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Chiron Real Estate Inc. XRN

i

Market dataready · fetched 2026-11-06T20:48:33.569Z

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 · 2026-11-06T20:48:23.76939214Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-06T20:48:33.117672+00:00

Share price$28.99
1D-1.0%
$28.85$29.12$29.38$29.65$29.915:30 AM6:30 AM9:00 AM1:00 PMXRN
Sold putSold call

Chiron Real Estate Inc. options

Live interpolated XRN call and put midpoint premiums by absolute delta.Chiron Real Estate Inc.$0.43$1.31$2.20$3.08$3.96$25.47$27.88$30.29$32.70$35.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ 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 PRICELive XRN spot · $28.99XRN PRICE$0.69$0.86$1.03$1.19$1.36$1.53$1.82$2.13$2.45$2.76$3.08$3.39$3.71$0.52$0.69$0.86$1.03$1.20$1.37$1.53$1.70
Puts——
CallsExpensive1.95×
Skew——
Implied moveBullish±$3.35
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.16126.7%34.0%26.1657.0%11.6%
25Δ36.57118.9%29.1%26.6557.0%10.5%
30Δ34.99111.2%24.2%27.1357.0%9.4%
35Δ33.40103.4%19.3%27.6257.0%8.3%
40Δ31.8195.6%14.4%28.1157.0%7.2%
45Δ30.2387.9%9.5%28.6057.0%6.1%
50Δ29.5084.8%8.0%29.0857.0%5.0%
55Δ28.9282.5%7.1%29.5757.0%3.9%
60Δ28.3380.2%6.2%
65Δ27.7577.9%5.3%
70Δ27.1775.5%4.3%
75Δ26.5973.2%3.4%
80Δ26.0070.9%2.5%

20Δ

Calls
Pseudo strike
38.16
IV
126.7%
B/E move
34.0%
Puts
Pseudo strike
26.16
IV
57.0%
B/E move
11.6%

25Δ

Calls
Pseudo strike
36.57
IV
118.9%
B/E move
29.1%
Puts
Pseudo strike
26.65
IV
57.0%
B/E move
10.5%

30Δ

Calls
Pseudo strike
34.99
IV
111.2%
B/E move
24.2%
Puts
Pseudo strike
27.13
IV
57.0%
B/E move
9.4%

35Δ

Calls
Pseudo strike
33.40
IV
103.4%
B/E move
19.3%
Puts
Pseudo strike
27.62
IV
57.0%
B/E move
8.3%

40Δ

Calls
Pseudo strike
31.81
IV
95.6%
B/E move
14.4%
Puts
Pseudo strike
28.11
IV
57.0%
B/E move
7.2%

45Δ

Calls
Pseudo strike
30.23
IV
87.9%
B/E move
9.5%
Puts
Pseudo strike
28.60
IV
57.0%
B/E move
6.1%

50Δ

Calls
Pseudo strike
29.50
IV
84.8%
B/E move
8.0%
Puts
Pseudo strike
29.08
IV
57.0%
B/E move
5.0%

55Δ

Calls
Pseudo strike
28.92
IV
82.5%
B/E move
7.1%
Puts
Pseudo strike
29.57
IV
57.0%
B/E move
3.9%

60Δ

Calls
Pseudo strike
28.33
IV
80.2%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
27.75
IV
77.9%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
27.17
IV
75.5%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
26.59
IV
73.2%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
26.00
IV
70.9%
B/E move
2.5%
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%