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STARWOOD PROPERTY TRUST, INC. STWD

i

Market dataready · fetched 2026-11-12T00:48:23.482Z

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 · 2026-11-12T00:44:02.246080762Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:48:23.092017+00:00

Share price$11.85
1D-0.1%
AH$11.75$11.81$11.88$11.95$12.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTWD
Sold putSold callAH

STARWOOD PROPERTY TRUST, INC. options

Live interpolated STWD call and put midpoint premiums by absolute delta.STARWOOD PROPERTY TRUST, INC.$0.03$0.59$1.15$1.71$2.28$10.04$10.93$11.82$12.71$13.6120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STWD spot · $11.85STWD PRICE$0.13$0.14$0.15$0.16$0.17$0.34$0.59$0.85$1.10$1.35$1.61$1.86$2.11$0.09$0.12$0.14$0.17$0.20$0.23$0.25$0.28$0.38$0.71$1.04$1.37$1.70
PutsCheap0.53×
CallsFair0.96×
SkewBullish-25.31 pp
Implied moveBullish±$0.84
TiltBullish22.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.27111.9%29.9%11.1641.0%6.6%
25Δ14.5293.5%23.7%11.2739.6%5.9%
30Δ13.7775.2%17.4%11.3838.1%5.2%
35Δ13.0256.8%11.2%11.4936.7%4.5%
40Δ12.2738.4%5.0%11.6035.3%3.8%
45Δ11.8236.5%2.6%11.7033.9%3.1%
50Δ11.5443.8%2.4%11.8132.5%2.5%
55Δ11.2651.2%2.2%11.9231.1%1.8%
60Δ10.9858.5%2.0%12.0832.2%1.2%
65Δ10.7065.8%1.7%12.4241.6%1.1%
70Δ10.4273.1%1.5%12.7751.1%1.0%
75Δ10.1480.4%1.3%13.1160.5%0.9%
80Δ9.8787.7%1.1%13.4569.9%0.8%

20Δ

Calls
Pseudo strike
15.27
IV
111.9%
B/E move
29.9%
Puts
Pseudo strike
11.16
IV
41.0%
B/E move
6.6%

25Δ

Calls
Pseudo strike
14.52
IV
93.5%
B/E move
23.7%
Puts
Pseudo strike
11.27
IV
39.6%
B/E move
5.9%

30Δ

Calls
Pseudo strike
13.77
IV
75.2%
B/E move
17.4%
Puts
Pseudo strike
11.38
IV
38.1%
B/E move
5.2%

35Δ

Calls
Pseudo strike
13.02
IV
56.8%
B/E move
11.2%
Puts
Pseudo strike
11.49
IV
36.7%
B/E move
4.5%

40Δ

Calls
Pseudo strike
12.27
IV
38.4%
B/E move
5.0%
Puts
Pseudo strike
11.60
IV
35.3%
B/E move
3.8%

45Δ

Calls
Pseudo strike
11.82
IV
36.5%
B/E move
2.6%
Puts
Pseudo strike
11.70
IV
33.9%
B/E move
3.1%

50Δ

Calls
Pseudo strike
11.54
IV
43.8%
B/E move
2.4%
Puts
Pseudo strike
11.81
IV
32.5%
B/E move
2.5%

55Δ

Calls
Pseudo strike
11.26
IV
51.2%
B/E move
2.2%
Puts
Pseudo strike
11.92
IV
31.1%
B/E move
1.8%

60Δ

Calls
Pseudo strike
10.98
IV
58.5%
B/E move
2.0%
Puts
Pseudo strike
12.08
IV
32.2%
B/E move
1.2%

65Δ

Calls
Pseudo strike
10.70
IV
65.8%
B/E move
1.7%
Puts
Pseudo strike
12.42
IV
41.6%
B/E move
1.1%

70Δ

Calls
Pseudo strike
10.42
IV
73.1%
B/E move
1.5%
Puts
Pseudo strike
12.77
IV
51.1%
B/E move
1.0%

75Δ

Calls
Pseudo strike
10.14
IV
80.4%
B/E move
1.3%
Puts
Pseudo strike
13.11
IV
60.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
9.87
IV
87.7%
B/E move
1.1%
Puts
Pseudo strike
13.45
IV
69.9%
B/E move
0.8%

Options history

IV · four-Friday blend36.63%
Daily EOD
STWD26.3%31.9%37.4%2026-10-19: 29.28%2026-10-20: 28.00%2026-10-21: 27.09%2026-10-22: 29.07%2026-10-23: 29.05%2026-10-26: 28.74%2026-10-27: 28.17%2026-10-28: 29.16%2026-10-29: 28.50%2026-10-30: 36.63%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
29.28%
28.00%
27.09%
29.07%
29.05%
28.74%
28.17%
29.16%
28.50%
36.63%