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Ventas, Inc. VTR

REAL ESTATE · REIT - HEALTHCARE FACILITIES
i

Market dataready · fetched 2026-11-12T16:42:11.487Z

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 · 2026-11-12T16:42:03.421599891Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T16:40:02.891459+00:00

Share price$89.91
1D-0.9%
$89.23$89.63$90.04$90.44$90.855:30 AM6:30 AM9:00 AM1:00 PMVTR
Sold putSold call

Ventas, Inc. options

Live interpolated VTR call and put midpoint premiums by absolute delta.Ventas, Inc.$0.49$1.50$2.51$3.52$4.53$84.46$87.33$90.20$93.06$95.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VTR spot · $89.91VTR PRICE$0.60$0.88$1.15$1.42$1.48$1.49$1.50$1.88$2.33$2.78$3.23$3.73$4.24$1.16$1.15$1.44$1.72$1.99$2.20$2.40$2.61$2.81$3.02$3.88
Puts——
CallsExpensive1.07×
Skew——
Implied moveBearish±$3.49
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.6338.6%5.9%83.1468.0%8.8%
25Δ93.9641.3%5.5%
30Δ93.2943.9%5.0%
35Δ92.6346.6%4.6%88.5532.0%2.8%
40Δ91.8141.9%3.8%89.0733.7%2.5%
45Δ90.9735.6%2.8%89.5935.3%2.3%
50Δ90.1229.3%1.9%90.0936.2%2.0%
55Δ89.4829.8%1.6%90.5734.3%1.7%
60Δ88.8731.5%1.4%91.0532.4%1.4%
65Δ88.2733.2%1.3%91.5330.5%1.1%
70Δ87.6634.8%1.1%92.0128.6%0.8%
75Δ86.9934.5%0.9%92.4926.7%0.5%
80Δ86.3033.4%0.7%93.4628.2%0.4%

20Δ

Calls
Pseudo strike
94.63
IV
38.6%
B/E move
5.9%
Puts
Pseudo strike
83.14
IV
68.0%
B/E move
8.8%

25Δ

Calls
Pseudo strike
93.96
IV
41.3%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
93.29
IV
43.9%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
92.63
IV
46.6%
B/E move
4.6%
Puts
Pseudo strike
88.55
IV
32.0%
B/E move
2.8%

40Δ

Calls
Pseudo strike
91.81
IV
41.9%
B/E move
3.8%
Puts
Pseudo strike
89.07
IV
33.7%
B/E move
2.5%

45Δ

Calls
Pseudo strike
90.97
IV
35.6%
B/E move
2.8%
Puts
Pseudo strike
89.59
IV
35.3%
B/E move
2.3%

50Δ

Calls
Pseudo strike
90.12
IV
29.3%
B/E move
1.9%
Puts
Pseudo strike
90.09
IV
36.2%
B/E move
2.0%

55Δ

Calls
Pseudo strike
89.48
IV
29.8%
B/E move
1.6%
Puts
Pseudo strike
90.57
IV
34.3%
B/E move
1.7%

60Δ

Calls
Pseudo strike
88.87
IV
31.5%
B/E move
1.4%
Puts
Pseudo strike
91.05
IV
32.4%
B/E move
1.4%

65Δ

Calls
Pseudo strike
88.27
IV
33.2%
B/E move
1.3%
Puts
Pseudo strike
91.53
IV
30.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
87.66
IV
34.8%
B/E move
1.1%
Puts
Pseudo strike
92.01
IV
28.6%
B/E move
0.8%

75Δ

Calls
Pseudo strike
86.99
IV
34.5%
B/E move
0.9%
Puts
Pseudo strike
92.49
IV
26.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
86.30
IV
33.4%
B/E move
0.7%
Puts
Pseudo strike
93.46
IV
28.2%
B/E move
0.4%

Options history

IV · four-Friday blend25.44%
Daily close
VTR21.4%27.2%33.0%2026-08-14: 22.23%2026-08-18: 24.16%2026-08-19: 23.34%2026-08-21: 23.74%2026-08-24: 23.18%2026-08-25: 23.06%2026-08-26: 22.86%2026-08-27: 23.48%2026-08-28: 23.66%2026-08-31: 24.49%2026-09-01: 24.48%2026-09-02: 24.49%2026-09-03: 22.49%2026-09-04: 23.47%2026-09-08: 25.28%2026-09-09: 26.09%2026-09-10: 26.45%2026-09-11: 27.07%2026-09-14: 26.95%2026-09-15: 28.83%2026-09-16: 29.94%2026-09-18: 23.90%2026-09-21: 23.83%2026-09-22: 23.04%2026-09-23: 24.19%2026-09-24: 22.57%2026-09-25: 25.17%2026-09-28: 24.32%2026-09-29: 23.90%2026-09-30: 25.66%2026-10-01: 25.69%2026-10-02: 26.28%2026-10-05: 26.60%2026-10-06: 26.09%2026-10-07: 25.39%2026-10-08: 25.29%2026-10-09: 27.69%2026-10-12: 30.46%2026-10-13: 31.44%2026-10-14: 32.18%2026-10-15: 31.95%2026-10-16: 26.45%2026-10-19: 26.04%2026-10-20: 26.29%2026-10-21: 26.72%2026-10-22: 26.27%2026-10-23: 26.76%2026-10-26: 28.08%2026-10-27: 26.39%2026-10-28: 25.67%2026-10-29: 24.56%2026-10-30: 25.44%Aug 14Sep 24Oct 30
52 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
22.23%
24.16%
23.34%
23.74%
23.18%
23.06%
22.86%
23.48%
23.66%
24.49%
24.48%
24.49%
22.49%
23.47%
25.28%
26.09%
26.45%
27.07%
26.95%
28.83%
29.94%
23.90%
23.83%
23.04%
24.19%
22.57%
25.17%
24.32%
23.90%
25.66%
25.69%
26.28%
26.60%
26.09%
25.39%
25.29%
27.69%
30.46%
31.44%
32.18%
31.95%
26.45%
26.04%
26.29%
26.72%
26.27%
26.76%
28.08%
26.39%
25.67%
24.56%
25.44%