IntraAlpha
Create free account Start free

Seven Hills Realty Trust Common Stock SEVN

i

Market dataready · fetched 2026-11-04T09:59:50.802Z

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 · 2026-11-03T22:05:09.549763738Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T09:59:50.455126+00:00

Share price$6.60
1D-0.3%
AH$6.59$6.63$6.66$6.69$6.735:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSEVN
Sold putSold callAH

Seven Hills Realty Trust Common Stock options

Live interpolated SEVN call and put midpoint premiums by absolute delta.Seven Hills Realty Trust Common Stock$0.34$0.67$0.99$1.32$1.64$4.40$5.25$6.10$6.94$7.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SEVN spot · $6.60SEVN PRICE$0.38$0.47$0.58$0.69$0.80$0.90$1.01$1.12$1.23$1.33$1.44$1.55$0.38$0.42$0.46$0.50$0.54$0.58$0.62$0.66$0.70$0.74$0.78$0.82$0.86
PutsExpensive2.52×
Calls——
Skew——
Implied moveBullish±$1.52
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.03200.1%29.6%
25Δ10.26224.1%61.1%5.21189.0%27.5%
30Δ9.63211.0%53.1%5.39177.9%25.3%
35Δ9.23203.6%48.7%5.57166.8%23.2%
40Δ8.84196.3%44.3%5.75155.7%21.0%
45Δ8.44188.9%39.9%5.93144.6%18.9%
50Δ8.04181.6%35.5%6.12133.5%16.7%
55Δ7.64174.2%31.1%6.30122.4%14.6%
60Δ7.24166.8%26.7%6.48111.3%12.4%
65Δ6.84159.5%22.3%6.66100.2%10.3%
70Δ6.45152.1%17.9%6.8489.1%8.2%
75Δ6.05144.8%13.5%7.0278.0%6.0%
80Δ5.65137.4%9.1%7.2166.9%3.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.03
IV
200.1%
B/E move
29.6%

25Δ

Calls
Pseudo strike
10.26
IV
224.1%
B/E move
61.1%
Puts
Pseudo strike
5.21
IV
189.0%
B/E move
27.5%

30Δ

Calls
Pseudo strike
9.63
IV
211.0%
B/E move
53.1%
Puts
Pseudo strike
5.39
IV
177.9%
B/E move
25.3%

35Δ

Calls
Pseudo strike
9.23
IV
203.6%
B/E move
48.7%
Puts
Pseudo strike
5.57
IV
166.8%
B/E move
23.2%

40Δ

Calls
Pseudo strike
8.84
IV
196.3%
B/E move
44.3%
Puts
Pseudo strike
5.75
IV
155.7%
B/E move
21.0%

45Δ

Calls
Pseudo strike
8.44
IV
188.9%
B/E move
39.9%
Puts
Pseudo strike
5.93
IV
144.6%
B/E move
18.9%

50Δ

Calls
Pseudo strike
8.04
IV
181.6%
B/E move
35.5%
Puts
Pseudo strike
6.12
IV
133.5%
B/E move
16.7%

55Δ

Calls
Pseudo strike
7.64
IV
174.2%
B/E move
31.1%
Puts
Pseudo strike
6.30
IV
122.4%
B/E move
14.6%

60Δ

Calls
Pseudo strike
7.24
IV
166.8%
B/E move
26.7%
Puts
Pseudo strike
6.48
IV
111.3%
B/E move
12.4%

65Δ

Calls
Pseudo strike
6.84
IV
159.5%
B/E move
22.3%
Puts
Pseudo strike
6.66
IV
100.2%
B/E move
10.3%

70Δ

Calls
Pseudo strike
6.45
IV
152.1%
B/E move
17.9%
Puts
Pseudo strike
6.84
IV
89.1%
B/E move
8.2%

75Δ

Calls
Pseudo strike
6.05
IV
144.8%
B/E move
13.5%
Puts
Pseudo strike
7.02
IV
78.0%
B/E move
6.0%

80Δ

Calls
Pseudo strike
5.65
IV
137.4%
B/E move
9.1%
Puts
Pseudo strike
7.21
IV
66.9%
B/E move
3.9%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations