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Vivmark Residential VMRK

REAL ESTATE · REIT - RESIDENTIAL
i

Market dataready · fetched 2026-11-13T02:16:32.787Z

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 · 2026-11-13T00:00:00.002955286Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:16:31.497664+00:00

Share price$63.93
1D-1.0%
AH$63.86$64.12$64.39$64.66$64.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVMRK
Sold putSold callAH

Vivmark Residential options

Live interpolated VMRK call and put midpoint premiums by absolute delta.Vivmark Residential$0.84$1.67$2.50$3.32$4.15$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEVMRK PRICE$1.70$1.70$1.70$0.93$1.30$1.68$2.05$2.42$2.79$3.17$3.54$3.91
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.74186.2%33.6%
25Δ74.59134.9%19.3%
30Δ70.07103.4%12.3%
35Δ
40Δ64.7832.8%2.8%
45Δ64.2533.9%2.5%
50Δ63.7235.0%2.3%
55Δ63.1936.1%2.1%
60Δ62.6737.2%1.8%
65Δ62.1438.3%1.6%
70Δ61.6139.4%1.3%
75Δ61.0840.6%1.1%
80Δ60.5541.7%0.8%

20Δ

Calls
Pseudo strike
83.74
IV
186.2%
B/E move
33.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
74.59
IV
134.9%
B/E move
19.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
70.07
IV
103.4%
B/E move
12.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
64.78
IV
32.8%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
64.25
IV
33.9%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
63.72
IV
35.0%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
63.19
IV
36.1%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
62.67
IV
37.2%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
62.14
IV
38.3%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
61.61
IV
39.4%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
61.08
IV
40.6%
B/E move
1.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
60.55
IV
41.7%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend22.79%
Daily close
VMRK19.9%29.7%39.5%2026-08-14: 27.10%2026-08-19: 38.18%2026-08-20: 37.16%2026-08-21: 22.58%2026-08-24: 22.63%2026-08-25: 22.09%2026-08-26: 22.01%2026-08-27: 22.85%2026-08-28: 22.00%2026-08-31: 21.66%2026-09-01: 22.05%2026-09-02: 21.41%2026-09-03: 22.29%2026-09-04: 21.29%2026-09-08: 21.55%2026-09-09: 23.74%2026-09-10: 23.22%2026-09-11: 21.96%2026-09-14: 27.41%2026-09-18: 22.65%2026-09-22: 23.42%2026-09-23: 22.60%2026-09-24: 23.22%2026-09-25: 22.85%2026-09-28: 23.17%2026-09-29: 23.53%2026-09-30: 22.47%2026-10-01: 24.23%2026-10-02: 22.63%2026-10-05: 23.96%2026-10-06: 22.01%2026-10-07: 24.65%2026-10-08: 23.09%2026-10-19: 23.65%2026-10-20: 24.36%2026-10-22: 23.35%2026-10-23: 23.79%2026-10-27: 23.01%2026-10-28: 25.86%2026-10-29: 25.33%2026-10-30: 22.79%Aug 14Sep 22Oct 30
41 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
27.10%
38.18%
37.16%
22.58%
22.63%
22.09%
22.01%
22.85%
22.00%
21.66%
22.05%
21.41%
22.29%
21.29%
21.55%
23.74%
23.22%
21.96%
27.41%
22.65%
23.42%
22.60%
23.22%
22.85%
23.17%
23.53%
22.47%
24.23%
22.63%
23.96%
22.01%
24.65%
23.09%
23.65%
24.36%
23.35%
23.79%
23.01%
25.86%
25.33%
22.79%