
IV
156.1%
B/E move
24.4%

35Δ

Calls
Pseudo strike
4.13
IV
110.5%
B/E move
24.2%
Puts
Pseudo strike
4.70
IV
167.8%
B/E move
22.5%

40Δ

Calls
Pseudo strike
3.97
IV
118.3%
B/E move
22.3%
Puts
Pseudo strike
5.07
IV
179.5%
B/E move
20.5%

45Δ

Calls
Pseudo strike
3.80
IV
126.1%
B/E move
20.4%
Puts
Pseudo strike
5.44
IV
191.1%
B/E move
18.6%

50Δ

Calls
Pseudo strike
3.64
IV
133.8%
B/E move
18.6%
Puts
Pseudo strike
5.81
IV
202.8%
B/E move
16.7%

55Δ

Calls
Pseudo strike
3.48
IV
141.6%
B/E move
16.7%
Puts
Pseudo strike
6.18
IV
214.4%
B/E move
14.8%

60Δ

Calls
Pseudo strike
3.32
IV
149.3%
B/E move
14.8%
Puts
Pseudo strike
6.54
IV
226.1%
B/E move
12.9%

65Δ

Calls
Pseudo strike
3.15
IV
157.1%
B/E move
13.0%
Puts
Pseudo strike
6.91
IV
237.8%
B/E move
10.9%

70Δ

Calls
Pseudo strike
2.99
IV
164.9%
B/E move
11.1%
Puts
Pseudo strike
7.28
IV
249.4%
B/E move
9.0%

75Δ

Calls
Pseudo strike
2.83
IV
172.6%
B/E move
9.2%
Puts
Pseudo strike
7.19
IV
234.2%
B/E move
7.0%

80Δ

Calls
Pseudo strike
2.67
IV
180.4%
B/E move
7.4%
Puts
Pseudo strike
6.45
IV
180.3%
B/E move
4.8%

Options history

No recorded observations