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OmniAb, Inc. Common Stock OABI

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T03:16:41.957Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-04-16

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 · 2026-11-11T21:00:01.02601767Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T03:16:39.390920+00:00

Share price$5.10
1D-0.5%
AH$5.03$5.07$5.11$5.15$5.195:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOABI
Sold putSold callAH

OmniAb, Inc. Common Stock options

Live interpolated OABI call and put midpoint premiums by absolute delta.OmniAb, Inc. Common Stock$0.69$1.78$2.87$3.96$5.05$0.67$2.99$5.32$7.64$9.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive OABI spot · $5.10OABI PRICE$0.80$0.95$1.09$1.23$1.38$1.71$2.05$2.39$1.04$1.13$1.23$1.34$1.56$1.78$2.00$2.22$2.44$2.65$3.23$3.99$4.74
PutsExpensive1.07×
Calls——
Skew——
Implied moveBearish±$2.94
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.48177.1%52.2%
25Δ4.02153.0%43.4%
30Δ4.56128.8%34.6%
35Δ5.07108.5%26.8%
40Δ5.46104.1%23.6%
45Δ6.3984.0%41.1%5.8499.8%20.4%
50Δ6.0587.9%37.1%6.2395.4%17.1%
55Δ5.7091.8%33.1%6.6191.1%13.9%
60Δ5.3595.7%29.0%6.9986.7%10.7%
65Δ5.0099.6%25.0%7.3882.4%7.4%
70Δ4.49108.2%21.6%8.0782.0%5.1%
75Δ3.98116.9%18.2%8.9283.5%3.3%
80Δ3.47125.6%14.8%9.7685.1%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.48
IV
177.1%
B/E move
52.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.02
IV
153.0%
B/E move
43.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.56
IV
128.8%
B/E move
34.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.07
IV
108.5%
B/E move
26.8%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.46
IV
104.1%
B/E move
23.6%

45Δ

Calls
Pseudo strike
6.39
IV
84.0%
B/E move
41.1%
Puts
Pseudo strike
5.84
IV
99.8%
B/E move
20.4%

50Δ

Calls
Pseudo strike
6.05
IV
87.9%
B/E move
37.1%
Puts
Pseudo strike
6.23
IV
95.4%
B/E move
17.1%

55Δ

Calls
Pseudo strike
5.70
IV
91.8%
B/E move
33.1%
Puts
Pseudo strike
6.61
IV
91.1%
B/E move
13.9%

60Δ

Calls
Pseudo strike
5.35
IV
95.7%
B/E move
29.0%
Puts
Pseudo strike
6.99
IV
86.7%
B/E move
10.7%

65Δ

Calls
Pseudo strike
5.00
IV
99.6%
B/E move
25.0%
Puts
Pseudo strike
7.38
IV
82.4%
B/E move
7.4%

70Δ

Calls
Pseudo strike
4.49
IV
108.2%
B/E move
21.6%
Puts
Pseudo strike
8.07
IV
82.0%
B/E move
5.1%

75Δ

Calls
Pseudo strike
3.98
IV
116.9%
B/E move
18.2%
Puts
Pseudo strike
8.92
IV
83.5%
B/E move
3.3%

80Δ

Calls
Pseudo strike
3.47
IV
125.6%
B/E move
14.8%
Puts
Pseudo strike
9.76
IV
85.1%
B/E move
1.5%

Options history

IV · four-Friday blend113.58%
Daily EOD
OABI105.1%113.3%121.5%2026-10-20: 106.21%2026-10-22: 120.35%2026-10-27: 113.58%Oct 20Oct 22Oct 27
3 observations2026-10-20 — 2026-10-27
Table
DateIV (%)
106.21%
120.35%
113.58%