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COPT Defense Properties CDP

i

Market dataready · fetched 2026-11-04T03:01:31.379Z

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 · 2026-11-04T00:00:00.001670921Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T03:01:30.940916+00:00

Share price$33.03
1D+0.3%
AH$32.72$32.83$32.93$33.03$33.145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCDP
Sold putSold callAH

COPT Defense Properties options

Live interpolated CDP call and put midpoint premiums by absolute delta.COPT Defense Properties$1.10$3.19$5.29$7.38$9.48$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 PRICECDP PRICE$1.32$1.32$1.32$1.37$1.48$1.60$1.71$1.82$1.94$2.05$2.16$2.28$2.39$2.60$5.74$8.87
PutsExpensive4.86×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.57162.4%26.7%
25Δ43.27147.4%35.0%26.52150.7%24.2%
30Δ39.08114.2%22.3%27.46139.0%21.7%
35Δ36.8692.3%15.6%28.41127.2%19.2%
40Δ29.35115.5%16.6%
45Δ30.30103.8%14.1%
50Δ31.2592.1%11.6%
55Δ32.1980.4%9.1%
60Δ33.1468.7%6.6%
65Δ34.0857.0%4.0%
70Δ35.1046.2%1.6%
75Δ38.3362.0%1.3%
80Δ41.5577.9%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.57
IV
162.4%
B/E move
26.7%

25Δ

Calls
Pseudo strike
43.27
IV
147.4%
B/E move
35.0%
Puts
Pseudo strike
26.52
IV
150.7%
B/E move
24.2%

30Δ

Calls
Pseudo strike
39.08
IV
114.2%
B/E move
22.3%
Puts
Pseudo strike
27.46
IV
139.0%
B/E move
21.7%

35Δ

Calls
Pseudo strike
36.86
IV
92.3%
B/E move
15.6%
Puts
Pseudo strike
28.41
IV
127.2%
B/E move
19.2%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
29.35
IV
115.5%
B/E move
16.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.30
IV
103.8%
B/E move
14.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.25
IV
92.1%
B/E move
11.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
32.19
IV
80.4%
B/E move
9.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.14
IV
68.7%
B/E move
6.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.08
IV
57.0%
B/E move
4.0%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
35.10
IV
46.2%
B/E move
1.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
38.33
IV
62.0%
B/E move
1.3%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.55
IV
77.9%
B/E move
1.1%

Options history

IV · four-Friday blend36.61%
Daily EOD
CDP29.4%33.3%37.1%2026-10-23: 29.97%2026-10-26: 33.54%2026-10-27: 31.95%2026-10-29: 36.61%Oct 23Oct 26Oct 29
4 observations2026-10-23 — 2026-10-29
Table
DateIV (%)
29.97%
33.54%
31.95%
36.61%