Share price$1.63
1D-0.6%
Sold putSold callAH
Seritage Growth Properties Class A common shares of beneficial interest, par value $0.01 SRG
i
Market datapartial · fetched 2026-10-23T01:40:27.920Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T23:00:00.003718321Z
FundamentalsAlpha Vantage · unavailable
Seritage Growth Properties Class A common shares of beneficial interest, par value $0.01 options
PutsExpensive5.42×
CallsExpensive7.91×
SkewBullish-128.35 pp
Implied move——
TiltBearish51.1% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 1.15 | 476.9% | 57.2% | |||
| 25Δ | 1.29 | 434.9% | 50.7% | |||
| 30Δ | 1.42 | 393.0% | 44.2% | |||
| 35Δ | 1.55 | 351.1% | 37.6% | |||
| 40Δ | 1.69 | 309.2% | 31.1% | |||
| 45Δ | 1.82 | 267.2% | 24.6% | |||
| 50Δ | 1.95 | 225.3% | 18.0% | |||
| 55Δ | 4.72 | 565.8% | 224.1% | 2.18 | 218.0% | 14.5% |
| 60Δ | 4.11 | 582.6% | 191.1% | 2.48 | 230.6% | 12.7% |
| 65Δ | 2.46 | 474.2% | 90.9% | 2.77 | 243.2% | 10.9% |
| 70Δ | 1.89 | 394.5% | 55.5% | 3.34 | 273.5% | 9.5% |
| 75Δ | 1.70 | 338.9% | 44.3% | 4.46 | 315.9% | 8.1% |
| 80Δ | 1.52 | 283.3% | 33.1% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.15
- IV
- 476.9%
- B/E move
- 57.2%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.29
- IV
- 434.9%
- B/E move
- 50.7%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.42
- IV
- 393.0%
- B/E move
- 44.2%
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.55
- IV
- 351.1%
- B/E move
- 37.6%
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.69
- IV
- 309.2%
- B/E move
- 31.1%
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.82
- IV
- 267.2%
- B/E move
- 24.6%
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 1.95
- IV
- 225.3%
- B/E move
- 18.0%
55Δ
- Pseudo strike
- 4.72
- IV
- 565.8%
- B/E move
- 224.1%
- Pseudo strike
- 2.18
- IV
- 218.0%
- B/E move
- 14.5%
60Δ
- Pseudo strike
- 4.11
- IV
- 582.6%
- B/E move
- 191.1%
- Pseudo strike
- 2.48
- IV
- 230.6%
- B/E move
- 12.7%
65Δ
- Pseudo strike
- 2.46
- IV
- 474.2%
- B/E move
- 90.9%
- Pseudo strike
- 2.77
- IV
- 243.2%
- B/E move
- 10.9%
70Δ
- Pseudo strike
- 1.89
- IV
- 394.5%
- B/E move
- 55.5%
- Pseudo strike
- 3.34
- IV
- 273.5%
- B/E move
- 9.5%
75Δ
- Pseudo strike
- 1.70
- IV
- 338.9%
- B/E move
- 44.3%
- Pseudo strike
- 4.46
- IV
- 315.9%
- B/E move
- 8.1%
80Δ
- Pseudo strike
- 1.52
- IV
- 283.3%
- B/E move
- 33.1%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations