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Sunrise Realty Trust, Inc. Common Stock SUNS

i

Market dataready · fetched 2026-11-12T03:16:31.022Z

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 · 2026-11-11T22:29:53.370903344Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:16:30.689304+00:00

Share price$6.99
1D+5.5%
AH$6.75$6.89$7.03$7.17$7.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSUNS
Sold putSold callAH

Sunrise Realty Trust, Inc. Common Stock options

Live interpolated SUNS call and put midpoint premiums by absolute delta.Sunrise Realty Trust, Inc. Common Stock$0.15$0.59$1.04$1.48$1.92$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ 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 PRICESUNS PRICE$0.38$0.20$0.24$0.28$0.32$0.36$0.40$0.44$0.48$0.52$0.56$0.60$1.00$1.79
PutsExpensive1.96×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.38178.6%25.9%
25Δ10.54288.3%56.2%5.58168.1%23.6%
30Δ5.78157.6%21.3%
35Δ5.98147.1%19.0%
40Δ6.18136.6%16.7%
45Δ6.39126.1%14.4%
50Δ6.59115.6%12.0%
55Δ6.79105.0%9.7%
60Δ6.9994.5%7.4%
65Δ7.1984.0%5.1%
70Δ7.3973.5%2.8%
75Δ7.8884.2%1.5%
80Δ8.68118.4%1.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.38
IV
178.6%
B/E move
25.9%

25Δ

Calls
Pseudo strike
10.54
IV
288.3%
B/E move
56.2%
Puts
Pseudo strike
5.58
IV
168.1%
B/E move
23.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.78
IV
157.6%
B/E move
21.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.98
IV
147.1%
B/E move
19.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.18
IV
136.6%
B/E move
16.7%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.39
IV
126.1%
B/E move
14.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.59
IV
115.6%
B/E move
12.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.79
IV
105.0%
B/E move
9.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.99
IV
94.5%
B/E move
7.4%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.19
IV
84.0%
B/E move
5.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.39
IV
73.5%
B/E move
2.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.88
IV
84.2%
B/E move
1.5%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.68
IV
118.4%
B/E move
1.4%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations