Share price$4.58
1D-0.7%
Sold putSold callAH
Scully Royalty Ltd. Common Shares SRL
i
Market datapartial · fetched 2026-10-22T23:45:34.545Z
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 · 2026-10-22T23:00:00.003011554Z
FundamentalsAlpha Vantage · unavailable
Scully Royalty Ltd. Common Shares options
PutsExpensive2.17×
CallsExpensive1.71×
SkewBearish+42.41 pp
Implied moveBearish±$1.36
TiltBullish39.0% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 2.92 | 283.9% | 46.9% | |||
| 25Δ | 3.22 | 258.7% | 41.4% | |||
| 30Δ | 3.51 | 233.6% | 35.9% | |||
| 35Δ | 9.56 | 311.5% | 122.4% | 3.81 | 208.5% | 30.4% |
| 40Δ | 6.77 | 214.7% | 59.8% | 4.11 | 183.3% | 24.9% |
| 45Δ | 4.96 | 105.0% | 17.1% | 4.41 | 158.2% | 19.3% |
| 50Δ | 4.70 | 115.5% | 15.6% | 4.70 | 133.0% | 13.8% |
| 55Δ | 4.43 | 126.0% | 14.1% | |||
| 60Δ | 4.16 | 136.5% | 12.6% | |||
| 65Δ | 3.90 | 147.0% | 11.1% | |||
| 70Δ | 3.63 | 157.6% | 9.6% | |||
| 75Δ | 3.36 | 168.1% | 8.1% | |||
| 80Δ | 3.10 | 178.6% | 6.6% | |||
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 2.92
- IV
- 283.9%
- B/E move
- 46.9%
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.22
- IV
- 258.7%
- B/E move
- 41.4%
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 3.51
- IV
- 233.6%
- B/E move
- 35.9%
35Δ
- Pseudo strike
- 9.56
- IV
- 311.5%
- B/E move
- 122.4%
- Pseudo strike
- 3.81
- IV
- 208.5%
- B/E move
- 30.4%
40Δ
- Pseudo strike
- 6.77
- IV
- 214.7%
- B/E move
- 59.8%
- Pseudo strike
- 4.11
- IV
- 183.3%
- B/E move
- 24.9%
45Δ
- Pseudo strike
- 4.96
- IV
- 105.0%
- B/E move
- 17.1%
- Pseudo strike
- 4.41
- IV
- 158.2%
- B/E move
- 19.3%
50Δ
- Pseudo strike
- 4.70
- IV
- 115.5%
- B/E move
- 15.6%
- Pseudo strike
- 4.70
- IV
- 133.0%
- B/E move
- 13.8%
55Δ
- Pseudo strike
- 4.43
- IV
- 126.0%
- B/E move
- 14.1%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 4.16
- IV
- 136.5%
- B/E move
- 12.6%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 3.90
- IV
- 147.0%
- B/E move
- 11.1%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 3.63
- IV
- 157.6%
- B/E move
- 9.6%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 3.36
- IV
- 168.1%
- B/E move
- 8.1%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 3.10
- IV
- 178.6%
- B/E move
- 6.6%
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations