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STAG INDUSTRIAL, INC. STAG

i

Market dataready · fetched 2026-11-04T00:17:46.280Z

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 · 2026-11-04T00:00:00.002576085Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T00:17:44.978604+00:00

Share price$37.38
1D-0.4%
AH$37.15$37.25$37.36$37.46$37.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSTAG
Sold putSold callAH

STAG INDUSTRIAL, INC. options

Live interpolated STAG call and put midpoint premiums by absolute delta.STAG INDUSTRIAL, INC.$0.32$0.88$1.44$2.00$2.56$34.32$36.56$38.81$41.06$43.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STAG spot · $37.38STAG PRICE$0.65$0.79$0.94$1.09$1.23$1.38$1.52$1.67$1.82$1.96$2.11$2.25$2.40$0.38$0.54$0.71$0.87$1.04$1.20$1.37$1.53$1.69$1.86$2.02$2.19$2.35
PutsExpensive1.19×
CallsExpensive2.72×
SkewBullish-35.66 pp
Implied moveBullish±$2.89
TiltBullish5.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.1690.8%30.6%35.4129.5%6.3%
25Δ47.1886.1%28.3%35.7429.2%5.8%
30Δ46.2081.5%26.1%36.0728.8%5.4%
35Δ45.2176.9%23.9%36.4128.4%4.9%
40Δ44.2372.2%21.6%36.7428.0%4.5%
45Δ43.2467.6%19.4%37.0727.7%4.0%
50Δ42.2663.0%17.1%37.4027.3%3.6%
55Δ41.2858.3%14.9%37.7426.9%3.1%
60Δ40.2953.7%12.6%38.0726.6%2.7%
65Δ39.3149.0%10.4%38.4026.2%2.2%
70Δ38.3244.4%8.2%38.7425.8%1.8%
75Δ37.3439.8%5.9%39.0725.4%1.3%
80Δ36.3635.1%3.7%39.4025.1%0.9%

20Δ

Calls
Pseudo strike
48.16
IV
90.8%
B/E move
30.6%
Puts
Pseudo strike
35.41
IV
29.5%
B/E move
6.3%

25Δ

Calls
Pseudo strike
47.18
IV
86.1%
B/E move
28.3%
Puts
Pseudo strike
35.74
IV
29.2%
B/E move
5.8%

30Δ

Calls
Pseudo strike
46.20
IV
81.5%
B/E move
26.1%
Puts
Pseudo strike
36.07
IV
28.8%
B/E move
5.4%

35Δ

Calls
Pseudo strike
45.21
IV
76.9%
B/E move
23.9%
Puts
Pseudo strike
36.41
IV
28.4%
B/E move
4.9%

40Δ

Calls
Pseudo strike
44.23
IV
72.2%
B/E move
21.6%
Puts
Pseudo strike
36.74
IV
28.0%
B/E move
4.5%

45Δ

Calls
Pseudo strike
43.24
IV
67.6%
B/E move
19.4%
Puts
Pseudo strike
37.07
IV
27.7%
B/E move
4.0%

50Δ

Calls
Pseudo strike
42.26
IV
63.0%
B/E move
17.1%
Puts
Pseudo strike
37.40
IV
27.3%
B/E move
3.6%

55Δ

Calls
Pseudo strike
41.28
IV
58.3%
B/E move
14.9%
Puts
Pseudo strike
37.74
IV
26.9%
B/E move
3.1%

60Δ

Calls
Pseudo strike
40.29
IV
53.7%
B/E move
12.6%
Puts
Pseudo strike
38.07
IV
26.6%
B/E move
2.7%

65Δ

Calls
Pseudo strike
39.31
IV
49.0%
B/E move
10.4%
Puts
Pseudo strike
38.40
IV
26.2%
B/E move
2.2%

70Δ

Calls
Pseudo strike
38.32
IV
44.4%
B/E move
8.2%
Puts
Pseudo strike
38.74
IV
25.8%
B/E move
1.8%

75Δ

Calls
Pseudo strike
37.34
IV
39.8%
B/E move
5.9%
Puts
Pseudo strike
39.07
IV
25.4%
B/E move
1.3%

80Δ

Calls
Pseudo strike
36.36
IV
35.1%
B/E move
3.7%
Puts
Pseudo strike
39.40
IV
25.1%
B/E move
0.9%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations