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W.P. Carey Inc. (REIT) WPC

REAL ESTATE · REIT - DIVERSIFIED
i

Market dataready · fetched 2026-11-12T00:56:20.374Z

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 · 2026-11-12T00:00:00.003042005Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T00:56:19.933583+00:00

Share price$64.84
1D+0.3%
AH$64.30$64.47$64.63$64.80$64.975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMWPC
Sold putSold callAH

W.P. Carey Inc. (REIT) options

Live interpolated WPC call and put midpoint premiums by absolute delta.W.P. Carey Inc. (REIT)$0.12$1.88$3.65$5.41$7.18$60.26$62.42$64.58$66.74$68.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive WPC spot · $64.84WPC PRICE$0.31$0.39$0.47$0.55$0.63$0.71$1.01$1.96$2.90$3.84$4.78$5.73$6.67$0.36$0.45$0.53$0.61$0.69$0.77$0.85$1.29$1.85$2.40$2.96$3.52$4.07
PutsCheap0.83×
CallsCheap0.85×
SkewBearish+3.60 pp
Implied moveBullish±$1.87
TiltBullish19.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ68.1223.1%5.5%58.4147.7%10.5%
25Δ67.5822.6%4.8%59.4643.3%9.0%
30Δ67.0322.1%4.1%60.5239.0%7.5%
35Δ66.4921.6%3.4%61.5734.6%6.0%
40Δ65.9521.1%2.7%62.6330.2%4.5%
45Δ65.4120.6%2.0%63.6825.8%3.0%
50Δ64.7421.2%1.4%64.7421.4%1.5%
55Δ63.7124.8%1.3%65.4821.8%1.0%
60Δ62.6928.4%1.1%66.1123.8%0.9%
65Δ61.6632.0%1.0%66.7525.7%0.8%
70Δ60.6335.6%0.9%67.3827.7%0.6%
75Δ59.6039.3%0.8%68.0229.7%0.5%
80Δ58.5842.9%0.6%68.6531.6%0.4%

20Δ

Calls
Pseudo strike
68.12
IV
23.1%
B/E move
5.5%
Puts
Pseudo strike
58.41
IV
47.7%
B/E move
10.5%

25Δ

Calls
Pseudo strike
67.58
IV
22.6%
B/E move
4.8%
Puts
Pseudo strike
59.46
IV
43.3%
B/E move
9.0%

30Δ

Calls
Pseudo strike
67.03
IV
22.1%
B/E move
4.1%
Puts
Pseudo strike
60.52
IV
39.0%
B/E move
7.5%

35Δ

Calls
Pseudo strike
66.49
IV
21.6%
B/E move
3.4%
Puts
Pseudo strike
61.57
IV
34.6%
B/E move
6.0%

40Δ

Calls
Pseudo strike
65.95
IV
21.1%
B/E move
2.7%
Puts
Pseudo strike
62.63
IV
30.2%
B/E move
4.5%

45Δ

Calls
Pseudo strike
65.41
IV
20.6%
B/E move
2.0%
Puts
Pseudo strike
63.68
IV
25.8%
B/E move
3.0%

50Δ

Calls
Pseudo strike
64.74
IV
21.2%
B/E move
1.4%
Puts
Pseudo strike
64.74
IV
21.4%
B/E move
1.5%

55Δ

Calls
Pseudo strike
63.71
IV
24.8%
B/E move
1.3%
Puts
Pseudo strike
65.48
IV
21.8%
B/E move
1.0%

60Δ

Calls
Pseudo strike
62.69
IV
28.4%
B/E move
1.1%
Puts
Pseudo strike
66.11
IV
23.8%
B/E move
0.9%

65Δ

Calls
Pseudo strike
61.66
IV
32.0%
B/E move
1.0%
Puts
Pseudo strike
66.75
IV
25.7%
B/E move
0.8%

70Δ

Calls
Pseudo strike
60.63
IV
35.6%
B/E move
0.9%
Puts
Pseudo strike
67.38
IV
27.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
59.60
IV
39.3%
B/E move
0.8%
Puts
Pseudo strike
68.02
IV
29.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
58.58
IV
42.9%
B/E move
0.6%
Puts
Pseudo strike
68.65
IV
31.6%
B/E move
0.4%

Options history

IV · four-Friday blend20.27%
Daily EOD
WPC19.2%22.8%26.4%2026-10-19: 19.69%2026-10-20: 20.65%2026-10-23: 20.72%2026-10-26: 21.09%2026-10-27: 25.90%2026-10-29: 19.86%2026-10-30: 20.27%Oct 19Oct 26Oct 30
7 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
19.69%
20.65%
20.72%
21.09%
25.90%
19.86%
20.27%