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STAG INDUSTRIAL, INC. STAG

i

Market dataready · fetched 2026-11-07T07:26:46.971Z

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 · 2026-11-07T00:00:00.002182432Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T07:26:46.578202+00:00

Share price$36.60
1D-0.4%
AH$36.45$36.57$36.68$36.80$36.915:30 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.$0.28$2.18$4.07$5.96$7.85$32.16$34.73$37.31$39.89$42.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive STAG spot · $36.60STAG PRICE$0.61$0.73$0.85$0.97$1.09$1.21$1.33$1.45$1.56$1.68$1.80$1.92$3.33$0.49$1.06$1.62$2.19$2.76$3.33$3.90$4.47$5.03$5.60$6.17$6.74$7.31
PutsExpensive2.05×
CallsExpensive2.74×
SkewBullish-20.24 pp
Implied moveBearish±$5.22
TiltBearish46.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ47.84105.4%32.4%35.3728.1%4.7%
25Δ46.7299.2%29.6%36.0531.5%4.4%
30Δ45.5992.9%26.9%36.7335.0%4.1%
35Δ44.4786.7%24.1%37.4138.5%3.8%
40Δ43.3480.5%21.4%38.0941.9%3.5%
45Δ42.2274.3%18.6%38.7745.4%3.2%
50Δ41.0968.1%15.9%39.4548.9%2.9%
55Δ39.9761.9%13.2%40.1252.3%2.6%
60Δ38.8455.7%10.4%40.8055.8%2.3%
65Δ37.7249.4%7.7%41.4859.2%2.0%
70Δ36.5943.2%4.9%42.1662.7%1.7%
75Δ35.4737.0%2.2%42.8466.2%1.4%
80Δ33.6043.9%0.9%43.5269.6%1.1%

20Δ

Calls
Pseudo strike
47.84
IV
105.4%
B/E move
32.4%
Puts
Pseudo strike
35.37
IV
28.1%
B/E move
4.7%

25Δ

Calls
Pseudo strike
46.72
IV
99.2%
B/E move
29.6%
Puts
Pseudo strike
36.05
IV
31.5%
B/E move
4.4%

30Δ

Calls
Pseudo strike
45.59
IV
92.9%
B/E move
26.9%
Puts
Pseudo strike
36.73
IV
35.0%
B/E move
4.1%

35Δ

Calls
Pseudo strike
44.47
IV
86.7%
B/E move
24.1%
Puts
Pseudo strike
37.41
IV
38.5%
B/E move
3.8%

40Δ

Calls
Pseudo strike
43.34
IV
80.5%
B/E move
21.4%
Puts
Pseudo strike
38.09
IV
41.9%
B/E move
3.5%

45Δ

Calls
Pseudo strike
42.22
IV
74.3%
B/E move
18.6%
Puts
Pseudo strike
38.77
IV
45.4%
B/E move
3.2%

50Δ

Calls
Pseudo strike
41.09
IV
68.1%
B/E move
15.9%
Puts
Pseudo strike
39.45
IV
48.9%
B/E move
2.9%

55Δ

Calls
Pseudo strike
39.97
IV
61.9%
B/E move
13.2%
Puts
Pseudo strike
40.12
IV
52.3%
B/E move
2.6%

60Δ

Calls
Pseudo strike
38.84
IV
55.7%
B/E move
10.4%
Puts
Pseudo strike
40.80
IV
55.8%
B/E move
2.3%

65Δ

Calls
Pseudo strike
37.72
IV
49.4%
B/E move
7.7%
Puts
Pseudo strike
41.48
IV
59.2%
B/E move
2.0%

70Δ

Calls
Pseudo strike
36.59
IV
43.2%
B/E move
4.9%
Puts
Pseudo strike
42.16
IV
62.7%
B/E move
1.7%

75Δ

Calls
Pseudo strike
35.47
IV
37.0%
B/E move
2.2%
Puts
Pseudo strike
42.84
IV
66.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
33.60
IV
43.9%
B/E move
0.9%
Puts
Pseudo strike
43.52
IV
69.6%
B/E move
1.1%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations