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Scully Royalty Ltd. Common Shares SRL

i

Market datapartial · fetched 2026-11-12T01:43:12.845Z

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 · 2026-11-12T00:00:00.003765179Z

FundamentalsAlpha Vantage · unavailable

Share price$3.86
1D+2.4%
AH$3.75$3.82$3.88$3.94$4.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSRL
Sold putSold callAH

Scully Royalty Ltd. Common Shares options

Live interpolated SRL call and put midpoint premiums by absolute delta.Scully Royalty Ltd. Common Shares$0.22$0.47$0.71$0.96$1.21$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICESRL PRICE$0.38$0.38$0.25$0.32$0.39$0.47$0.54$0.62$0.69$0.76$0.84$0.91$0.99$1.06$1.14
PutsExpensive2.05×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.78276.1%34.3%
25Δ2.96266.1%31.8%
30Δ7.33460.1%99.7%3.13256.1%29.2%
35Δ5.84359.7%60.9%3.30246.1%26.7%
40Δ3.47236.1%24.1%
45Δ3.64226.2%21.6%
50Δ3.82216.2%19.0%
55Δ3.99206.2%16.5%
60Δ4.16196.2%14.0%
65Δ4.33186.2%11.4%
70Δ4.50176.2%8.9%
75Δ4.68166.2%6.3%
80Δ4.85156.3%3.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.78
IV
276.1%
B/E move
34.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.96
IV
266.1%
B/E move
31.8%

30Δ

Calls
Pseudo strike
7.33
IV
460.1%
B/E move
99.7%
Puts
Pseudo strike
3.13
IV
256.1%
B/E move
29.2%

35Δ

Calls
Pseudo strike
5.84
IV
359.7%
B/E move
60.9%
Puts
Pseudo strike
3.30
IV
246.1%
B/E move
26.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.47
IV
236.1%
B/E move
24.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.64
IV
226.2%
B/E move
21.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.82
IV
216.2%
B/E move
19.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.99
IV
206.2%
B/E move
16.5%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.16
IV
196.2%
B/E move
14.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.33
IV
186.2%
B/E move
11.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.50
IV
176.2%
B/E move
8.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.68
IV
166.2%
B/E move
6.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.85
IV
156.3%
B/E move
3.8%

Options history

IV · four-Friday blend116.73%
Daily EOD
SRL96.0%107.1%118.3%2026-10-22: 97.51%2026-10-26: 116.73%Oct 22Oct 26
2 observations2026-10-22 — 2026-10-26
Table
DateIV (%)
97.51%
116.73%