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Obsidian Energy Ltd. OBE

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Market datapartial · fetched 2026-10-22T23:29:45.053Z

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 · 2026-10-22T22:30:00.004429139Z

FundamentalsAlpha Vantage · unavailable

Share price$11.57
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.$0.18$0.97$1.75$2.54$3.33$8.44$9.98$11.51$13.05$14.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OBE spot · $11.57OBE PRICE$0.26$0.35$0.43$0.52$0.61$0.77$0.93$1.10$1.26$1.42$1.58$1.75$2.00$0.34$0.46$0.62$0.77$0.92$1.08$1.23$1.38$1.56$1.94$2.33$2.72$3.10
PutsFair1.04×
CallsFair0.99×
SkewBearish+4.63 pp
Implied moveBearish±$2.16
TiltBearish17.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.3774.3%26.5%9.6884.4%19.3%
25Δ13.9073.9%23.1%10.1980.3%15.9%
30Δ13.4373.6%19.8%10.5379.6%14.4%
35Δ12.9573.2%16.4%10.8678.9%12.8%
40Δ12.4972.8%13.2%11.1978.2%11.2%
45Δ12.1772.8%11.9%11.5377.5%9.7%
50Δ11.8672.8%10.6%11.8676.8%8.1%
55Δ11.5572.8%9.3%12.2076.1%6.6%
60Δ11.2372.7%8.0%12.5475.5%5.1%
65Δ10.9272.7%6.7%13.0275.9%4.3%
70Δ10.6172.7%5.4%13.4976.2%3.5%
75Δ10.2972.7%4.1%13.9776.5%2.7%
80Δ9.9075.6%2.8%14.4576.8%1.9%

20Δ

Calls
Pseudo strike
14.37
IV
74.3%
B/E move
26.5%
Puts
Pseudo strike
9.68
IV
84.4%
B/E move
19.3%

25Δ

Calls
Pseudo strike
13.90
IV
73.9%
B/E move
23.1%
Puts
Pseudo strike
10.19
IV
80.3%
B/E move
15.9%

30Δ

Calls
Pseudo strike
13.43
IV
73.6%
B/E move
19.8%
Puts
Pseudo strike
10.53
IV
79.6%
B/E move
14.4%

35Δ

Calls
Pseudo strike
12.95
IV
73.2%
B/E move
16.4%
Puts
Pseudo strike
10.86
IV
78.9%
B/E move
12.8%

40Δ

Calls
Pseudo strike
12.49
IV
72.8%
B/E move
13.2%
Puts
Pseudo strike
11.19
IV
78.2%
B/E move
11.2%

45Δ

Calls
Pseudo strike
12.17
IV
72.8%
B/E move
11.9%
Puts
Pseudo strike
11.53
IV
77.5%
B/E move
9.7%

50Δ

Calls
Pseudo strike
11.86
IV
72.8%
B/E move
10.6%
Puts
Pseudo strike
11.86
IV
76.8%
B/E move
8.1%

55Δ

Calls
Pseudo strike
11.55
IV
72.8%
B/E move
9.3%
Puts
Pseudo strike
12.20
IV
76.1%
B/E move
6.6%

60Δ

Calls
Pseudo strike
11.23
IV
72.7%
B/E move
8.0%
Puts
Pseudo strike
12.54
IV
75.5%
B/E move
5.1%

65Δ

Calls
Pseudo strike
10.92
IV
72.7%
B/E move
6.7%
Puts
Pseudo strike
13.02
IV
75.9%
B/E move
4.3%

70Δ

Calls
Pseudo strike
10.61
IV
72.7%
B/E move
5.4%
Puts
Pseudo strike
13.49
IV
76.2%
B/E move
3.5%

75Δ

Calls
Pseudo strike
10.29
IV
72.7%
B/E move
4.1%
Puts
Pseudo strike
13.97
IV
76.5%
B/E move
2.7%

80Δ

Calls
Pseudo strike
9.90
IV
75.6%
B/E move
2.8%
Puts
Pseudo strike
14.45
IV
76.8%
B/E move
1.9%

Options history

No recorded observations