IntraAlpha
Create free account Start free

Clipper Realty Inc. Common Stock CLPR

REAL ESTATE · REIT - RESIDENTIAL
i

Market dataready · fetched 2026-11-03T14:42:47.989Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-11-03T14:30:00.931951288Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T14:42:45.899511+00:00

Share price$3.42
1D+0.0%
$3.42$3.42$3.42$3.42$3.435:30 AM6:30 AM9:00 AM1:00 PMCLPR
Sold putSold call

Clipper Realty Inc. Common Stock options

Live interpolated CLPR call and put midpoint premiums by absolute delta.Clipper Realty Inc. Common Stock$0.45$1.41$2.37$3.34$4.30$-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/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICECLPR PRICE$0.55$0.74$0.93$1.12$1.31$1.50$1.69$1.88$2.83$4.02
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
25Δ2.78108.2%34.7%
30Δ3.09107.2%31.3%
35Δ3.40106.2%27.9%
40Δ3.70105.1%24.5%
45Δ4.01104.1%21.1%
50Δ4.31103.1%17.7%
55Δ4.62102.1%14.3%
60Δ4.92101.0%10.9%
65Δ5.95112.3%8.7%
70Δ7.21127.7%6.9%
75Δ
80Δ

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
2.78
IV
108.2%
B/E move
34.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.09
IV
107.2%
B/E move
31.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.40
IV
106.2%
B/E move
27.9%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.70
IV
105.1%
B/E move
24.5%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.01
IV
104.1%
B/E move
21.1%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.31
IV
103.1%
B/E move
17.7%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.62
IV
102.1%
B/E move
14.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.92
IV
101.0%
B/E move
10.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.95
IV
112.3%
B/E move
8.7%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.21
IV
127.7%
B/E move
6.9%

75Δ

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

80Δ

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

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations