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Owens Corning OC

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Market datapartial · fetched 2026-10-22T19:17:45.260Z

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 · 2026-10-22T19:17:40.954394774Z

FundamentalsAlpha Vantage · unavailable

Share price$116.17
1D+4.0%
$111$113$114$115$1175:30 AM6:30 AM9:00 AM1:00 PMOC
Sold putSold call

Owens Corning options

Live interpolated OC call and put midpoint premiums by absolute delta.Owens Corning$1.01$5.98$10.96$15.93$20.90$95.85$105.52$115.20$124.87$134.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OC spot · $116.17OC PRICE$1.55$2.09$2.65$3.28$3.93$4.62$5.40$6.18$7.13$8.17$9.21$10.63$12.09$1.91$2.57$3.26$4.15$5.09$6.10$7.24$8.39$10.11$11.90$13.99$16.23$19.47
PutsExpensive1.14×
CallsFair0.98×
SkewBearish+6.64 pp
Implied moveBearish±$12.65
TiltBearish17.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ130.7744.9%13.9%104.6949.1%11.5%
25Δ128.0444.8%12.0%107.1748.4%10.0%
30Δ125.6445.1%10.4%109.4648.4%8.6%
35Δ123.4645.1%9.1%111.5548.9%7.5%
40Δ121.3644.8%7.9%113.5949.5%6.6%
45Δ119.3544.5%6.7%115.6350.0%5.7%
50Δ117.4944.1%5.8%117.7250.0%4.9%
55Δ115.6343.7%4.9%119.8050.0%4.1%
60Δ113.8043.4%4.1%122.2451.1%3.5%
65Δ111.9843.2%3.4%124.7252.3%2.9%
70Δ110.1642.9%2.8%127.4852.7%2.3%
75Δ108.1342.5%2.2%130.3953.1%1.7%
80Δ106.0842.2%1.7%134.2054.3%1.2%

20Δ

Calls
Pseudo strike
130.77
IV
44.9%
B/E move
13.9%
Puts
Pseudo strike
104.69
IV
49.1%
B/E move
11.5%

25Δ

Calls
Pseudo strike
128.04
IV
44.8%
B/E move
12.0%
Puts
Pseudo strike
107.17
IV
48.4%
B/E move
10.0%

30Δ

Calls
Pseudo strike
125.64
IV
45.1%
B/E move
10.4%
Puts
Pseudo strike
109.46
IV
48.4%
B/E move
8.6%

35Δ

Calls
Pseudo strike
123.46
IV
45.1%
B/E move
9.1%
Puts
Pseudo strike
111.55
IV
48.9%
B/E move
7.5%

40Δ

Calls
Pseudo strike
121.36
IV
44.8%
B/E move
7.9%
Puts
Pseudo strike
113.59
IV
49.5%
B/E move
6.6%

45Δ

Calls
Pseudo strike
119.35
IV
44.5%
B/E move
6.7%
Puts
Pseudo strike
115.63
IV
50.0%
B/E move
5.7%

50Δ

Calls
Pseudo strike
117.49
IV
44.1%
B/E move
5.8%
Puts
Pseudo strike
117.72
IV
50.0%
B/E move
4.9%

55Δ

Calls
Pseudo strike
115.63
IV
43.7%
B/E move
4.9%
Puts
Pseudo strike
119.80
IV
50.0%
B/E move
4.1%

60Δ

Calls
Pseudo strike
113.80
IV
43.4%
B/E move
4.1%
Puts
Pseudo strike
122.24
IV
51.1%
B/E move
3.5%

65Δ

Calls
Pseudo strike
111.98
IV
43.2%
B/E move
3.4%
Puts
Pseudo strike
124.72
IV
52.3%
B/E move
2.9%

70Δ

Calls
Pseudo strike
110.16
IV
42.9%
B/E move
2.8%
Puts
Pseudo strike
127.48
IV
52.7%
B/E move
2.3%

75Δ

Calls
Pseudo strike
108.13
IV
42.5%
B/E move
2.2%
Puts
Pseudo strike
130.39
IV
53.1%
B/E move
1.7%

80Δ

Calls
Pseudo strike
106.08
IV
42.2%
B/E move
1.7%
Puts
Pseudo strike
134.20
IV
54.3%
B/E move
1.2%

Options history

No recorded observations