IntraAlpha
Create free account Start free

Obsidian Energy Ltd. OBE

i

Market datapartial · fetched 2026-10-22T21:07:33.450Z

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 · 2026-10-22T20:16:50.840840978Z

FundamentalsAlpha Vantage · unavailable

Share price$11.33
1D-4.9%
AH$11.14$11.36$11.57$11.79$12.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOBE
Sold putSold callAH

Obsidian Energy Ltd. options

Live interpolated OBE call and put midpoint premiums by absolute delta.Obsidian Energy Ltd.$0.08$1.93$3.78$5.63$7.48$8.32$9.92$11.51$13.11$14.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OBE spot · $11.33OBE PRICE$0.28$0.37$0.46$0.55$0.68$0.86$1.04$1.22$1.41$1.59$1.77$2.11$2.77$0.32$0.41$0.54$0.67$0.80$0.94$1.07$1.20$1.33$1.47$2.69$4.82$6.95
PutsFair0.99×
CallsExpensive1.15×
SkewBullish-12.48 pp
Implied moveBalanced±$2.11
TiltBearish21.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.3079.7%28.6%9.4681.7%19.3%
25Δ13.8079.9%25.0%10.0774.7%14.7%
30Δ13.3080.1%21.4%10.3573.3%13.4%
35Δ12.8080.3%17.8%10.6472.0%12.0%
40Δ12.3681.0%15.0%10.9370.6%10.6%
45Δ12.0082.5%13.5%11.2269.2%9.2%
50Δ11.6584.0%12.0%11.5167.8%7.9%
55Δ11.3085.5%10.5%11.7966.4%6.5%
60Δ10.9587.0%9.0%12.0865.0%5.1%
65Δ10.6088.5%7.6%12.3763.6%3.8%
70Δ10.2490.1%6.1%13.7170.9%2.8%
75Δ9.7795.2%4.8%15.9085.3%2.2%
80Δ9.01108.7%4.0%18.0999.6%1.7%

20Δ

Calls
Pseudo strike
14.30
IV
79.7%
B/E move
28.6%
Puts
Pseudo strike
9.46
IV
81.7%
B/E move
19.3%

25Δ

Calls
Pseudo strike
13.80
IV
79.9%
B/E move
25.0%
Puts
Pseudo strike
10.07
IV
74.7%
B/E move
14.7%

30Δ

Calls
Pseudo strike
13.30
IV
80.1%
B/E move
21.4%
Puts
Pseudo strike
10.35
IV
73.3%
B/E move
13.4%

35Δ

Calls
Pseudo strike
12.80
IV
80.3%
B/E move
17.8%
Puts
Pseudo strike
10.64
IV
72.0%
B/E move
12.0%

40Δ

Calls
Pseudo strike
12.36
IV
81.0%
B/E move
15.0%
Puts
Pseudo strike
10.93
IV
70.6%
B/E move
10.6%

45Δ

Calls
Pseudo strike
12.00
IV
82.5%
B/E move
13.5%
Puts
Pseudo strike
11.22
IV
69.2%
B/E move
9.2%

50Δ

Calls
Pseudo strike
11.65
IV
84.0%
B/E move
12.0%
Puts
Pseudo strike
11.51
IV
67.8%
B/E move
7.9%

55Δ

Calls
Pseudo strike
11.30
IV
85.5%
B/E move
10.5%
Puts
Pseudo strike
11.79
IV
66.4%
B/E move
6.5%

60Δ

Calls
Pseudo strike
10.95
IV
87.0%
B/E move
9.0%
Puts
Pseudo strike
12.08
IV
65.0%
B/E move
5.1%

65Δ

Calls
Pseudo strike
10.60
IV
88.5%
B/E move
7.6%
Puts
Pseudo strike
12.37
IV
63.6%
B/E move
3.8%

70Δ

Calls
Pseudo strike
10.24
IV
90.1%
B/E move
6.1%
Puts
Pseudo strike
13.71
IV
70.9%
B/E move
2.8%

75Δ

Calls
Pseudo strike
9.77
IV
95.2%
B/E move
4.8%
Puts
Pseudo strike
15.90
IV
85.3%
B/E move
2.2%

80Δ

Calls
Pseudo strike
9.01
IV
108.7%
B/E move
4.0%
Puts
Pseudo strike
18.09
IV
99.6%
B/E move
1.7%

Options history

No recorded observations