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Chiron Real Estate Inc. XRN

REAL ESTATE · REIT - HEALTHCARE FACILITIES
i

Market dataready · fetched 2026-11-12T02:53:14.197Z

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 · 2026-11-12T00:00:00.002882671Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:53:13.879058+00:00

Share price$26.97
1D+1.9%
AH$26.28$26.52$26.77$27.01$27.255:30 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.$0.44$1.11$1.78$2.44$3.11$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ 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 PRICEXRN PRICE$0.52$0.73$0.95$1.17$1.39$1.61$1.83$2.04$2.26$2.48$2.70$2.92
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ25.3065.9%8.1%
30Δ25.6865.4%7.5%
35Δ26.0764.9%6.9%
40Δ26.4564.4%6.3%
45Δ26.8463.9%5.6%
50Δ27.2363.4%5.0%
55Δ27.6162.9%4.4%
60Δ28.0062.4%3.8%
65Δ28.3861.9%3.1%
70Δ28.7761.4%2.5%
75Δ29.1660.9%1.9%
80Δ29.5460.4%1.3%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.30
IV
65.9%
B/E move
8.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.68
IV
65.4%
B/E move
7.5%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.07
IV
64.9%
B/E move
6.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.45
IV
64.4%
B/E move
6.3%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.84
IV
63.9%
B/E move
5.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.23
IV
63.4%
B/E move
5.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.61
IV
62.9%
B/E move
4.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.00
IV
62.4%
B/E move
3.8%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.38
IV
61.9%
B/E move
3.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
28.77
IV
61.4%
B/E move
2.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.16
IV
60.9%
B/E move
1.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.54
IV
60.4%
B/E move
1.3%

Options history

IV · four-Friday blend43.28%
Daily EOD
XRN42.8%46.1%49.5%2026-10-19: 44.54%2026-10-20: 45.15%2026-10-21: 45.72%2026-10-22: 45.70%2026-10-23: 43.22%2026-10-26: 49.04%2026-10-27: 47.84%2026-10-28: 47.40%2026-10-30: 43.28%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
44.54%
45.15%
45.72%
45.70%
43.22%
49.04%
47.84%
47.40%
43.28%