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STAG INDUSTRIAL, INC. STAG

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Market datapartial · fetched 2026-10-23T02:24:12.923Z

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 · 2026-10-22T23:00:00.002110022Z

FundamentalsAlpha Vantage · unavailable

Share price$36.51
1D+0.4%
AH$35.97$36.16$36.35$36.55$36.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTAG
Sold putSold callAH

STAG INDUSTRIAL, INC. options

Live interpolated STAG call and put midpoint premiums by absolute delta.STAG INDUSTRIAL, INC.$0.34$1.13$1.93$2.72$3.51$32.62$35.13$37.64$40.14$42.6520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STAG spot · $36.51STAG PRICE$0.67$0.79$0.91$1.02$1.14$1.25$1.37$1.49$1.60$1.72$1.83$1.95$3.04$0.45$0.43$0.66$0.92$1.18$1.45$1.71$1.97$2.23$2.50$2.76$3.02$3.28
PutsExpensive1.18×
CallsExpensive2.38×
SkewBullish-21.98 pp
Implied moveBearish±$3.08
TiltBearish9.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.2379.5%33.9%32.8643.9%11.2%
25Δ47.0574.6%31.0%34.7927.7%5.9%
30Δ45.8769.6%28.1%35.3726.1%4.9%
35Δ44.6964.6%25.2%35.7926.3%4.5%
40Δ43.5159.7%22.3%36.2026.5%4.1%
45Δ42.3354.7%19.4%36.6226.7%3.7%
50Δ41.1649.7%16.5%37.0426.9%3.2%
55Δ39.9844.8%13.6%37.4527.2%2.8%
60Δ38.8039.8%10.7%37.8727.4%2.4%
65Δ37.6234.8%7.7%38.2927.6%2.0%
70Δ36.4429.9%4.8%38.7027.8%1.5%
75Δ35.2624.9%1.9%39.1228.0%1.1%
80Δ33.8929.3%1.1%39.5428.2%0.7%

20Δ

Calls
Pseudo strike
48.23
IV
79.5%
B/E move
33.9%
Puts
Pseudo strike
32.86
IV
43.9%
B/E move
11.2%

25Δ

Calls
Pseudo strike
47.05
IV
74.6%
B/E move
31.0%
Puts
Pseudo strike
34.79
IV
27.7%
B/E move
5.9%

30Δ

Calls
Pseudo strike
45.87
IV
69.6%
B/E move
28.1%
Puts
Pseudo strike
35.37
IV
26.1%
B/E move
4.9%

35Δ

Calls
Pseudo strike
44.69
IV
64.6%
B/E move
25.2%
Puts
Pseudo strike
35.79
IV
26.3%
B/E move
4.5%

40Δ

Calls
Pseudo strike
43.51
IV
59.7%
B/E move
22.3%
Puts
Pseudo strike
36.20
IV
26.5%
B/E move
4.1%

45Δ

Calls
Pseudo strike
42.33
IV
54.7%
B/E move
19.4%
Puts
Pseudo strike
36.62
IV
26.7%
B/E move
3.7%

50Δ

Calls
Pseudo strike
41.16
IV
49.7%
B/E move
16.5%
Puts
Pseudo strike
37.04
IV
26.9%
B/E move
3.2%

55Δ

Calls
Pseudo strike
39.98
IV
44.8%
B/E move
13.6%
Puts
Pseudo strike
37.45
IV
27.2%
B/E move
2.8%

60Δ

Calls
Pseudo strike
38.80
IV
39.8%
B/E move
10.7%
Puts
Pseudo strike
37.87
IV
27.4%
B/E move
2.4%

65Δ

Calls
Pseudo strike
37.62
IV
34.8%
B/E move
7.7%
Puts
Pseudo strike
38.29
IV
27.6%
B/E move
2.0%

70Δ

Calls
Pseudo strike
36.44
IV
29.9%
B/E move
4.8%
Puts
Pseudo strike
38.70
IV
27.8%
B/E move
1.5%

75Δ

Calls
Pseudo strike
35.26
IV
24.9%
B/E move
1.9%
Puts
Pseudo strike
39.12
IV
28.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
33.89
IV
29.3%
B/E move
1.1%
Puts
Pseudo strike
39.54
IV
28.2%
B/E move
0.7%

Options history

No recorded observations