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SmartStop Self Storage REIT, Inc. SMA

i

Market dataready · fetched 2026-11-12T15:28:32.272Z

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: 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 · 2026-11-12T15:27:48.65775216Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:28:30.367183+00:00

Share price$39.18
1D+0.7%
$38.89$38.99$39.09$39.19$39.295:30 AM6:30 AM9:00 AM1:00 PMSMA
Sold putSold call

SmartStop Self Storage REIT, Inc. options

Live interpolated SMA call and put midpoint premiums by absolute delta.SmartStop Self Storage REIT, Inc.$0.32$1.71$3.11$4.50$5.90$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ 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 —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESMA PRICE$0.47$0.58$0.69$0.80$0.90$0.59$0.79$1.00$1.20$1.41$1.61$1.82$2.08$2.76$3.44$4.13$4.81$5.49
PutsFair0.96×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.2037.4%14.0%35.6637.1%10.5%
25Δ43.3034.9%12.0%36.2936.5%9.4%
30Δ42.3932.5%10.0%36.9236.0%8.3%
35Δ41.4930.0%8.0%37.5535.4%7.2%
40Δ40.5927.6%5.9%38.1834.8%6.1%
45Δ38.8134.2%5.1%
50Δ39.4433.7%4.0%
55Δ40.0933.3%3.0%
60Δ40.9434.5%2.5%
65Δ41.7835.8%2.1%
70Δ42.6337.0%1.7%
75Δ43.4738.2%1.3%
80Δ44.3139.5%0.9%

20Δ

Calls
Pseudo strike
44.20
IV
37.4%
B/E move
14.0%
Puts
Pseudo strike
35.66
IV
37.1%
B/E move
10.5%

25Δ

Calls
Pseudo strike
43.30
IV
34.9%
B/E move
12.0%
Puts
Pseudo strike
36.29
IV
36.5%
B/E move
9.4%

30Δ

Calls
Pseudo strike
42.39
IV
32.5%
B/E move
10.0%
Puts
Pseudo strike
36.92
IV
36.0%
B/E move
8.3%

35Δ

Calls
Pseudo strike
41.49
IV
30.0%
B/E move
8.0%
Puts
Pseudo strike
37.55
IV
35.4%
B/E move
7.2%

40Δ

Calls
Pseudo strike
40.59
IV
27.6%
B/E move
5.9%
Puts
Pseudo strike
38.18
IV
34.8%
B/E move
6.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.81
IV
34.2%
B/E move
5.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
39.44
IV
33.7%
B/E move
4.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.09
IV
33.3%
B/E move
3.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.94
IV
34.5%
B/E move
2.5%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.78
IV
35.8%
B/E move
2.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.63
IV
37.0%
B/E move
1.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.47
IV
38.2%
B/E move
1.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.31
IV
39.5%
B/E move
0.9%

Options history

IV · four-Friday blend34.86%
Daily EOD
SMA30.2%33.9%37.7%2026-10-20: 30.68%2026-10-21: 30.96%2026-10-22: 37.15%2026-10-23: 33.46%2026-10-26: 33.13%2026-10-27: 34.01%2026-10-28: 34.86%Oct 20Oct 23Oct 28
7 observations2026-10-20 — 2026-10-28
Table
DateIV (%)
30.68%
30.96%
37.15%
33.46%
33.13%
34.01%
34.86%