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Chicago Atlantic Real Estate Finance, Inc. Common Stock REFI

i

Market datapartial · fetched 2026-11-06T20:59:52.445Z

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 · 2026-11-06T20:59:46.600660263Z

FundamentalsAlpha Vantage · unavailable

Share price$8.80
1D-4.1%
$8.76$8.87$8.98$9.10$9.215:30 AM6:30 AM9:00 AM1:00 PMREFI
Sold putSold call

Chicago Atlantic Real Estate Finance, Inc. Common Stock options

Live interpolated REFI call and put midpoint premiums by absolute delta.Chicago Atlantic Real Estate Finance, Inc. Common Stock$0.42$0.62$0.82$1.02$1.23$7.71$8.25$8.79$9.33$9.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive REFI spot · $8.80REFI PRICE$0.93$0.44$0.52$0.60$0.68$0.76$0.84$0.92$1.00$1.08$1.16$0.95$0.97$0.99$1.01$1.03$1.05$1.07$1.09$1.11$1.13$1.15$1.17
Puts——
Calls——
Skew——
Implied moveBearish±$1.74
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.39431.7%49.5%
25Δ5.72404.2%46.0%
30Δ18.37405.1%119.3%6.05376.8%42.4%
35Δ9.97121.6%18.2%6.38349.4%38.9%
40Δ9.75116.3%16.7%6.72321.9%35.4%
45Δ9.54110.9%15.1%7.05294.5%31.8%
50Δ9.32105.6%13.6%7.38267.0%28.3%
55Δ9.10100.3%12.0%7.71239.6%24.8%
60Δ8.8995.0%10.5%8.04212.2%21.3%
65Δ8.6789.6%9.0%8.37184.7%17.7%
70Δ8.4684.3%7.4%8.70157.3%14.2%
75Δ8.2479.0%5.9%9.03129.8%10.7%
80Δ8.0373.7%4.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.39
IV
431.7%
B/E move
49.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.72
IV
404.2%
B/E move
46.0%

30Δ

Calls
Pseudo strike
18.37
IV
405.1%
B/E move
119.3%
Puts
Pseudo strike
6.05
IV
376.8%
B/E move
42.4%

35Δ

Calls
Pseudo strike
9.97
IV
121.6%
B/E move
18.2%
Puts
Pseudo strike
6.38
IV
349.4%
B/E move
38.9%

40Δ

Calls
Pseudo strike
9.75
IV
116.3%
B/E move
16.7%
Puts
Pseudo strike
6.72
IV
321.9%
B/E move
35.4%

45Δ

Calls
Pseudo strike
9.54
IV
110.9%
B/E move
15.1%
Puts
Pseudo strike
7.05
IV
294.5%
B/E move
31.8%

50Δ

Calls
Pseudo strike
9.32
IV
105.6%
B/E move
13.6%
Puts
Pseudo strike
7.38
IV
267.0%
B/E move
28.3%

55Δ

Calls
Pseudo strike
9.10
IV
100.3%
B/E move
12.0%
Puts
Pseudo strike
7.71
IV
239.6%
B/E move
24.8%

60Δ

Calls
Pseudo strike
8.89
IV
95.0%
B/E move
10.5%
Puts
Pseudo strike
8.04
IV
212.2%
B/E move
21.3%

65Δ

Calls
Pseudo strike
8.67
IV
89.6%
B/E move
9.0%
Puts
Pseudo strike
8.37
IV
184.7%
B/E move
17.7%

70Δ

Calls
Pseudo strike
8.46
IV
84.3%
B/E move
7.4%
Puts
Pseudo strike
8.70
IV
157.3%
B/E move
14.2%

75Δ

Calls
Pseudo strike
8.24
IV
79.0%
B/E move
5.9%
Puts
Pseudo strike
9.03
IV
129.8%
B/E move
10.7%

80Δ

Calls
Pseudo strike
8.03
IV
73.7%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend87.32%
Daily EOD
REFI87.2%87.3%87.4%2026-10-28: 87.32%Oct 28
1 observations2026-10-28 — 2026-10-28
Table
DateIV (%)
87.32%