IntraAlpha
Create free account Start free

Scully Royalty Ltd SRL

FINANCIAL SERVICES · CAPITAL MARKETS
i

Market dataready · fetched 2026-10-23T04:43:48.207Z

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 · 2026-10-22T23:00:00.003011554Z

FundamentalsAlpha Vantage · ready · quarter 2025-09-30 · fetched 2026-10-23T04:43:48.031845+00:00

Share price$4.58
1D-0.7%
AH$4.57$4.62$4.67$4.71$4.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSRL
Sold putSold callAH

Scully Royalty Ltd options

Live interpolated SRL call and put midpoint premiums by absolute delta.Scully Royalty Ltd$0.36$0.74$1.13$1.51$1.89$1.32$2.81$4.31$5.80$7.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive SRL spot · $4.58SRL PRICE$0.63$0.55$0.40$0.60$0.80$0.99$1.19$1.39$1.59$1.78$0.49$0.53$0.58$0.62$0.67$0.71$0.76
PutsExpensive2.17×
CallsExpensive1.71×
SkewBearish+42.55 pp
Implied moveBearish±$1.36
TiltBullish39.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.92284.9%46.9%
25Δ3.22259.7%41.4%
30Δ3.51234.4%35.9%
35Δ9.56312.6%122.4%3.81209.2%30.4%
40Δ6.76215.4%59.7%4.11184.0%24.9%
45Δ4.96105.4%17.1%4.41158.8%19.3%
50Δ4.70115.9%15.6%4.70133.5%13.8%
55Δ4.43126.5%14.1%
60Δ4.16137.0%12.6%
65Δ3.90147.6%11.1%
70Δ3.63158.2%9.6%
75Δ3.36168.7%8.1%
80Δ3.10179.3%6.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.92
IV
284.9%
B/E move
46.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.22
IV
259.7%
B/E move
41.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.51
IV
234.4%
B/E move
35.9%

35Δ

Calls
Pseudo strike
9.56
IV
312.6%
B/E move
122.4%
Puts
Pseudo strike
3.81
IV
209.2%
B/E move
30.4%

40Δ

Calls
Pseudo strike
6.76
IV
215.4%
B/E move
59.7%
Puts
Pseudo strike
4.11
IV
184.0%
B/E move
24.9%

45Δ

Calls
Pseudo strike
4.96
IV
105.4%
B/E move
17.1%
Puts
Pseudo strike
4.41
IV
158.8%
B/E move
19.3%

50Δ

Calls
Pseudo strike
4.70
IV
115.9%
B/E move
15.6%
Puts
Pseudo strike
4.70
IV
133.5%
B/E move
13.8%

55Δ

Calls
Pseudo strike
4.43
IV
126.5%
B/E move
14.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
4.16
IV
137.0%
B/E move
12.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
3.90
IV
147.6%
B/E move
11.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
3.63
IV
158.2%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.36
IV
168.7%
B/E move
8.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.10
IV
179.3%
B/E move
6.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations