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Sunrise Realty Trust, Inc. Common Stock SUNS

i

Market dataready · fetched 2026-11-04T08:55:13.193Z

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 · 2026-11-03T21:00:00.620988188Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T08:55:12.403901+00:00

Share price$6.72
1D+1.2%
AH$6.60$6.64$6.68$6.71$6.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMSUNS
Sold putSold callAH

Sunrise Realty Trust, Inc. Common Stock options

Live interpolated SUNS call and put midpoint premiums by absolute delta.Sunrise Realty Trust, Inc. Common Stock$0.28$0.79$1.29$1.80$2.30$4.46$5.37$6.28$7.19$8.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive SUNS spot · $6.72SUNS PRICE$0.34$0.52$0.70$0.88$1.06$1.25$1.43$1.61$1.79$1.97$2.16$0.39$0.44$0.49$0.54$0.59$0.64$0.69$0.74$0.79$0.84$0.89$1.13$1.71
PutsExpensive2.15×
Calls——
Skew——
Implied moveBullish±$1.76
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.07203.7%30.4%
25Δ5.30191.5%27.7%
30Δ7.2482.3%12.8%5.52179.3%25.1%
35Δ7.0296.4%12.2%5.75167.2%22.4%
40Δ6.80110.6%11.6%5.98155.0%19.8%
45Δ6.58124.7%11.0%6.21142.8%17.1%
50Δ6.35138.9%10.4%6.44130.6%14.5%
55Δ6.13153.0%9.8%6.67118.5%11.8%
60Δ5.91167.2%9.2%6.90106.3%9.2%
65Δ5.69181.3%8.6%7.1294.1%6.5%
70Δ5.47195.5%8.0%7.3581.9%3.9%
75Δ5.25209.6%7.4%7.7277.4%2.0%
80Δ5.02223.8%6.8%8.3386.9%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.07
IV
203.7%
B/E move
30.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.30
IV
191.5%
B/E move
27.7%

30Δ

Calls
Pseudo strike
7.24
IV
82.3%
B/E move
12.8%
Puts
Pseudo strike
5.52
IV
179.3%
B/E move
25.1%

35Δ

Calls
Pseudo strike
7.02
IV
96.4%
B/E move
12.2%
Puts
Pseudo strike
5.75
IV
167.2%
B/E move
22.4%

40Δ

Calls
Pseudo strike
6.80
IV
110.6%
B/E move
11.6%
Puts
Pseudo strike
5.98
IV
155.0%
B/E move
19.8%

45Δ

Calls
Pseudo strike
6.58
IV
124.7%
B/E move
11.0%
Puts
Pseudo strike
6.21
IV
142.8%
B/E move
17.1%

50Δ

Calls
Pseudo strike
6.35
IV
138.9%
B/E move
10.4%
Puts
Pseudo strike
6.44
IV
130.6%
B/E move
14.5%

55Δ

Calls
Pseudo strike
6.13
IV
153.0%
B/E move
9.8%
Puts
Pseudo strike
6.67
IV
118.5%
B/E move
11.8%

60Δ

Calls
Pseudo strike
5.91
IV
167.2%
B/E move
9.2%
Puts
Pseudo strike
6.90
IV
106.3%
B/E move
9.2%

65Δ

Calls
Pseudo strike
5.69
IV
181.3%
B/E move
8.6%
Puts
Pseudo strike
7.12
IV
94.1%
B/E move
6.5%

70Δ

Calls
Pseudo strike
5.47
IV
195.5%
B/E move
8.0%
Puts
Pseudo strike
7.35
IV
81.9%
B/E move
3.9%

75Δ

Calls
Pseudo strike
5.25
IV
209.6%
B/E move
7.4%
Puts
Pseudo strike
7.72
IV
77.4%
B/E move
2.0%

80Δ

Calls
Pseudo strike
5.02
IV
223.8%
B/E move
6.8%
Puts
Pseudo strike
8.33
IV
86.9%
B/E move
1.5%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations