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Essex Property Trust, Inc ESS

i

Market dataready · fetched 2026-11-03T15:43:53.684Z

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 · 2026-11-03T15:43:35.564606294Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T15:43:53.146689+00:00

Share price$264.64
1D+0.8%
$261.82$262.59$263.37$264.14$264.915:30 AM6:30 AM9:00 AM1:00 PMESS
Sold putSold call

Essex Property Trust, Inc options

Live interpolated ESS call and put midpoint premiums by absolute delta.Essex Property Trust, Inc$1.20$4.81$8.41$12.01$15.61$234.48$247.78$261.08$274.39$287.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ESS spot · $264.63ESS PRICE$1.59$2.03$2.48$2.92$3.71$4.59$5.47$6.34$7.22$8.10$9.90$11.90$13.89$1.99$2.71$3.43$4.15$4.85$5.55$6.24$6.94$7.63$8.74$10.68$12.63$14.58
PutsCheap0.61×
CallsCheap0.91×
SkewBearish+2.89 pp
Implied moveBearish±$11.71
TiltBearish5.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ278.6625.5%5.9%251.6329.2%5.7%
25Δ275.9424.4%5.0%254.1329.3%5.0%
30Δ273.2323.3%4.2%256.6329.3%4.3%
35Δ270.5222.3%3.3%259.1229.4%3.7%
40Δ268.6522.3%2.9%261.2228.7%3.1%
45Δ266.9822.5%2.6%263.1027.5%2.7%
50Δ265.3022.7%2.3%264.9826.3%2.2%
55Δ263.6323.0%2.0%266.8625.1%1.8%
60Δ261.9623.2%1.7%268.7423.9%1.3%
65Δ260.2923.5%1.4%270.8023.2%1.0%
70Δ257.9224.1%1.2%273.2523.7%0.8%
75Δ255.4124.7%1.0%275.7024.2%0.6%
80Δ252.9025.4%0.8%278.1424.6%0.4%

20Δ

Calls
Pseudo strike
278.66
IV
25.5%
B/E move
5.9%
Puts
Pseudo strike
251.63
IV
29.2%
B/E move
5.7%

25Δ

Calls
Pseudo strike
275.94
IV
24.4%
B/E move
5.0%
Puts
Pseudo strike
254.13
IV
29.3%
B/E move
5.0%

30Δ

Calls
Pseudo strike
273.23
IV
23.3%
B/E move
4.2%
Puts
Pseudo strike
256.63
IV
29.3%
B/E move
4.3%

35Δ

Calls
Pseudo strike
270.52
IV
22.3%
B/E move
3.3%
Puts
Pseudo strike
259.12
IV
29.4%
B/E move
3.7%

40Δ

Calls
Pseudo strike
268.65
IV
22.3%
B/E move
2.9%
Puts
Pseudo strike
261.22
IV
28.7%
B/E move
3.1%

45Δ

Calls
Pseudo strike
266.98
IV
22.5%
B/E move
2.6%
Puts
Pseudo strike
263.10
IV
27.5%
B/E move
2.7%

50Δ

Calls
Pseudo strike
265.30
IV
22.7%
B/E move
2.3%
Puts
Pseudo strike
264.98
IV
26.3%
B/E move
2.2%

55Δ

Calls
Pseudo strike
263.63
IV
23.0%
B/E move
2.0%
Puts
Pseudo strike
266.86
IV
25.1%
B/E move
1.8%

60Δ

Calls
Pseudo strike
261.96
IV
23.2%
B/E move
1.7%
Puts
Pseudo strike
268.74
IV
23.9%
B/E move
1.3%

65Δ

Calls
Pseudo strike
260.29
IV
23.5%
B/E move
1.4%
Puts
Pseudo strike
270.80
IV
23.2%
B/E move
1.0%

70Δ

Calls
Pseudo strike
257.92
IV
24.1%
B/E move
1.2%
Puts
Pseudo strike
273.25
IV
23.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
255.41
IV
24.7%
B/E move
1.0%
Puts
Pseudo strike
275.70
IV
24.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
252.90
IV
25.4%
B/E move
0.8%
Puts
Pseudo strike
278.14
IV
24.6%
B/E move
0.4%

Options history

IV · four-Friday blend21.66%
Daily close
ESS17.9%21.6%25.3%2026-08-05: 21.37%2026-08-06: 19.99%2026-08-07: 19.68%2026-08-10: 21.34%2026-08-11: 21.51%2026-08-12: 21.22%2026-08-13: 20.07%2026-08-14: 20.12%2026-08-21: 19.50%2026-08-24: 18.88%2026-08-25: 19.66%2026-08-26: 19.86%2026-08-27: 20.72%2026-08-28: 20.75%2026-08-31: 20.61%2026-09-01: 20.69%2026-09-02: 21.30%2026-09-03: 20.58%2026-09-04: 20.81%2026-09-08: 21.79%2026-09-09: 22.03%2026-09-10: 21.94%2026-09-14: 22.83%2026-09-18: 19.40%2026-09-21: 19.99%2026-09-22: 19.69%2026-09-23: 20.06%2026-09-24: 20.60%2026-09-25: 20.52%2026-09-28: 21.23%2026-09-29: 20.52%2026-09-30: 21.62%2026-10-01: 20.86%2026-10-02: 21.10%2026-10-05: 21.72%2026-10-06: 21.12%2026-10-07: 21.60%2026-10-08: 21.53%2026-10-09: 21.57%2026-10-12: 22.10%2026-10-13: 23.02%2026-10-14: 24.83%2026-10-15: 22.59%2026-10-16: 20.22%2026-10-19: 18.37%2026-10-20: 19.59%2026-10-21: 20.11%2026-10-22: 20.77%2026-10-23: 21.10%2026-10-26: 21.45%2026-10-27: 22.02%2026-10-28: 21.00%2026-10-29: 20.68%2026-10-30: 21.66%Aug 5Sep 23Oct 30
54 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
21.37%
19.99%
19.68%
21.34%
21.51%
21.22%
20.07%
20.12%
19.50%
18.88%
19.66%
19.86%
20.72%
20.75%
20.61%
20.69%
21.30%
20.58%
20.81%
21.79%
22.03%
21.94%
22.83%
19.40%
19.99%
19.69%
20.06%
20.60%
20.52%
21.23%
20.52%
21.62%
20.86%
21.10%
21.72%
21.12%
21.60%
21.53%
21.57%
22.10%
23.02%
24.83%
22.59%
20.22%
18.37%
19.59%
20.11%
20.77%
21.10%
21.45%
22.02%
21.00%
20.68%
21.66%