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Obsidian Energy Ltd. OBE

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Market datapartial · fetched 2026-10-23T15:08:23.617Z

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 · 2026-10-23T15:08:08.457388132Z

FundamentalsAlpha Vantage · unavailable

Share price$12.09
1D+3.0%
$11.66$11.80$11.94$12.08$12.225:30 AM6:30 AM9:00 AM1:00 PMOBE
Sold putSold call

Obsidian Energy Ltd. options

Live interpolated OBE call and put midpoint premiums by absolute delta.Obsidian Energy Ltd.$0.11$1.53$2.95$4.37$5.79$8.64$10.32$12.00$13.68$15.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OBE spot · $12.09OBE PRICE$0.26$0.36$0.46$0.56$0.66$0.76$0.89$1.05$1.21$1.37$1.53$1.69$1.85$0.36$0.51$0.66$0.80$0.95$1.09$1.24$1.55$1.91$2.27$2.63$2.99$5.38
PutsExpensive1.11×
CallsCheap0.90×
SkewBearish+12.84 pp
Implied moveBearish±$2.13
TiltBearish27.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.8475.4%24.9%10.2779.1%18.0%
25Δ14.4275.2%22.3%10.6379.2%16.2%
30Δ14.0074.9%19.7%10.9979.2%14.5%
35Δ13.5974.7%17.1%11.3579.3%12.8%
40Δ13.1774.4%14.5%11.7079.3%11.0%
45Δ12.7674.2%11.9%12.0679.4%9.3%
50Δ12.3973.2%9.8%12.4279.5%7.5%
55Δ12.1071.1%8.8%12.8680.5%6.4%
60Δ11.8068.9%7.7%13.3381.9%5.5%
65Δ11.5166.7%6.6%13.7983.2%4.7%
70Δ11.2264.5%5.5%14.2684.6%3.8%
75Δ10.9262.4%4.4%14.7385.9%2.9%
80Δ10.6360.2%3.3%17.18111.7%2.4%

20Δ

Calls
Pseudo strike
14.84
IV
75.4%
B/E move
24.9%
Puts
Pseudo strike
10.27
IV
79.1%
B/E move
18.0%

25Δ

Calls
Pseudo strike
14.42
IV
75.2%
B/E move
22.3%
Puts
Pseudo strike
10.63
IV
79.2%
B/E move
16.2%

30Δ

Calls
Pseudo strike
14.00
IV
74.9%
B/E move
19.7%
Puts
Pseudo strike
10.99
IV
79.2%
B/E move
14.5%

35Δ

Calls
Pseudo strike
13.59
IV
74.7%
B/E move
17.1%
Puts
Pseudo strike
11.35
IV
79.3%
B/E move
12.8%

40Δ

Calls
Pseudo strike
13.17
IV
74.4%
B/E move
14.5%
Puts
Pseudo strike
11.70
IV
79.3%
B/E move
11.0%

45Δ

Calls
Pseudo strike
12.76
IV
74.2%
B/E move
11.9%
Puts
Pseudo strike
12.06
IV
79.4%
B/E move
9.3%

50Δ

Calls
Pseudo strike
12.39
IV
73.2%
B/E move
9.8%
Puts
Pseudo strike
12.42
IV
79.5%
B/E move
7.5%

55Δ

Calls
Pseudo strike
12.10
IV
71.1%
B/E move
8.8%
Puts
Pseudo strike
12.86
IV
80.5%
B/E move
6.4%

60Δ

Calls
Pseudo strike
11.80
IV
68.9%
B/E move
7.7%
Puts
Pseudo strike
13.33
IV
81.9%
B/E move
5.5%

65Δ

Calls
Pseudo strike
11.51
IV
66.7%
B/E move
6.6%
Puts
Pseudo strike
13.79
IV
83.2%
B/E move
4.7%

70Δ

Calls
Pseudo strike
11.22
IV
64.5%
B/E move
5.5%
Puts
Pseudo strike
14.26
IV
84.6%
B/E move
3.8%

75Δ

Calls
Pseudo strike
10.92
IV
62.4%
B/E move
4.4%
Puts
Pseudo strike
14.73
IV
85.9%
B/E move
2.9%

80Δ

Calls
Pseudo strike
10.63
IV
60.2%
B/E move
3.3%
Puts
Pseudo strike
17.18
IV
111.7%
B/E move
2.4%

Options history

No recorded observations