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Origin Bancorp, Inc. OBK

i

Market datapartial · fetched 2026-11-12T02:10:30.438Z

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 · 2026-11-11T21:00:30.400481093Z

FundamentalsAlpha Vantage · unavailable

Share price$53.99
1D-0.9%
AH$53.78$54.05$54.33$54.60$54.885:30 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.$1.18$2.44$3.71$4.97$6.23$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEOBK PRICE$1.32$1.64$1.97$2.29$2.60$2.88$3.17$3.45$3.74$4.02$4.31$2.45$2.45$2.45$2.76$3.80$4.83$5.87
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ42.71224.3%25.4%
25Δ46.47175.1%18.5%
30Δ58.0277.0%9.9%49.27139.1%13.3%
35Δ57.1679.6%8.9%
40Δ56.2982.2%7.9%
45Δ55.4384.8%6.9%
50Δ54.6483.8%6.0%
55Δ53.9479.4%5.2%
60Δ53.2374.9%4.5%
65Δ52.5370.4%3.7%56.0143.6%1.4%
70Δ51.8366.0%2.9%57.1350.1%1.2%
75Δ51.1261.5%2.1%58.2556.6%1.1%
80Δ50.4257.0%1.4%59.3763.1%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.71
IV
224.3%
B/E move
25.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.47
IV
175.1%
B/E move
18.5%

30Δ

Calls
Pseudo strike
58.02
IV
77.0%
B/E move
9.9%
Puts
Pseudo strike
49.27
IV
139.1%
B/E move
13.3%

35Δ

Calls
Pseudo strike
57.16
IV
79.6%
B/E move
8.9%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
56.29
IV
82.2%
B/E move
7.9%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
55.43
IV
84.8%
B/E move
6.9%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
54.64
IV
83.8%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
53.94
IV
79.4%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
53.23
IV
74.9%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
52.53
IV
70.4%
B/E move
3.7%
Puts
Pseudo strike
56.01
IV
43.6%
B/E move
1.4%

70Δ

Calls
Pseudo strike
51.83
IV
66.0%
B/E move
2.9%
Puts
Pseudo strike
57.13
IV
50.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
51.12
IV
61.5%
B/E move
2.1%
Puts
Pseudo strike
58.25
IV
56.6%
B/E move
1.1%

80Δ

Calls
Pseudo strike
50.42
IV
57.0%
B/E move
1.4%
Puts
Pseudo strike
59.37
IV
63.1%
B/E move
0.9%

Options history

IV · four-Friday blend38.97%
Daily EOD
OBK31.3%35.4%39.5%2026-10-20: 31.90%2026-10-21: 32.74%2026-10-22: 33.51%2026-10-23: 32.23%2026-10-26: 36.96%2026-10-28: 37.19%2026-10-29: 37.77%2026-10-30: 38.97%Oct 20Oct 23Oct 30
8 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
31.90%
32.74%
33.51%
32.23%
36.96%
37.19%
37.77%
38.97%