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Orchestra BioMed Holdings, Inc. Ordinary Shares OBIO

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Market datapartial · fetched 2026-10-22T16:41:13.890Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T16:41:13.331980292Z

FundamentalsAlpha Vantage · unavailable

Share price$5.61
1D-0.5%
$5.37$5.48$5.59$5.71$5.825:30 AM6:30 AM9:00 AM1:00 PMOBIO
Sold putSold call

Orchestra BioMed Holdings, Inc. Ordinary Shares options

Live interpolated OBIO call and put midpoint premiums by absolute delta.Orchestra BioMed Holdings, Inc. Ordinary Shares$0.32$0.80$1.29$1.77$2.25$1.18$3.12$5.05$6.98$8.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OBIO spot · $5.61OBIO PRICE$0.38$0.38$0.47$0.59$0.71$0.84$0.96$1.08$1.20$1.37$1.73$2.09$0.71$0.87$1.02$1.18$1.33$1.49$1.64$1.80$1.96$2.11
PutsExpensive1.96×
CallsExpensive1.37×
SkewBearish+50.51 pp
Implied moveBearish±$2.48
TiltBearish8.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.41219.0%51.9%
25Δ9.95147.6%84.1%3.83207.2%47.2%
30Δ7.96111.4%48.6%4.25195.4%42.5%
35Δ7.25104.2%37.5%4.67183.6%37.8%
40Δ6.91105.7%33.8%5.09171.8%33.0%
45Δ6.58107.2%30.1%5.51159.9%28.3%
50Δ6.25108.7%26.4%5.93148.1%23.6%
55Δ5.92110.2%22.7%6.35136.3%18.9%
60Δ5.59111.7%18.9%6.77124.5%14.1%
65Δ5.26113.3%15.2%7.19112.7%9.4%
70Δ4.90115.6%11.9%
75Δ4.43121.3%9.9%
80Δ3.96127.0%7.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.41
IV
219.0%
B/E move
51.9%

25Δ

Calls
Pseudo strike
9.95
IV
147.6%
B/E move
84.1%
Puts
Pseudo strike
3.83
IV
207.2%
B/E move
47.2%

30Δ

Calls
Pseudo strike
7.96
IV
111.4%
B/E move
48.6%
Puts
Pseudo strike
4.25
IV
195.4%
B/E move
42.5%

35Δ

Calls
Pseudo strike
7.25
IV
104.2%
B/E move
37.5%
Puts
Pseudo strike
4.67
IV
183.6%
B/E move
37.8%

40Δ

Calls
Pseudo strike
6.91
IV
105.7%
B/E move
33.8%
Puts
Pseudo strike
5.09
IV
171.8%
B/E move
33.0%

45Δ

Calls
Pseudo strike
6.58
IV
107.2%
B/E move
30.1%
Puts
Pseudo strike
5.51
IV
159.9%
B/E move
28.3%

50Δ

Calls
Pseudo strike
6.25
IV
108.7%
B/E move
26.4%
Puts
Pseudo strike
5.93
IV
148.1%
B/E move
23.6%

55Δ

Calls
Pseudo strike
5.92
IV
110.2%
B/E move
22.7%
Puts
Pseudo strike
6.35
IV
136.3%
B/E move
18.9%

60Δ

Calls
Pseudo strike
5.59
IV
111.7%
B/E move
18.9%
Puts
Pseudo strike
6.77
IV
124.5%
B/E move
14.1%

65Δ

Calls
Pseudo strike
5.26
IV
113.3%
B/E move
15.2%
Puts
Pseudo strike
7.19
IV
112.7%
B/E move
9.4%

70Δ

Calls
Pseudo strike
4.90
IV
115.6%
B/E move
11.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
4.43
IV
121.3%
B/E move
9.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
3.96
IV
127.0%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations