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

i

Market dataready · fetched 2026-11-12T17:17:39.278Z

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 · 2026-11-12T17:16:45.318701491Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-12T17:17:38.577216+00:00

Share price$1.57
1D+2.6%
$1.53$1.54$1.56$1.58$1.605:30 AM6:30 AM9:00 AM1:00 PMSRG
Sold putSold call

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$0.42$0.72$1.02$1.32$1.62$1.33$1.47$1.60$1.74$1.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SRG spot · $1.57SRG PRICE$0.65$0.65$0.65$0.65$0.65$0.65$0.67$0.69$0.71$0.45$0.48$0.52$0.55$0.58$0.62$0.65$0.75$1.01$1.27$1.53
Puts——
Calls——
Skew——
Implied moveBalanced±$1.30
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.10762.9%58.8%
25Δ1.23710.1%52.4%
30Δ1.37657.4%45.9%
35Δ1.50604.7%39.5%
40Δ4.37800.0%220.0%1.64552.0%33.0%
45Δ3.76800.0%180.7%1.77499.3%26.5%
50Δ3.23800.0%147.4%1.91446.5%20.1%
55Δ2.79800.0%119.1%2.09416.0%15.0%
60Δ2.41800.0%94.8%2.38435.4%13.2%
65Δ2.03800.0%70.6%2.66454.9%11.4%
70Δ1.74725.0%53.7%2.95474.3%9.5%
75Δ1.47644.2%37.5%
80Δ1.19563.3%21.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.10
IV
762.9%
B/E move
58.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.23
IV
710.1%
B/E move
52.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.37
IV
657.4%
B/E move
45.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.50
IV
604.7%
B/E move
39.5%

40Δ

Calls
Pseudo strike
4.37
IV
800.0%
B/E move
220.0%
Puts
Pseudo strike
1.64
IV
552.0%
B/E move
33.0%

45Δ

Calls
Pseudo strike
3.76
IV
800.0%
B/E move
180.7%
Puts
Pseudo strike
1.77
IV
499.3%
B/E move
26.5%

50Δ

Calls
Pseudo strike
3.23
IV
800.0%
B/E move
147.4%
Puts
Pseudo strike
1.91
IV
446.5%
B/E move
20.1%

55Δ

Calls
Pseudo strike
2.79
IV
800.0%
B/E move
119.1%
Puts
Pseudo strike
2.09
IV
416.0%
B/E move
15.0%

60Δ

Calls
Pseudo strike
2.41
IV
800.0%
B/E move
94.8%
Puts
Pseudo strike
2.38
IV
435.4%
B/E move
13.2%

65Δ

Calls
Pseudo strike
2.03
IV
800.0%
B/E move
70.6%
Puts
Pseudo strike
2.66
IV
454.9%
B/E move
11.4%

70Δ

Calls
Pseudo strike
1.74
IV
725.0%
B/E move
53.7%
Puts
Pseudo strike
2.95
IV
474.3%
B/E move
9.5%

75Δ

Calls
Pseudo strike
1.47
IV
644.2%
B/E move
37.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
1.19
IV
563.3%
B/E move
21.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations