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EPR Properties EPR

REAL ESTATE · REIT - SPECIALTY
i

Market dataready · fetched 2026-11-05T21:57:47.402Z

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 · 2026-11-05T21:10:00.003112165Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-05T21:57:44.881255+00:00

Share price$59.79
1D-2.6%
AH$59.29$59.86$60.42$60.98$61.555:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEPR
Sold putSold callAH

EPR Properties options

Live interpolated EPR call and put midpoint premiums by absolute delta.EPR Properties$0.29$1.63$2.98$4.32$5.66$53.74$56.76$59.79$62.81$65.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive EPR spot · $59.79EPR PRICE$0.44$0.57$0.70$0.84$0.97$1.10$1.27$1.94$2.61$3.27$3.94$4.61$5.27$0.56$0.64$0.72$0.79$0.87$0.95$1.03
Puts——
CallsCheap0.82×
Skew——
Implied moveBullish±$2.31
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ63.6628.8%7.2%55.5142.7%8.1%
25Δ63.0528.4%6.4%56.2339.1%7.0%
30Δ62.4328.0%5.6%56.9635.5%5.9%
35Δ61.8127.6%4.8%57.6832.0%4.9%
40Δ61.1927.2%4.0%58.4128.4%3.8%
45Δ60.5726.8%3.2%59.1324.8%2.7%
50Δ59.9526.7%2.4%59.8521.2%1.6%
55Δ59.1730.3%2.2%
60Δ58.3933.8%2.0%
65Δ57.6137.3%1.8%
70Δ56.8340.9%1.6%
75Δ56.0544.4%1.4%
80Δ55.2747.9%1.3%

20Δ

Calls
Pseudo strike
63.66
IV
28.8%
B/E move
7.2%
Puts
Pseudo strike
55.51
IV
42.7%
B/E move
8.1%

25Δ

Calls
Pseudo strike
63.05
IV
28.4%
B/E move
6.4%
Puts
Pseudo strike
56.23
IV
39.1%
B/E move
7.0%

30Δ

Calls
Pseudo strike
62.43
IV
28.0%
B/E move
5.6%
Puts
Pseudo strike
56.96
IV
35.5%
B/E move
5.9%

35Δ

Calls
Pseudo strike
61.81
IV
27.6%
B/E move
4.8%
Puts
Pseudo strike
57.68
IV
32.0%
B/E move
4.9%

40Δ

Calls
Pseudo strike
61.19
IV
27.2%
B/E move
4.0%
Puts
Pseudo strike
58.41
IV
28.4%
B/E move
3.8%

45Δ

Calls
Pseudo strike
60.57
IV
26.8%
B/E move
3.2%
Puts
Pseudo strike
59.13
IV
24.8%
B/E move
2.7%

50Δ

Calls
Pseudo strike
59.95
IV
26.7%
B/E move
2.4%
Puts
Pseudo strike
59.85
IV
21.2%
B/E move
1.6%

55Δ

Calls
Pseudo strike
59.17
IV
30.3%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
58.39
IV
33.8%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
57.61
IV
37.3%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
56.83
IV
40.9%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
56.05
IV
44.4%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
55.27
IV
47.9%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.48%
Daily close
EPR20.7%24.4%28.1%2026-08-11: 24.50%2026-08-21: 21.95%2026-08-24: 23.46%2026-08-25: 23.00%2026-08-26: 22.16%2026-08-28: 21.35%2026-09-04: 21.17%2026-09-08: 23.07%2026-09-09: 22.29%2026-10-16: 23.31%2026-10-19: 22.72%2026-10-20: 26.06%2026-10-21: 25.21%2026-10-22: 27.63%2026-10-23: 24.48%Aug 11Sep 8Oct 23
15 observations2026-08-11 — 2026-10-23
Table
DateIV (%)
24.50%
21.95%
23.46%
23.00%
22.16%
21.35%
21.17%
23.07%
22.29%
23.31%
22.72%
26.06%
25.21%
27.63%
24.48%