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Tanger Inc. SKT

i

Market dataready · fetched 2026-11-13T02:14:56.217Z

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 · 2026-11-13T00:00:00.001396147Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T02:14:55.167617+00:00

Share price$39.69
1D-0.5%
AH$39.60$39.70$39.81$39.91$40.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSKT
Sold putSold callAH

Tanger Inc. options

Live interpolated SKT call and put midpoint premiums by absolute delta.Tanger Inc.$0.34$0.89$1.45$2.00$2.56$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICESKT PRICE$0.56$0.80$0.40$0.42$1.72$1.84$1.95$2.40$0.96$0.73$0.92$1.12$1.29$1.45$1.60
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.7089.2%14.0%
25Δ44.1797.5%13.3%36.5198.0%10.4%
30Δ
35Δ40.5630.9%3.2%
40Δ40.2026.1%2.3%39.2340.6%3.0%
45Δ39.5342.7%2.7%
50Δ39.8444.9%2.4%
55Δ40.1445.2%2.1%
60Δ40.4443.4%1.7%
65Δ38.7649.8%2.0%40.7441.6%1.4%
70Δ38.4746.1%1.6%
75Δ38.1842.4%1.1%
80Δ37.6144.0%0.8%

20Δ

Calls
Pseudo strike
44.70
IV
89.2%
B/E move
14.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
44.17
IV
97.5%
B/E move
13.3%
Puts
Pseudo strike
36.51
IV
98.0%
B/E move
10.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
40.56
IV
30.9%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
40.20
IV
26.1%
B/E move
2.3%
Puts
Pseudo strike
39.23
IV
40.6%
B/E move
3.0%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.53
IV
42.7%
B/E move
2.7%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.84
IV
44.9%
B/E move
2.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.14
IV
45.2%
B/E move
2.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.44
IV
43.4%
B/E move
1.7%

65Δ

Calls
Pseudo strike
38.76
IV
49.8%
B/E move
2.0%
Puts
Pseudo strike
40.74
IV
41.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
38.47
IV
46.1%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
38.18
IV
42.4%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
37.61
IV
44.0%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.32%
Daily EOD
SKT23.7%28.0%32.2%2026-10-19: 30.41%2026-10-20: 28.69%2026-10-21: 30.78%2026-10-22: 28.94%2026-10-23: 30.63%2026-10-26: 29.09%2026-10-27: 30.28%2026-10-28: 31.59%2026-10-29: 25.93%2026-10-30: 24.32%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
30.41%
28.69%
30.78%
28.94%
30.63%
29.09%
30.28%
31.59%
25.93%
24.32%