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Starwood Property Trust Inc STWD

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-10-22T22:04:25.351Z

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 · 2026-10-22T20:46:28.614764761Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:04:24.328028+00:00

Share price$12.61
1D+3.6%
AH$12.08$12.24$12.41$12.57$12.735:30 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$0.09$0.40$0.71$1.02$1.33$10.58$11.74$12.90$14.07$15.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STWD spot · $12.61STWD PRICE$0.12$0.16$0.20$0.24$0.30$0.38$0.46$0.55$0.63$0.71$0.80$0.93$1.12$0.16$0.20$0.25$0.32$0.38$0.45$0.51$0.58$0.65$0.79$0.94$1.09$1.25
PutsCheap0.75×
CallsCheap0.76×
SkewBearish+2.45 pp
Implied moveBearish±$0.98
TiltBearish6.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.6728.6%9.4%11.5537.7%9.6%
25Δ13.4928.9%8.3%11.8435.9%7.7%
30Δ13.3129.2%7.2%12.0634.6%6.3%
35Δ13.1429.5%6.1%12.2234.1%5.6%
40Δ12.9629.8%5.2%12.3733.6%4.9%
45Δ12.8230.3%4.7%12.5333.1%4.2%
50Δ12.6730.8%4.2%12.6832.6%3.5%
55Δ12.5331.3%3.7%12.8332.1%2.8%
60Δ12.3831.7%3.2%12.9931.6%2.1%
65Δ12.2332.2%2.7%13.1831.7%1.7%
70Δ12.0932.7%2.2%13.3831.8%1.4%
75Δ11.9132.9%1.8%13.5731.9%1.0%
80Δ11.6732.9%1.4%13.7732.0%0.7%

20Δ

Calls
Pseudo strike
13.67
IV
28.6%
B/E move
9.4%
Puts
Pseudo strike
11.55
IV
37.7%
B/E move
9.6%

25Δ

Calls
Pseudo strike
13.49
IV
28.9%
B/E move
8.3%
Puts
Pseudo strike
11.84
IV
35.9%
B/E move
7.7%

30Δ

Calls
Pseudo strike
13.31
IV
29.2%
B/E move
7.2%
Puts
Pseudo strike
12.06
IV
34.6%
B/E move
6.3%

35Δ

Calls
Pseudo strike
13.14
IV
29.5%
B/E move
6.1%
Puts
Pseudo strike
12.22
IV
34.1%
B/E move
5.6%

40Δ

Calls
Pseudo strike
12.96
IV
29.8%
B/E move
5.2%
Puts
Pseudo strike
12.37
IV
33.6%
B/E move
4.9%

45Δ

Calls
Pseudo strike
12.82
IV
30.3%
B/E move
4.7%
Puts
Pseudo strike
12.53
IV
33.1%
B/E move
4.2%

50Δ

Calls
Pseudo strike
12.67
IV
30.8%
B/E move
4.2%
Puts
Pseudo strike
12.68
IV
32.6%
B/E move
3.5%

55Δ

Calls
Pseudo strike
12.53
IV
31.3%
B/E move
3.7%
Puts
Pseudo strike
12.83
IV
32.1%
B/E move
2.8%

60Δ

Calls
Pseudo strike
12.38
IV
31.7%
B/E move
3.2%
Puts
Pseudo strike
12.99
IV
31.6%
B/E move
2.1%

65Δ

Calls
Pseudo strike
12.23
IV
32.2%
B/E move
2.7%
Puts
Pseudo strike
13.18
IV
31.7%
B/E move
1.7%

70Δ

Calls
Pseudo strike
12.09
IV
32.7%
B/E move
2.2%
Puts
Pseudo strike
13.38
IV
31.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
11.91
IV
32.9%
B/E move
1.8%
Puts
Pseudo strike
13.57
IV
31.9%
B/E move
1.0%

80Δ

Calls
Pseudo strike
11.67
IV
32.9%
B/E move
1.4%
Puts
Pseudo strike
13.77
IV
32.0%
B/E move
0.7%

Options history

No recorded observations