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SL Green Realty Corp SLG

REAL ESTATE · REIT - OFFICE
i

Market dataready · fetched 2026-10-22T23:45:08.056Z

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 · 2026-10-22T23:00:00.00161667Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:45:07.446184+00:00

Share price$49.19
1D+4.7%
AH$46$47$48$49$505:30 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$0.33$2.20$4.08$5.96$7.84$41.42$45.28$49.14$52.99$56.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SLG spot · $49.19SLG PRICE$0.53$0.67$0.95$1.32$1.70$2.07$2.37$2.48$2.58$2.68$3.31$5.17$7.30$0.76$0.97$1.19$1.41$1.70$1.99$2.29$2.61$2.98$3.34$3.71$4.15$4.67
PutsCheap0.84×
CallsCheap0.93×
SkewBullish-3.15 pp
Implied moveBalanced±$4.66
TiltBullish2.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.1335.9%11.1%44.5446.2%11.0%
25Δ52.9634.0%9.0%45.6444.1%9.2%
30Δ52.1535.3%8.0%46.5942.3%7.7%
35Δ51.5838.7%7.5%47.5340.5%6.3%
40Δ51.0142.0%7.1%48.2239.7%5.4%
45Δ50.4345.4%6.7%48.9239.0%4.6%
50Δ49.8546.8%6.2%49.6138.3%3.8%
55Δ49.2142.5%5.1%50.2837.4%3.1%
60Δ48.5838.2%4.0%50.9136.4%2.6%
65Δ47.9433.9%2.9%51.5435.4%2.0%
70Δ46.9835.3%2.2%52.1734.4%1.5%
75Δ45.2650.1%2.5%52.8333.1%1.0%
80Δ43.0161.3%2.3%53.5131.5%0.7%

20Δ

Calls
Pseudo strike
54.13
IV
35.9%
B/E move
11.1%
Puts
Pseudo strike
44.54
IV
46.2%
B/E move
11.0%

25Δ

Calls
Pseudo strike
52.96
IV
34.0%
B/E move
9.0%
Puts
Pseudo strike
45.64
IV
44.1%
B/E move
9.2%

30Δ

Calls
Pseudo strike
52.15
IV
35.3%
B/E move
8.0%
Puts
Pseudo strike
46.59
IV
42.3%
B/E move
7.7%

35Δ

Calls
Pseudo strike
51.58
IV
38.7%
B/E move
7.5%
Puts
Pseudo strike
47.53
IV
40.5%
B/E move
6.3%

40Δ

Calls
Pseudo strike
51.01
IV
42.0%
B/E move
7.1%
Puts
Pseudo strike
48.22
IV
39.7%
B/E move
5.4%

45Δ

Calls
Pseudo strike
50.43
IV
45.4%
B/E move
6.7%
Puts
Pseudo strike
48.92
IV
39.0%
B/E move
4.6%

50Δ

Calls
Pseudo strike
49.85
IV
46.8%
B/E move
6.2%
Puts
Pseudo strike
49.61
IV
38.3%
B/E move
3.8%

55Δ

Calls
Pseudo strike
49.21
IV
42.5%
B/E move
5.1%
Puts
Pseudo strike
50.28
IV
37.4%
B/E move
3.1%

60Δ

Calls
Pseudo strike
48.58
IV
38.2%
B/E move
4.0%
Puts
Pseudo strike
50.91
IV
36.4%
B/E move
2.6%

65Δ

Calls
Pseudo strike
47.94
IV
33.9%
B/E move
2.9%
Puts
Pseudo strike
51.54
IV
35.4%
B/E move
2.0%

70Δ

Calls
Pseudo strike
46.98
IV
35.3%
B/E move
2.2%
Puts
Pseudo strike
52.17
IV
34.4%
B/E move
1.5%

75Δ

Calls
Pseudo strike
45.26
IV
50.1%
B/E move
2.5%
Puts
Pseudo strike
52.83
IV
33.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
43.01
IV
61.3%
B/E move
2.3%
Puts
Pseudo strike
53.51
IV
31.5%
B/E move
0.7%

Options history

No recorded observations