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Owens Corning OC

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Market datapartial · fetched 2026-10-22T21:56:14.302Z

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 · 2026-10-22T20:10:00.002920952Z

FundamentalsAlpha Vantage · unavailable

Share price$116.49
1D+4.2%
AH$111$113$114$116$1175:30 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$1.15$5.74$10.32$14.91$19.49$97.16$106.68$116.20$125.71$135.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OC spot · $116.49OC PRICE$1.65$2.17$2.76$3.34$3.91$4.59$5.65$6.70$7.72$8.72$9.71$11.11$12.55$1.84$2.50$3.15$3.92$4.70$5.62$6.69$7.75$9.40$11.11$13.25$15.52$18.17
PutsExpensive1.07×
CallsFair1.03×
SkewBearish+1.79 pp
Implied moveBearish±$12.33
TiltBearish12.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ132.2947.8%15.0%105.4246.9%11.1%
25Δ128.9646.9%12.6%107.7046.9%9.7%
30Δ126.4546.9%10.9%109.9946.9%8.3%
35Δ124.0346.3%9.3%111.9946.5%7.2%
40Δ121.7544.8%7.9%113.9846.2%6.2%
45Δ119.5744.0%6.6%115.9546.1%5.3%
50Δ117.7345.6%5.9%117.8846.2%4.5%
55Δ115.8847.2%5.2%119.8146.4%3.8%
60Δ113.9947.4%4.5%122.1247.6%3.2%
65Δ112.0846.4%3.7%124.4748.9%2.7%
70Δ110.1745.4%2.9%127.2250.0%2.2%
75Δ108.1044.6%2.3%130.0951.0%1.7%
80Δ106.0243.9%1.8%133.3250.8%1.2%

20Δ

Calls
Pseudo strike
132.29
IV
47.8%
B/E move
15.0%
Puts
Pseudo strike
105.42
IV
46.9%
B/E move
11.1%

25Δ

Calls
Pseudo strike
128.96
IV
46.9%
B/E move
12.6%
Puts
Pseudo strike
107.70
IV
46.9%
B/E move
9.7%

30Δ

Calls
Pseudo strike
126.45
IV
46.9%
B/E move
10.9%
Puts
Pseudo strike
109.99
IV
46.9%
B/E move
8.3%

35Δ

Calls
Pseudo strike
124.03
IV
46.3%
B/E move
9.3%
Puts
Pseudo strike
111.99
IV
46.5%
B/E move
7.2%

40Δ

Calls
Pseudo strike
121.75
IV
44.8%
B/E move
7.9%
Puts
Pseudo strike
113.98
IV
46.2%
B/E move
6.2%

45Δ

Calls
Pseudo strike
119.57
IV
44.0%
B/E move
6.6%
Puts
Pseudo strike
115.95
IV
46.1%
B/E move
5.3%

50Δ

Calls
Pseudo strike
117.73
IV
45.6%
B/E move
5.9%
Puts
Pseudo strike
117.88
IV
46.2%
B/E move
4.5%

55Δ

Calls
Pseudo strike
115.88
IV
47.2%
B/E move
5.2%
Puts
Pseudo strike
119.81
IV
46.4%
B/E move
3.8%

60Δ

Calls
Pseudo strike
113.99
IV
47.4%
B/E move
4.5%
Puts
Pseudo strike
122.12
IV
47.6%
B/E move
3.2%

65Δ

Calls
Pseudo strike
112.08
IV
46.4%
B/E move
3.7%
Puts
Pseudo strike
124.47
IV
48.9%
B/E move
2.7%

70Δ

Calls
Pseudo strike
110.17
IV
45.4%
B/E move
2.9%
Puts
Pseudo strike
127.22
IV
50.0%
B/E move
2.2%

75Δ

Calls
Pseudo strike
108.10
IV
44.6%
B/E move
2.3%
Puts
Pseudo strike
130.09
IV
51.0%
B/E move
1.7%

80Δ

Calls
Pseudo strike
106.02
IV
43.9%
B/E move
1.8%
Puts
Pseudo strike
133.32
IV
50.8%
B/E move
1.2%

Options history

No recorded observations