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Origin Bancorp, Inc. OBK

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Market datapartial · fetched 2026-10-22T22:15:37.780Z

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 · 2026-10-22T20:00:30.382758845Z

FundamentalsAlpha Vantage · unavailable

Share price$53.03
1D+2.5%
AH$51.71$52.10$52.49$52.87$53.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOBK
Sold putSold callAH

Origin Bancorp, Inc. options

Live interpolated OBK call and put midpoint premiums by absolute delta.Origin Bancorp, Inc.$0.94$3.26$5.58$7.90$10.22$42.95$47.79$52.64$57.49$62.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OBK spot · $53.03OBK PRICE$1.19$2.21$2.04$1.83$1.62$1.82$2.05$2.28$2.51$2.75$2.98$3.21$3.44$1.28$1.72$2.16$2.53$2.73$2.93$3.13$3.34$3.70$4.78$5.86$6.93$9.55
PutsExpensive2.24×
CallsExpensive1.96×
SkewBearish+5.23 pp
Implied moveBearish±$5.18
TiltBearish25.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ65.5077.9%25.8%46.0167.8%15.6%
25Δ69.84115.5%35.9%47.4867.4%13.7%
30Δ65.2492.4%26.9%48.9467.1%11.8%
35Δ60.3066.8%17.2%50.2765.5%10.0%
40Δ55.3641.3%7.4%51.2560.4%8.5%
45Δ54.4537.8%6.1%52.2455.4%7.0%
50Δ53.8536.1%5.4%53.2250.4%5.6%
55Δ53.2534.3%4.7%54.2045.3%4.1%
60Δ52.6632.5%4.0%55.2441.6%2.8%
65Δ52.0630.8%3.4%56.5443.9%2.4%
70Δ51.4629.0%2.7%57.8446.2%2.0%
75Δ50.8727.2%2.0%59.1448.5%1.6%
80Δ50.2725.5%1.3%61.9455.6%1.2%

20Δ

Calls
Pseudo strike
65.50
IV
77.9%
B/E move
25.8%
Puts
Pseudo strike
46.01
IV
67.8%
B/E move
15.6%

25Δ

Calls
Pseudo strike
69.84
IV
115.5%
B/E move
35.9%
Puts
Pseudo strike
47.48
IV
67.4%
B/E move
13.7%

30Δ

Calls
Pseudo strike
65.24
IV
92.4%
B/E move
26.9%
Puts
Pseudo strike
48.94
IV
67.1%
B/E move
11.8%

35Δ

Calls
Pseudo strike
60.30
IV
66.8%
B/E move
17.2%
Puts
Pseudo strike
50.27
IV
65.5%
B/E move
10.0%

40Δ

Calls
Pseudo strike
55.36
IV
41.3%
B/E move
7.4%
Puts
Pseudo strike
51.25
IV
60.4%
B/E move
8.5%

45Δ

Calls
Pseudo strike
54.45
IV
37.8%
B/E move
6.1%
Puts
Pseudo strike
52.24
IV
55.4%
B/E move
7.0%

50Δ

Calls
Pseudo strike
53.85
IV
36.1%
B/E move
5.4%
Puts
Pseudo strike
53.22
IV
50.4%
B/E move
5.6%

55Δ

Calls
Pseudo strike
53.25
IV
34.3%
B/E move
4.7%
Puts
Pseudo strike
54.20
IV
45.3%
B/E move
4.1%

60Δ

Calls
Pseudo strike
52.66
IV
32.5%
B/E move
4.0%
Puts
Pseudo strike
55.24
IV
41.6%
B/E move
2.8%

65Δ

Calls
Pseudo strike
52.06
IV
30.8%
B/E move
3.4%
Puts
Pseudo strike
56.54
IV
43.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
51.46
IV
29.0%
B/E move
2.7%
Puts
Pseudo strike
57.84
IV
46.2%
B/E move
2.0%

75Δ

Calls
Pseudo strike
50.87
IV
27.2%
B/E move
2.0%
Puts
Pseudo strike
59.14
IV
48.5%
B/E move
1.6%

80Δ

Calls
Pseudo strike
50.27
IV
25.5%
B/E move
1.3%
Puts
Pseudo strike
61.94
IV
55.6%
B/E move
1.2%

Options history

No recorded observations