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SL Green Realty Corp. SLG

i

Market datapartial · fetched 2026-11-04T04:15:53.903Z

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 · 2026-11-04T00:00:00.001354222Z

FundamentalsAlpha Vantage · unavailable

Share price$49.37
1D+0.2%
AH$48.87$49.36$49.86$50.35$50.855:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSLG
Sold putSold callAH

SL Green Realty Corp. options

Live interpolated SLG call and put midpoint premiums by absolute delta.SL Green Realty Corp.$0.36$1.51$2.66$3.82$4.97$43.26$46.51$49.77$53.02$56.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive SLG spot · $49.37SLG PRICE$0.53$0.70$0.90$1.18$1.47$1.76$2.06$2.41$2.75$3.09$3.56$4.10$4.64$0.48$0.59$0.71$0.87$1.02$1.17$1.32$1.47$2.01$2.63$3.25
Puts——
CallsCheap0.91×
Skew——
Implied moveBullish±$3.39
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.1345.7%10.7%45.9940.3%7.8%
25Δ53.2045.5%9.2%46.9536.3%6.1%
30Δ52.3445.7%7.8%47.6933.6%4.8%
35Δ51.7047.4%7.1%48.1432.6%4.3%
40Δ51.0649.0%6.4%48.5831.6%3.7%
45Δ50.4350.6%5.7%49.0330.6%3.1%
50Δ49.7751.6%5.0%49.4829.5%2.5%
55Δ49.0951.1%4.3%49.9228.5%1.9%
60Δ48.4150.6%3.6%50.5831.2%1.6%
65Δ47.7250.1%2.9%51.2834.7%1.5%
70Δ46.9849.7%2.4%51.9938.2%1.3%
75Δ46.2149.3%1.9%
80Δ45.4548.9%1.4%

20Δ

Calls
Pseudo strike
54.13
IV
45.7%
B/E move
10.7%
Puts
Pseudo strike
45.99
IV
40.3%
B/E move
7.8%

25Δ

Calls
Pseudo strike
53.20
IV
45.5%
B/E move
9.2%
Puts
Pseudo strike
46.95
IV
36.3%
B/E move
6.1%

30Δ

Calls
Pseudo strike
52.34
IV
45.7%
B/E move
7.8%
Puts
Pseudo strike
47.69
IV
33.6%
B/E move
4.8%

35Δ

Calls
Pseudo strike
51.70
IV
47.4%
B/E move
7.1%
Puts
Pseudo strike
48.14
IV
32.6%
B/E move
4.3%

40Δ

Calls
Pseudo strike
51.06
IV
49.0%
B/E move
6.4%
Puts
Pseudo strike
48.58
IV
31.6%
B/E move
3.7%

45Δ

Calls
Pseudo strike
50.43
IV
50.6%
B/E move
5.7%
Puts
Pseudo strike
49.03
IV
30.6%
B/E move
3.1%

50Δ

Calls
Pseudo strike
49.77
IV
51.6%
B/E move
5.0%
Puts
Pseudo strike
49.48
IV
29.5%
B/E move
2.5%

55Δ

Calls
Pseudo strike
49.09
IV
51.1%
B/E move
4.3%
Puts
Pseudo strike
49.92
IV
28.5%
B/E move
1.9%

60Δ

Calls
Pseudo strike
48.41
IV
50.6%
B/E move
3.6%
Puts
Pseudo strike
50.58
IV
31.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
47.72
IV
50.1%
B/E move
2.9%
Puts
Pseudo strike
51.28
IV
34.7%
B/E move
1.5%

70Δ

Calls
Pseudo strike
46.98
IV
49.7%
B/E move
2.4%
Puts
Pseudo strike
51.99
IV
38.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
46.21
IV
49.3%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
45.45
IV
48.9%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend39.18%
Daily EOD
SLG36.0%39.6%43.2%2026-10-19: 42.67%2026-10-20: 40.83%2026-10-21: 41.84%2026-10-22: 40.43%2026-10-23: 38.67%2026-10-26: 38.55%2026-10-27: 40.02%2026-10-28: 39.47%2026-10-29: 36.52%2026-10-30: 39.18%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.67%
40.83%
41.84%
40.43%
38.67%
38.55%
40.02%
39.47%
36.52%
39.18%