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Seritage Growth Properties SRG

REAL ESTATE · REAL ESTATE SERVICES
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Market dataready · fetched 2026-10-23T00:21:11.001Z

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 · 2026-10-22T23:00:00.003718321Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T00:16:49.385383+00:00

Share price$1.63
1D-0.6%
AH$1.62$1.63$1.65$1.66$1.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSRG
Sold putSold callAH

Seritage Growth Properties options

Live interpolated SRG call and put midpoint premiums by absolute delta.Seritage Growth Properties$0.38$1.08$1.77$2.47$3.16$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICESRG PRICE$0.56$0.64$0.65$0.65$0.65$0.65$0.46$0.48$0.51$0.54$0.56$0.59$0.62$0.79$1.05$1.31$1.87$2.96
PutsExpensive5.42×
CallsExpensive7.91×
SkewBullish-128.22 pp
Implied move——
TiltBearish51.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.15476.4%57.2%
25Δ1.29434.5%50.7%
30Δ1.42392.6%44.2%
35Δ1.55350.7%37.6%
40Δ1.69308.9%31.1%
45Δ1.82267.0%24.6%
50Δ1.95225.1%18.0%
55Δ4.72565.3%224.1%2.18217.8%14.5%
60Δ4.11582.1%191.1%2.48230.4%12.7%
65Δ2.46473.8%90.9%2.77243.0%10.9%
70Δ1.89394.1%55.5%3.34273.3%9.5%
75Δ1.70338.6%44.3%4.46315.6%8.1%
80Δ1.52283.1%33.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.15
IV
476.4%
B/E move
57.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.29
IV
434.5%
B/E move
50.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.42
IV
392.6%
B/E move
44.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.55
IV
350.7%
B/E move
37.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.69
IV
308.9%
B/E move
31.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.82
IV
267.0%
B/E move
24.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.95
IV
225.1%
B/E move
18.0%

55Δ

Calls
Pseudo strike
4.72
IV
565.3%
B/E move
224.1%
Puts
Pseudo strike
2.18
IV
217.8%
B/E move
14.5%

60Δ

Calls
Pseudo strike
4.11
IV
582.1%
B/E move
191.1%
Puts
Pseudo strike
2.48
IV
230.4%
B/E move
12.7%

65Δ

Calls
Pseudo strike
2.46
IV
473.8%
B/E move
90.9%
Puts
Pseudo strike
2.77
IV
243.0%
B/E move
10.9%

70Δ

Calls
Pseudo strike
1.89
IV
394.1%
B/E move
55.5%
Puts
Pseudo strike
3.34
IV
273.3%
B/E move
9.5%

75Δ

Calls
Pseudo strike
1.70
IV
338.6%
B/E move
44.3%
Puts
Pseudo strike
4.46
IV
315.6%
B/E move
8.1%

80Δ

Calls
Pseudo strike
1.52
IV
283.1%
B/E move
33.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations