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OceanFirst Financial Corp. OCFC

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-10-22T22:56:17.493Z

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 · 2026-10-22T20:00:04.606708993Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T22:56:16.064339+00:00

Share price$16.62
1D+2.9%
AH$16.11$16.25$16.40$16.54$16.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOCFC
Sold putSold callAH

OceanFirst Financial Corp. options

Live interpolated OCFC call and put midpoint premiums by absolute delta.OceanFirst Financial Corp.$0.10$2.17$4.23$6.30$8.36$10.88$13.41$15.93$18.46$20.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OCFC spot · $16.62OCFC PRICE$0.33$0.37$0.41$0.46$0.67$0.98$1.28$1.59$1.89$2.20$2.50$3.57$4.77$0.39$0.60$0.99$1.38$1.77$2.16$2.55$3.23$3.91$4.95$7.77$6.62
PutsExpensive1.87×
CallsExpensive1.35×
SkewBearish+29.33 pp
Implied moveBearish±$3.84
TiltBearish26.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.9868.3%22.2%14.3371.8%16.1%
25Δ19.2460.7%18.0%15.3159.9%11.5%
30Δ18.5053.2%13.8%15.7570.0%11.2%
35Δ17.7745.6%9.7%16.1980.2%10.9%
40Δ17.2647.3%7.9%16.6290.4%10.6%
45Δ16.9054.1%7.5%17.06100.6%10.3%
50Δ16.5360.9%7.2%17.51110.7%10.0%
55Δ16.1667.8%6.8%18.39114.4%8.8%
60Δ15.7974.6%6.4%19.27118.0%7.6%
65Δ15.4281.4%6.0%20.49125.8%6.5%
70Δ15.0588.2%5.7%23.37154.0%6.1%
75Δ13.89108.6%5.1%22.57125.8%4.1%
80Δ12.59131.4%4.4%

20Δ

Calls
Pseudo strike
19.98
IV
68.3%
B/E move
22.2%
Puts
Pseudo strike
14.33
IV
71.8%
B/E move
16.1%

25Δ

Calls
Pseudo strike
19.24
IV
60.7%
B/E move
18.0%
Puts
Pseudo strike
15.31
IV
59.9%
B/E move
11.5%

30Δ

Calls
Pseudo strike
18.50
IV
53.2%
B/E move
13.8%
Puts
Pseudo strike
15.75
IV
70.0%
B/E move
11.2%

35Δ

Calls
Pseudo strike
17.77
IV
45.6%
B/E move
9.7%
Puts
Pseudo strike
16.19
IV
80.2%
B/E move
10.9%

40Δ

Calls
Pseudo strike
17.26
IV
47.3%
B/E move
7.9%
Puts
Pseudo strike
16.62
IV
90.4%
B/E move
10.6%

45Δ

Calls
Pseudo strike
16.90
IV
54.1%
B/E move
7.5%
Puts
Pseudo strike
17.06
IV
100.6%
B/E move
10.3%

50Δ

Calls
Pseudo strike
16.53
IV
60.9%
B/E move
7.2%
Puts
Pseudo strike
17.51
IV
110.7%
B/E move
10.0%

55Δ

Calls
Pseudo strike
16.16
IV
67.8%
B/E move
6.8%
Puts
Pseudo strike
18.39
IV
114.4%
B/E move
8.8%

60Δ

Calls
Pseudo strike
15.79
IV
74.6%
B/E move
6.4%
Puts
Pseudo strike
19.27
IV
118.0%
B/E move
7.6%

65Δ

Calls
Pseudo strike
15.42
IV
81.4%
B/E move
6.0%
Puts
Pseudo strike
20.49
IV
125.8%
B/E move
6.5%

70Δ

Calls
Pseudo strike
15.05
IV
88.2%
B/E move
5.7%
Puts
Pseudo strike
23.37
IV
154.0%
B/E move
6.1%

75Δ

Calls
Pseudo strike
13.89
IV
108.6%
B/E move
5.1%
Puts
Pseudo strike
22.57
IV
125.8%
B/E move
4.1%

80Δ

Calls
Pseudo strike
12.59
IV
131.4%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations