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OmniAb, Inc. Common Stock OABI

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Market datapartial · fetched 2026-10-22T21:14:19.335Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:56:05.808243051Z

FundamentalsAlpha Vantage · unavailable

Share price$4.77
1D-2.9%
AH$4.69$4.77$4.85$4.92$5.005:30 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$0.39$0.90$1.41$1.92$2.43$1.16$2.85$4.53$6.22$7.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OABI spot · $4.77OABI PRICE$0.53$0.81$1.10$1.38$1.66$1.94$2.22$0.86$0.80$0.74$0.68$0.62$0.57$0.51$0.45$0.53$1.41$2.29
PutsExpensive1.87×
CallsExpensive1.65×
SkewBearish+35.31 pp
Implied moveBullish±$1.04
TiltBalanced1.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.92437.3%56.8%
25Δ3.18388.1%50.0%
30Δ3.45338.8%43.2%
35Δ3.72289.6%36.4%
40Δ3.98240.4%29.6%
45Δ4.25191.2%22.9%
50Δ4.7898.6%11.4%4.51141.9%16.1%
55Δ4.48127.3%11.0%4.7892.7%9.3%
60Δ4.18156.0%10.6%5.1357.6%3.7%
65Δ3.88184.8%10.2%5.97100.4%4.4%
70Δ3.58213.5%9.8%6.81143.1%5.1%
75Δ3.28242.3%9.5%
80Δ2.98271.0%9.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.92
IV
437.3%
B/E move
56.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.18
IV
388.1%
B/E move
50.0%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.45
IV
338.8%
B/E move
43.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.72
IV
289.6%
B/E move
36.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.98
IV
240.4%
B/E move
29.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.25
IV
191.2%
B/E move
22.9%

50Δ

Calls
Pseudo strike
4.78
IV
98.6%
B/E move
11.4%
Puts
Pseudo strike
4.51
IV
141.9%
B/E move
16.1%

55Δ

Calls
Pseudo strike
4.48
IV
127.3%
B/E move
11.0%
Puts
Pseudo strike
4.78
IV
92.7%
B/E move
9.3%

60Δ

Calls
Pseudo strike
4.18
IV
156.0%
B/E move
10.6%
Puts
Pseudo strike
5.13
IV
57.6%
B/E move
3.7%

65Δ

Calls
Pseudo strike
3.88
IV
184.8%
B/E move
10.2%
Puts
Pseudo strike
5.97
IV
100.4%
B/E move
4.4%

70Δ

Calls
Pseudo strike
3.58
IV
213.5%
B/E move
9.8%
Puts
Pseudo strike
6.81
IV
143.1%
B/E move
5.1%

75Δ

Calls
Pseudo strike
3.28
IV
242.3%
B/E move
9.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.98
IV
271.0%
B/E move
9.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations