IntraAlpha
Create free account Start free

Orchestra BioMed Holdings, Inc. Ordinary Shares OBIO

i

Market datapartial · fetched 2026-10-23T00:02:32.426Z

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 · 2026-10-22T20:00:00.295514029Z

FundamentalsAlpha Vantage · unavailable

Share price$5.47
1D-2.8%
AH$5.37$5.48$5.59$5.71$5.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOBIO
Sold putSold callAH

Orchestra BioMed Holdings, Inc. Ordinary Shares options

Live interpolated OBIO call and put midpoint premiums by absolute delta.Orchestra BioMed Holdings, Inc. Ordinary Shares$0.19$0.80$1.41$2.02$2.63$2.13$3.65$5.17$6.69$8.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OBIO spot · $5.47OBIO PRICE$0.26$0.38$0.40$0.43$0.46$0.49$0.52$0.55$0.57$0.60$0.63$0.85$1.54$0.74$1.31$1.88$2.46
PutsExpensive2.12×
CallsExpensive1.81×
SkewBearish+38.86 pp
Implied moveBearish±$2.98
TiltBullish9.2% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.02165.9%69.6%
25Δ9.98216.1%89.4%
30Δ9.47200.1%80.5%
35Δ8.96184.1%71.6%5.24134.8%17.6%
40Δ8.44168.1%62.8%5.84164.2%17.3%
45Δ7.93152.1%53.9%6.43193.6%17.0%
50Δ7.42136.0%45.0%7.02223.0%16.6%
55Δ6.90120.0%36.2%
60Δ6.39104.0%27.3%
65Δ5.8888.0%18.4%
70Δ5.3672.0%9.6%
75Δ4.8077.7%3.4%
80Δ4.12136.1%3.6%

20Δ

Calls
Pseudo strike
9.02
IV
165.9%
B/E move
69.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
9.98
IV
216.1%
B/E move
89.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
9.47
IV
200.1%
B/E move
80.5%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
8.96
IV
184.1%
B/E move
71.6%
Puts
Pseudo strike
5.24
IV
134.8%
B/E move
17.6%

40Δ

Calls
Pseudo strike
8.44
IV
168.1%
B/E move
62.8%
Puts
Pseudo strike
5.84
IV
164.2%
B/E move
17.3%

45Δ

Calls
Pseudo strike
7.93
IV
152.1%
B/E move
53.9%
Puts
Pseudo strike
6.43
IV
193.6%
B/E move
17.0%

50Δ

Calls
Pseudo strike
7.42
IV
136.0%
B/E move
45.0%
Puts
Pseudo strike
7.02
IV
223.0%
B/E move
16.6%

55Δ

Calls
Pseudo strike
6.90
IV
120.0%
B/E move
36.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
6.39
IV
104.0%
B/E move
27.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
5.88
IV
88.0%
B/E move
18.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
5.36
IV
72.0%
B/E move
9.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
4.80
IV
77.7%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.12
IV
136.1%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations