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Seritage Growth Properties Class A common shares of beneficial interest, par value $0.01 SRG

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Market datapartial · fetched 2026-10-22T20:01:15.889Z

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 · 2026-10-22T20:00:02.867165086Z

FundamentalsAlpha Vantage · unavailable

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 Class A common shares of beneficial interest, par value $0.01 options

Live interpolated SRG call and put midpoint premiums by absolute delta.Seritage Growth Properties Class A common shares of beneficial interest, par value $0.01$0.38$1.08$1.77$2.47$3.17$-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-127.79 pp
Implied move——
TiltBearish51.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.15474.9%57.2%
25Δ1.29433.2%50.7%
30Δ1.42391.4%44.2%
35Δ1.55349.6%37.6%
40Δ1.69307.9%31.1%
45Δ1.82266.1%24.6%
50Δ1.95224.4%18.0%
55Δ4.72563.5%224.1%2.18217.1%14.5%
60Δ4.11580.3%191.1%2.48229.7%12.7%
65Δ2.46472.3%90.9%2.77242.3%10.9%
70Δ1.89392.9%55.5%3.34272.6%9.5%
75Δ1.70337.5%44.3%4.46314.7%8.1%
80Δ1.52282.2%33.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.15
IV
474.9%
B/E move
57.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.29
IV
433.2%
B/E move
50.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.42
IV
391.4%
B/E move
44.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.55
IV
349.6%
B/E move
37.6%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.69
IV
307.9%
B/E move
31.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.82
IV
266.1%
B/E move
24.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.95
IV
224.4%
B/E move
18.0%

55Δ

Calls
Pseudo strike
4.72
IV
563.5%
B/E move
224.1%
Puts
Pseudo strike
2.18
IV
217.1%
B/E move
14.5%

60Δ

Calls
Pseudo strike
4.11
IV
580.3%
B/E move
191.1%
Puts
Pseudo strike
2.48
IV
229.7%
B/E move
12.7%

65Δ

Calls
Pseudo strike
2.46
IV
472.3%
B/E move
90.9%
Puts
Pseudo strike
2.77
IV
242.3%
B/E move
10.9%

70Δ

Calls
Pseudo strike
1.89
IV
392.9%
B/E move
55.5%
Puts
Pseudo strike
3.34
IV
272.6%
B/E move
9.5%

75Δ

Calls
Pseudo strike
1.70
IV
337.5%
B/E move
44.3%
Puts
Pseudo strike
4.46
IV
314.7%
B/E move
8.1%

80Δ

Calls
Pseudo strike
1.52
IV
282.2%
B/E move
33.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations