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Extra Space Storage, Inc. EXR

REAL ESTATE · REIT - INDUSTRIAL
i

Market dataready · fetched 2026-11-03T21:59:11.192Z

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 · 2026-11-03T21:22:42.707502179Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-03T21:57:12.610424+00:00

Share price$156.23
1D+1.2%
AH$154.21$154.76$155.31$155.85$156.405:30 AM6:30 AM9:00 AM1:00 PM2:00 PMEXR
Sold putSold callAH

Extra Space Storage, Inc. options

Live interpolated EXR call and put midpoint premiums by absolute delta.Extra Space Storage, Inc.$0.50$3.83$7.15$10.48$13.80$134.25$142.96$151.68$160.39$169.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive EXR spot · $156.23EXR PRICE$0.86$1.14$1.42$1.76$2.21$2.66$3.12$3.57$4.09$4.84$5.59$6.34$7.09$1.00$1.34$1.72$2.10$2.47$2.98$3.57$4.15$4.74$5.32$7.43$9.60$12.85
PutsExpensive1.43×
CallsCheap0.80×
SkewBearish+3.96 pp
Implied moveBearish±$6.68
TiltBearish14.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ163.5122.4%5.2%149.3726.2%5.0%
25Δ162.1822.4%4.5%150.9525.2%4.2%
30Δ160.8522.3%3.9%152.1625.1%3.7%
35Δ159.6522.3%3.3%153.3724.9%3.2%
40Δ158.6722.5%3.0%154.5824.7%2.6%
45Δ157.6922.6%2.6%155.7024.6%2.3%
50Δ156.7122.8%2.3%156.7624.6%1.9%
55Δ155.7322.9%2.0%157.8324.5%1.6%
60Δ154.7223.0%1.7%158.8924.5%1.3%
65Δ153.6123.0%1.4%159.9524.4%1.0%
70Δ152.5122.9%1.2%162.2328.3%0.9%
75Δ151.4122.8%1.0%164.5732.3%0.8%
80Δ150.3022.7%0.7%168.0636.8%0.7%

20Δ

Calls
Pseudo strike
163.51
IV
22.4%
B/E move
5.2%
Puts
Pseudo strike
149.37
IV
26.2%
B/E move
5.0%

25Δ

Calls
Pseudo strike
162.18
IV
22.4%
B/E move
4.5%
Puts
Pseudo strike
150.95
IV
25.2%
B/E move
4.2%

30Δ

Calls
Pseudo strike
160.85
IV
22.3%
B/E move
3.9%
Puts
Pseudo strike
152.16
IV
25.1%
B/E move
3.7%

35Δ

Calls
Pseudo strike
159.65
IV
22.3%
B/E move
3.3%
Puts
Pseudo strike
153.37
IV
24.9%
B/E move
3.2%

40Δ

Calls
Pseudo strike
158.67
IV
22.5%
B/E move
3.0%
Puts
Pseudo strike
154.58
IV
24.7%
B/E move
2.6%

45Δ

Calls
Pseudo strike
157.69
IV
22.6%
B/E move
2.6%
Puts
Pseudo strike
155.70
IV
24.6%
B/E move
2.3%

50Δ

Calls
Pseudo strike
156.71
IV
22.8%
B/E move
2.3%
Puts
Pseudo strike
156.76
IV
24.6%
B/E move
1.9%

55Δ

Calls
Pseudo strike
155.73
IV
22.9%
B/E move
2.0%
Puts
Pseudo strike
157.83
IV
24.5%
B/E move
1.6%

60Δ

Calls
Pseudo strike
154.72
IV
23.0%
B/E move
1.7%
Puts
Pseudo strike
158.89
IV
24.5%
B/E move
1.3%

65Δ

Calls
Pseudo strike
153.61
IV
23.0%
B/E move
1.4%
Puts
Pseudo strike
159.95
IV
24.4%
B/E move
1.0%

70Δ

Calls
Pseudo strike
152.51
IV
22.9%
B/E move
1.2%
Puts
Pseudo strike
162.23
IV
28.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
151.41
IV
22.8%
B/E move
1.0%
Puts
Pseudo strike
164.57
IV
32.3%
B/E move
0.8%

80Δ

Calls
Pseudo strike
150.30
IV
22.7%
B/E move
0.7%
Puts
Pseudo strike
168.06
IV
36.8%
B/E move
0.7%

Options history

IV · four-Friday blend22.36%
Daily close
EXR22.0%24.3%26.6%2026-08-05: 26.14%2026-08-06: 25.53%2026-08-07: 25.22%2026-08-10: 25.04%2026-08-11: 24.23%2026-08-12: 24.86%2026-08-21: 23.37%2026-08-24: 23.50%2026-08-25: 22.61%2026-08-26: 23.26%2026-08-27: 23.05%2026-08-28: 22.78%2026-08-31: 23.00%2026-09-01: 22.88%2026-09-02: 23.09%2026-09-03: 23.47%2026-09-04: 23.39%2026-09-08: 24.30%2026-09-09: 24.90%2026-09-18: 24.15%2026-09-21: 23.90%2026-09-22: 23.73%2026-09-23: 23.54%2026-09-24: 24.75%2026-09-25: 24.02%2026-09-28: 25.18%2026-09-29: 24.87%2026-09-30: 25.02%2026-10-01: 25.43%2026-10-02: 24.71%2026-10-05: 25.97%2026-10-06: 25.23%2026-10-07: 25.74%2026-10-08: 24.88%2026-10-12: 26.32%2026-10-16: 25.21%2026-10-19: 25.79%2026-10-20: 25.63%2026-10-21: 25.96%2026-10-22: 25.91%2026-10-23: 25.51%2026-10-26: 25.58%2026-10-27: 25.47%2026-10-28: 23.55%2026-10-29: 22.69%2026-10-30: 22.36%Aug 5Sep 23Oct 30
46 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
26.14%
25.53%
25.22%
25.04%
24.23%
24.86%
23.37%
23.50%
22.61%
23.26%
23.05%
22.78%
23.00%
22.88%
23.09%
23.47%
23.39%
24.30%
24.90%
24.15%
23.90%
23.73%
23.54%
24.75%
24.02%
25.18%
24.87%
25.02%
25.43%
24.71%
25.97%
25.23%
25.74%
24.88%
26.32%
25.21%
25.79%
25.63%
25.96%
25.91%
25.51%
25.58%
25.47%
23.55%
22.69%
22.36%