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Chiron Real Estate Inc. XRN

i

Market dataready · fetched 2026-11-04T09:29:47.246Z

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 · 2026-11-04T00:15:54.848003317Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T09:29:46.737905+00:00

Share price$30.15
1D-0.8%
AH$30.34$30.50$30.66$30.82$30.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMXRN
Sold putSold callAH

Chiron Real Estate Inc. options

Live interpolated XRN call and put midpoint premiums by absolute delta.Chiron Real Estate Inc.$0.40$1.77$3.15$4.52$5.89$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEXRN PRICE$0.76$0.90$1.05$1.20$1.34$1.49$1.64$1.82$2.56$3.29$4.02$4.76$5.49$0.55$0.59$0.63$0.67$0.71
Puts——
CallsExpensive2.64×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.46122.7%33.4%24.52101.2%20.5%
25Δ38.09114.6%29.3%25.6287.6%17.0%
30Δ36.73106.6%25.3%26.7374.0%13.4%
35Δ35.3798.5%21.3%27.8360.4%9.9%
40Δ34.0090.4%17.2%28.9346.9%6.4%
45Δ32.6482.3%13.2%
50Δ31.2874.3%9.2%
55Δ29.9467.2%5.4%
60Δ29.0574.6%4.8%
65Δ28.1682.1%4.3%
70Δ27.2789.6%3.8%
75Δ26.3897.1%3.3%
80Δ25.49104.5%2.8%

20Δ

Calls
Pseudo strike
39.46
IV
122.7%
B/E move
33.4%
Puts
Pseudo strike
24.52
IV
101.2%
B/E move
20.5%

25Δ

Calls
Pseudo strike
38.09
IV
114.6%
B/E move
29.3%
Puts
Pseudo strike
25.62
IV
87.6%
B/E move
17.0%

30Δ

Calls
Pseudo strike
36.73
IV
106.6%
B/E move
25.3%
Puts
Pseudo strike
26.73
IV
74.0%
B/E move
13.4%

35Δ

Calls
Pseudo strike
35.37
IV
98.5%
B/E move
21.3%
Puts
Pseudo strike
27.83
IV
60.4%
B/E move
9.9%

40Δ

Calls
Pseudo strike
34.00
IV
90.4%
B/E move
17.2%
Puts
Pseudo strike
28.93
IV
46.9%
B/E move
6.4%

45Δ

Calls
Pseudo strike
32.64
IV
82.3%
B/E move
13.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
31.28
IV
74.3%
B/E move
9.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
29.94
IV
67.2%
B/E move
5.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
29.05
IV
74.6%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
28.16
IV
82.1%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
27.27
IV
89.6%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
26.38
IV
97.1%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
25.49
IV
104.5%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend43.28%
Daily EOD
XRN42.8%46.1%49.5%2026-10-19: 44.54%2026-10-20: 45.15%2026-10-21: 45.72%2026-10-22: 45.70%2026-10-23: 43.22%2026-10-26: 49.04%2026-10-27: 47.84%2026-10-28: 47.40%2026-10-30: 43.28%Oct 19Oct 23Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
44.54%
45.15%
45.72%
45.70%
43.22%
49.04%
47.84%
47.40%
43.28%