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Essex Property Trust, Inc ESS

i

Market datapartial · fetched 2026-11-07T04:10:03.886Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-07T00:00:00.0023312Z

FundamentalsAlpha Vantage · unavailable

Share price$272.18
1D+2.3%
AH$265$268$270$272$2755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMESS
Sold putSold callAH

Essex Property Trust, Inc options

Live interpolated ESS call and put midpoint premiums by absolute delta.Essex Property Trust, Inc$0.00$0.27$0.54$0.81$1.08$-0.27$0.11$0.50$0.89$1.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEESS PRICE
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
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
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
IV
B/E move

30Δ

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

35Δ

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

40Δ

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

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

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

70Δ

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

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 blend21.66%
Daily close
ESS17.9%21.6%25.3%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 10Sep 25Oct 30
51 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
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%