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OceanFirst Financial Corp. Common Stock OCFC

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Market datapartial · fetched 2026-11-12T01:04:19.467Z

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 · 2026-11-11T21:00:01.230376868Z

FundamentalsAlpha Vantage · unavailable

Share price$18.24
1D+0.8%
AH$18.04$18.10$18.15$18.21$18.275:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOCFC
Sold putSold callAH

OceanFirst Financial Corp. Common Stock options

Live interpolated OCFC call and put midpoint premiums by absolute delta.OceanFirst Financial Corp. Common Stock$0.00$4.41$8.82$13.22$17.63$7.06$10.43$13.81$17.18$20.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive OCFC spot · $18.24OCFC PRICE$0.39$0.50$0.61$0.72$0.83$0.94$1.05$1.16$1.27$1.37$2.46$2.46$2.47$2.47$2.48$2.48$2.49$2.49$2.50$2.61$4.22$10.37$16.35
PutsExpensive11.90×
Calls——
Skew——
Implied moveBearish±$3.53
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.41136.5%25.0%11.25623.9%51.8%
25Δ21.87130.8%22.6%12.23567.8%46.5%
30Δ21.32125.2%20.2%13.21511.7%41.1%
35Δ20.78119.5%17.9%14.19455.6%35.8%
40Δ20.23113.9%15.5%15.17399.5%30.4%
45Δ19.68108.2%13.1%16.15343.4%25.1%
50Δ19.14102.6%10.7%17.13287.3%19.7%
55Δ18.5996.9%8.3%18.11231.2%14.4%
60Δ18.0591.2%5.9%19.09175.1%9.0%
65Δ17.5085.6%3.5%20.11125.6%4.1%
70Δ21.72163.6%4.1%
75Δ27.66289.1%5.2%
80Δ33.75351.8%4.6%

20Δ

Calls
Pseudo strike
22.41
IV
136.5%
B/E move
25.0%
Puts
Pseudo strike
11.25
IV
623.9%
B/E move
51.8%

25Δ

Calls
Pseudo strike
21.87
IV
130.8%
B/E move
22.6%
Puts
Pseudo strike
12.23
IV
567.8%
B/E move
46.5%

30Δ

Calls
Pseudo strike
21.32
IV
125.2%
B/E move
20.2%
Puts
Pseudo strike
13.21
IV
511.7%
B/E move
41.1%

35Δ

Calls
Pseudo strike
20.78
IV
119.5%
B/E move
17.9%
Puts
Pseudo strike
14.19
IV
455.6%
B/E move
35.8%

40Δ

Calls
Pseudo strike
20.23
IV
113.9%
B/E move
15.5%
Puts
Pseudo strike
15.17
IV
399.5%
B/E move
30.4%

45Δ

Calls
Pseudo strike
19.68
IV
108.2%
B/E move
13.1%
Puts
Pseudo strike
16.15
IV
343.4%
B/E move
25.1%

50Δ

Calls
Pseudo strike
19.14
IV
102.6%
B/E move
10.7%
Puts
Pseudo strike
17.13
IV
287.3%
B/E move
19.7%

55Δ

Calls
Pseudo strike
18.59
IV
96.9%
B/E move
8.3%
Puts
Pseudo strike
18.11
IV
231.2%
B/E move
14.4%

60Δ

Calls
Pseudo strike
18.05
IV
91.2%
B/E move
5.9%
Puts
Pseudo strike
19.09
IV
175.1%
B/E move
9.0%

65Δ

Calls
Pseudo strike
17.50
IV
85.6%
B/E move
3.5%
Puts
Pseudo strike
20.11
IV
125.6%
B/E move
4.1%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.72
IV
163.6%
B/E move
4.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.66
IV
289.1%
B/E move
5.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.75
IV
351.8%
B/E move
4.6%

Options history

IV · four-Friday blend41.06%
Daily EOD
OCFC39.3%51.9%64.4%2026-10-19: 52.15%2026-10-22: 59.81%2026-10-23: 51.98%2026-10-26: 59.14%2026-10-27: 62.70%2026-10-28: 55.66%2026-10-29: 41.06%Oct 19Oct 26Oct 29
7 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
52.15%
59.81%
51.98%
59.14%
62.70%
55.66%
41.06%