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Obsidian Energy Ltd. OBE

ENERGY · OIL & GAS E&P
i

Market dataready · fetched 2026-11-13T01:58:33.294Z

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: 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 · 2026-11-13T01:00:00.067935142Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:53:39.790139+00:00

Share price$9.73
1D+0.4%
AH$9.34$9.46$9.58$9.69$9.815:30 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.$0.07$0.63$1.19$1.75$2.31$8.11$8.91$9.70$10.50$11.3020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive OBE spot · $9.73OBE PRICE$0.13$0.17$0.22$0.26$0.30$0.36$0.45$0.53$0.61$0.70$0.78$0.87$0.17$0.20$0.26$0.33$0.39$0.45$0.52$0.58$0.76$0.99$1.23$1.47$2.15
PutsExpensive1.15×
Calls——
Skew——
Implied moveBearish±$0.96
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.9687.1%14.0%8.52106.4%14.1%
25Δ10.7584.7%12.3%9.0087.2%9.6%
30Δ10.5482.4%10.6%9.1685.9%8.6%
35Δ10.3380.0%8.8%9.3284.5%7.6%
40Δ10.1277.6%7.1%9.4783.1%6.6%
45Δ9.9476.4%5.8%9.6381.8%5.7%
50Δ9.7976.7%5.2%9.7980.4%4.7%
55Δ9.6477.1%4.6%9.9579.1%3.7%
60Δ9.5077.5%3.9%10.1883.9%3.2%
65Δ9.3577.9%3.3%10.4592.1%2.8%
70Δ9.2078.3%2.6%10.72100.2%2.5%
75Δ9.0578.7%2.0%10.99108.4%2.1%
80Δ11.71126.6%1.7%

20Δ

Calls
Pseudo strike
10.96
IV
87.1%
B/E move
14.0%
Puts
Pseudo strike
8.52
IV
106.4%
B/E move
14.1%

25Δ

Calls
Pseudo strike
10.75
IV
84.7%
B/E move
12.3%
Puts
Pseudo strike
9.00
IV
87.2%
B/E move
9.6%

30Δ

Calls
Pseudo strike
10.54
IV
82.4%
B/E move
10.6%
Puts
Pseudo strike
9.16
IV
85.9%
B/E move
8.6%

35Δ

Calls
Pseudo strike
10.33
IV
80.0%
B/E move
8.8%
Puts
Pseudo strike
9.32
IV
84.5%
B/E move
7.6%

40Δ

Calls
Pseudo strike
10.12
IV
77.6%
B/E move
7.1%
Puts
Pseudo strike
9.47
IV
83.1%
B/E move
6.6%

45Δ

Calls
Pseudo strike
9.94
IV
76.4%
B/E move
5.8%
Puts
Pseudo strike
9.63
IV
81.8%
B/E move
5.7%

50Δ

Calls
Pseudo strike
9.79
IV
76.7%
B/E move
5.2%
Puts
Pseudo strike
9.79
IV
80.4%
B/E move
4.7%

55Δ

Calls
Pseudo strike
9.64
IV
77.1%
B/E move
4.6%
Puts
Pseudo strike
9.95
IV
79.1%
B/E move
3.7%

60Δ

Calls
Pseudo strike
9.50
IV
77.5%
B/E move
3.9%
Puts
Pseudo strike
10.18
IV
83.9%
B/E move
3.2%

65Δ

Calls
Pseudo strike
9.35
IV
77.9%
B/E move
3.3%
Puts
Pseudo strike
10.45
IV
92.1%
B/E move
2.8%

70Δ

Calls
Pseudo strike
9.20
IV
78.3%
B/E move
2.6%
Puts
Pseudo strike
10.72
IV
100.2%
B/E move
2.5%

75Δ

Calls
Pseudo strike
9.05
IV
78.7%
B/E move
2.0%
Puts
Pseudo strike
10.99
IV
108.4%
B/E move
2.1%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.71
IV
126.6%
B/E move
1.7%

Options history

IV · four-Friday blend69.89%
Daily EOD
OBE68.0%69.3%70.6%2026-10-19: 68.20%2026-10-20: 69.13%2026-10-21: 69.23%2026-10-22: 69.89%2026-10-23: 70.25%2026-10-26: 69.88%2026-10-27: 68.31%2026-10-28: 70.40%2026-10-29: 69.84%2026-10-30: 69.89%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
68.20%
69.13%
69.23%
69.89%
70.25%
69.88%
68.31%
70.40%
69.84%
69.89%