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SL Green Realty Corp. SLG

i

Market datapartial · fetched 2026-11-12T01:07:27.945Z

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 · 2026-11-12T00:00:00.002402777Z

FundamentalsAlpha Vantage · unavailable

Share price$49.72
1D-0.4%
AH$49.58$49.75$49.93$50.11$50.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSLG
Sold putSold callAH

SL Green Realty Corp. options

Live interpolated SLG call and put midpoint premiums by absolute delta.SL Green Realty Corp.$0.27$1.35$2.44$3.52$4.61$44.13$47.28$50.42$53.57$56.7220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLG spot · $49.72SLG PRICE$0.49$0.64$0.81$1.04$1.27$1.50$1.74$2.13$2.52$2.91$3.30$3.80$4.29$0.39$0.52$0.69$0.87$1.05$1.22$1.40$1.62$1.87$2.11$2.35$2.60$2.84
PutsCheap0.72×
CallsFair1.05×
SkewBullish-18.09 pp
Implied moveBullish±$3.14
TiltBullish15.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.5050.7%8.6%46.9544.1%6.3%
25Δ52.9353.8%7.7%47.7241.0%5.1%
30Δ52.3456.3%6.9%48.1541.3%4.5%
35Δ51.7556.9%6.2%48.5941.6%4.0%
40Δ51.1657.6%5.5%49.0241.9%3.5%
45Δ50.5758.3%4.7%49.4542.2%3.0%
50Δ49.9859.0%4.0%49.8842.5%2.5%
55Δ49.3560.1%3.5%50.2841.8%2.1%
60Δ48.7261.3%3.1%50.6840.5%1.8%
65Δ48.1062.5%2.6%51.0839.3%1.5%
70Δ47.4663.5%2.1%51.4838.1%1.2%
75Δ46.7661.9%1.7%51.8836.9%0.9%
80Δ46.0760.2%1.3%52.2835.6%0.6%

20Δ

Calls
Pseudo strike
53.50
IV
50.7%
B/E move
8.6%
Puts
Pseudo strike
46.95
IV
44.1%
B/E move
6.3%

25Δ

Calls
Pseudo strike
52.93
IV
53.8%
B/E move
7.7%
Puts
Pseudo strike
47.72
IV
41.0%
B/E move
5.1%

30Δ

Calls
Pseudo strike
52.34
IV
56.3%
B/E move
6.9%
Puts
Pseudo strike
48.15
IV
41.3%
B/E move
4.5%

35Δ

Calls
Pseudo strike
51.75
IV
56.9%
B/E move
6.2%
Puts
Pseudo strike
48.59
IV
41.6%
B/E move
4.0%

40Δ

Calls
Pseudo strike
51.16
IV
57.6%
B/E move
5.5%
Puts
Pseudo strike
49.02
IV
41.9%
B/E move
3.5%

45Δ

Calls
Pseudo strike
50.57
IV
58.3%
B/E move
4.7%
Puts
Pseudo strike
49.45
IV
42.2%
B/E move
3.0%

50Δ

Calls
Pseudo strike
49.98
IV
59.0%
B/E move
4.0%
Puts
Pseudo strike
49.88
IV
42.5%
B/E move
2.5%

55Δ

Calls
Pseudo strike
49.35
IV
60.1%
B/E move
3.5%
Puts
Pseudo strike
50.28
IV
41.8%
B/E move
2.1%

60Δ

Calls
Pseudo strike
48.72
IV
61.3%
B/E move
3.1%
Puts
Pseudo strike
50.68
IV
40.5%
B/E move
1.8%

65Δ

Calls
Pseudo strike
48.10
IV
62.5%
B/E move
2.6%
Puts
Pseudo strike
51.08
IV
39.3%
B/E move
1.5%

70Δ

Calls
Pseudo strike
47.46
IV
63.5%
B/E move
2.1%
Puts
Pseudo strike
51.48
IV
38.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
46.76
IV
61.9%
B/E move
1.7%
Puts
Pseudo strike
51.88
IV
36.9%
B/E move
0.9%

80Δ

Calls
Pseudo strike
46.07
IV
60.2%
B/E move
1.3%
Puts
Pseudo strike
52.28
IV
35.6%
B/E move
0.6%

Options history

IV · four-Friday blend39.18%
Daily EOD
SLG36.0%39.6%43.2%2026-10-19: 42.67%2026-10-20: 40.83%2026-10-21: 41.84%2026-10-22: 40.43%2026-10-23: 38.67%2026-10-26: 38.55%2026-10-27: 40.02%2026-10-28: 39.47%2026-10-29: 36.52%2026-10-30: 39.18%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.67%
40.83%
41.84%
40.43%
38.67%
38.55%
40.02%
39.47%
36.52%
39.18%