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Chiron Real Estate Inc. XRN

REAL ESTATE · REIT - HEALTHCARE FACILITIES
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Market dataready · fetched 2026-10-22T22:16:49.377Z

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 · 2026-10-22T20:10:00.003535451Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:07:27.136413+00:00

Share price$30.16
1D+4.6%
AH$28.72$29.11$29.49$29.88$30.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXRN
Sold putSold callAH

Chiron Real Estate Inc. options

Live interpolated XRN call and put midpoint premiums by absolute delta.Chiron Real Estate Inc.$0.71$2.79$4.86$6.94$9.01$22.83$26.71$30.59$34.47$38.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive XRN spot · $30.16XRN PRICE$0.94$1.01$1.08$1.15$1.23$1.30$1.37$1.45$2.57$3.74$4.91$6.08$7.25$1.01$1.16$1.32$1.47$1.63$1.81$2.40$2.99$3.57$4.16$4.75$5.34$8.42
PutsExpensive1.85×
CallsExpensive2.49×
SkewBullish-10.18 pp
Implied moveBearish±$3.77
TiltBearish8.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.89136.1%61.9%25.0693.8%20.2%
25Δ45.35122.3%53.7%26.0686.2%17.5%
30Δ42.81108.5%45.5%27.0678.6%14.7%
35Δ40.2894.8%37.4%28.0671.1%11.9%
40Δ37.7481.0%29.2%29.0663.5%9.1%
45Δ35.2067.3%21.0%30.0456.4%6.4%
50Δ32.6653.5%12.8%30.8557.8%5.7%
55Δ30.1239.8%4.7%31.6559.2%5.0%
60Δ28.7747.3%3.9%32.4560.6%4.3%
65Δ27.4755.9%3.5%33.2562.0%3.6%
70Δ26.1864.5%3.1%34.0563.4%2.9%
75Δ24.8873.1%2.7%34.8564.8%2.2%
80Δ23.5981.7%2.3%38.0776.3%1.7%

20Δ

Calls
Pseudo strike
47.89
IV
136.1%
B/E move
61.9%
Puts
Pseudo strike
25.06
IV
93.8%
B/E move
20.2%

25Δ

Calls
Pseudo strike
45.35
IV
122.3%
B/E move
53.7%
Puts
Pseudo strike
26.06
IV
86.2%
B/E move
17.5%

30Δ

Calls
Pseudo strike
42.81
IV
108.5%
B/E move
45.5%
Puts
Pseudo strike
27.06
IV
78.6%
B/E move
14.7%

35Δ

Calls
Pseudo strike
40.28
IV
94.8%
B/E move
37.4%
Puts
Pseudo strike
28.06
IV
71.1%
B/E move
11.9%

40Δ

Calls
Pseudo strike
37.74
IV
81.0%
B/E move
29.2%
Puts
Pseudo strike
29.06
IV
63.5%
B/E move
9.1%

45Δ

Calls
Pseudo strike
35.20
IV
67.3%
B/E move
21.0%
Puts
Pseudo strike
30.04
IV
56.4%
B/E move
6.4%

50Δ

Calls
Pseudo strike
32.66
IV
53.5%
B/E move
12.8%
Puts
Pseudo strike
30.85
IV
57.8%
B/E move
5.7%

55Δ

Calls
Pseudo strike
30.12
IV
39.8%
B/E move
4.7%
Puts
Pseudo strike
31.65
IV
59.2%
B/E move
5.0%

60Δ

Calls
Pseudo strike
28.77
IV
47.3%
B/E move
3.9%
Puts
Pseudo strike
32.45
IV
60.6%
B/E move
4.3%

65Δ

Calls
Pseudo strike
27.47
IV
55.9%
B/E move
3.5%
Puts
Pseudo strike
33.25
IV
62.0%
B/E move
3.6%

70Δ

Calls
Pseudo strike
26.18
IV
64.5%
B/E move
3.1%
Puts
Pseudo strike
34.05
IV
63.4%
B/E move
2.9%

75Δ

Calls
Pseudo strike
24.88
IV
73.1%
B/E move
2.7%
Puts
Pseudo strike
34.85
IV
64.8%
B/E move
2.2%

80Δ

Calls
Pseudo strike
23.59
IV
81.7%
B/E move
2.3%
Puts
Pseudo strike
38.07
IV
76.3%
B/E move
1.7%

Options history

No recorded observations