Ladder Capital Corp (LADR) Options Greeks
Options Greeks measure sensitivity to various factors: Delta (price), Gamma (delta change), Theta (time decay), and Vega (volatility). They are essential for risk management and position sizing.
Ladder Capital Corp (LADR) operates in the Real Estate sector, specifically the REIT - Mortgage industry, with a market capitalization near $1.28B, listed on NYSE, employing roughly 54 people, carrying a beta of 1.01 to the broader market. The Loans segment originates conduit first mortgage loans that are secured by cash-flowing commercial real estate; and originates and invests in balance sheet first mortgage loans secured by commercial real estate properties that are undergoing transition, including lease-up, sell-out, and renovation or repositioning. Led by Brian Richard Harris, public since 2014-02-06.
Snapshot as of May 13, 2026.
- Spot Price
- $10.02
- Net Gamma
- $129.0K
- Net Delta
- -$1.0M
- Net Vega
- -$4.5K
- ATM IV
- 463.4%
- Gamma Concentration
- 0.97
As of May 13, 2026, Ladder Capital Corp (LADR) aggregate Greeks are net delta -$1.0M, net gamma $129.0K, net vega -$4.5K, ATM IV 463.4%. Gamma concentration is 0.97: dealer gamma is tightly clustered at a few strikes, which tends to pin price. Delta measures directional exposure, gamma measures the rate of delta change, and vega measures sensitivity to implied volatility. Net aggregate Greeks summarize the total dealer book across all strikes and expirations.
How LADR options greeks Data Feeds Strategy Selection
Strategy selection on Ladder Capital Corp options does not derive from any single metric in isolation. The options greeks view above sits inside a broader read: ATM IV currently sits at 463.4% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the options greeks data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.
Learn how options Greeks is reported and how to read the data →
Frequently asked LADR options greeks questions
- What are the LADR aggregate Greek exposures?
- As of May 13, 2026, Ladder Capital Corp (LADR) snapshot Greeks are net delta -$1.0M, net gamma $129.0K, net vega -$4.5K. These aggregate the dealer book across all listed strikes and expirations under the standard customer-versus-dealer sign convention.
- What does the LADR net dealer delta tell us?
- Net dealer delta of -$1.0M represents the directional exposure dealers carry from their option inventory. Dealers continuously hedge this exposure with stock, futures, or correlated instruments, so the size of net delta is also the size of hedge flow that will execute as spot moves.
- How do LADR Greeks inform hedging?
- Delta tracks first-order directional exposure; gamma tracks how quickly delta changes; vega tracks IV sensitivity. Aggregated dealer Greeks let traders read the dealer-positioning regime: long-gamma regimes mean-revert moves; short-gamma regimes amplify them. Vega exposure indicates how dealer P&L responds to vol shocks and hence the direction of vol-shock hedging flows.