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Owens Corning OC

i

Market dataready · fetched 2026-11-12T00:48:53.727Z

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 · 2026-11-12T00:00:00.003594398Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T00:48:53.229352+00:00

Share price$122.44
1D+1.2%
AH$119.80$120.68$121.56$122.44$123.325:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOC
Sold putSold callAH

Owens Corning options

Live interpolated OC call and put midpoint premiums by absolute delta.Owens Corning$0.78$3.97$7.17$10.37$13.57$102.34$113.28$124.22$135.16$146.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OC spot · $122.44OC PRICE$1.54$1.74$1.97$2.29$2.61$3.09$3.63$4.18$4.72$5.41$6.27$7.12$7.98$1.12$1.62$2.12$2.62$3.20$4.01$4.83$5.64$6.67$7.80$8.92$10.62$12.65
PutsCheap0.68×
CallsCheap0.51×
SkewBearish+4.48 pp
Implied moveBearish±$8.46
TiltBearish15.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ136.6276.2%12.8%115.0650.1%6.9%
25Δ132.1264.8%9.3%116.3851.2%6.3%
30Δ129.0856.8%7.0%117.7152.4%5.6%
35Δ127.2953.4%5.8%119.0453.6%4.9%
40Δ125.4950.0%4.6%120.3954.8%4.3%
45Δ124.1548.7%3.9%121.7856.1%3.8%
50Δ122.9748.3%3.4%123.1757.4%3.3%
55Δ121.7947.8%2.9%124.5658.7%2.9%
60Δ120.6247.4%2.4%126.1159.3%2.4%
65Δ119.4046.9%1.9%127.7559.5%2.0%
70Δ118.1446.4%1.6%129.3859.8%1.6%
75Δ116.8845.9%1.3%131.5160.9%1.3%
80Δ115.6245.4%0.9%133.9362.6%0.9%

20Δ

Calls
Pseudo strike
136.62
IV
76.2%
B/E move
12.8%
Puts
Pseudo strike
115.06
IV
50.1%
B/E move
6.9%

25Δ

Calls
Pseudo strike
132.12
IV
64.8%
B/E move
9.3%
Puts
Pseudo strike
116.38
IV
51.2%
B/E move
6.3%

30Δ

Calls
Pseudo strike
129.08
IV
56.8%
B/E move
7.0%
Puts
Pseudo strike
117.71
IV
52.4%
B/E move
5.6%

35Δ

Calls
Pseudo strike
127.29
IV
53.4%
B/E move
5.8%
Puts
Pseudo strike
119.04
IV
53.6%
B/E move
4.9%

40Δ

Calls
Pseudo strike
125.49
IV
50.0%
B/E move
4.6%
Puts
Pseudo strike
120.39
IV
54.8%
B/E move
4.3%

45Δ

Calls
Pseudo strike
124.15
IV
48.7%
B/E move
3.9%
Puts
Pseudo strike
121.78
IV
56.1%
B/E move
3.8%

50Δ

Calls
Pseudo strike
122.97
IV
48.3%
B/E move
3.4%
Puts
Pseudo strike
123.17
IV
57.4%
B/E move
3.3%

55Δ

Calls
Pseudo strike
121.79
IV
47.8%
B/E move
2.9%
Puts
Pseudo strike
124.56
IV
58.7%
B/E move
2.9%

60Δ

Calls
Pseudo strike
120.62
IV
47.4%
B/E move
2.4%
Puts
Pseudo strike
126.11
IV
59.3%
B/E move
2.4%

65Δ

Calls
Pseudo strike
119.40
IV
46.9%
B/E move
1.9%
Puts
Pseudo strike
127.75
IV
59.5%
B/E move
2.0%

70Δ

Calls
Pseudo strike
118.14
IV
46.4%
B/E move
1.6%
Puts
Pseudo strike
129.38
IV
59.8%
B/E move
1.6%

75Δ

Calls
Pseudo strike
116.88
IV
45.9%
B/E move
1.3%
Puts
Pseudo strike
131.51
IV
60.9%
B/E move
1.3%

80Δ

Calls
Pseudo strike
115.62
IV
45.4%
B/E move
0.9%
Puts
Pseudo strike
133.93
IV
62.6%
B/E move
0.9%

Options history

IV · four-Friday blend42.64%
Daily EOD
OC41.8%42.8%43.8%2026-10-19: 42.18%2026-10-20: 43.64%2026-10-21: 41.96%2026-10-22: 43.03%2026-10-23: 42.17%2026-10-26: 43.33%2026-10-27: 42.22%2026-10-28: 42.06%2026-10-29: 43.07%2026-10-30: 42.64%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
42.18%
43.64%
41.96%
43.03%
42.17%
43.33%
42.22%
42.06%
43.07%
42.64%