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Ocugen, Inc. Common Stock OCGN

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Market datapartial · fetched 2026-10-22T15:45:17.284Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T15:45:11.595263259Z

FundamentalsAlpha Vantage · unavailable

Share price$0.81
1D-2.1%
$0.80$0.81$0.82$0.83$0.845:30 AM6:30 AM9:00 AM1:00 PMOCGN
Sold putSold call

Ocugen, Inc. Common Stock options

Live interpolated OCGN call and put midpoint premiums by absolute delta.Ocugen, Inc. Common Stock$0.06$0.22$0.37$0.53$0.68$-0.06$0.35$0.76$1.17$1.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OCGN spot · $0.81OCGN PRICE$0.08$0.10$0.13$0.15$0.17$0.19$0.22$0.24$0.26$0.31$0.31$0.31$0.32$0.32$0.32$0.32$0.37$0.43$0.48$0.53$0.58$0.64
PutsExpensive1.88×
CallsFair0.96×
SkewBearish+120.38 pp
Implied moveBearish±$0.45
TiltBearish54.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.62423.1%61.7%
25Δ0.68379.6%54.3%
30Δ0.74336.0%46.9%
35Δ0.81292.4%39.5%
40Δ0.99105.4%31.9%0.87248.9%32.1%
45Δ0.95104.3%29.1%0.93205.3%24.7%
50Δ0.90103.3%26.2%1.00161.7%17.3%
55Δ0.85102.2%23.4%1.07153.6%14.8%
60Δ0.81101.2%20.6%1.14147.7%12.7%
65Δ0.76100.1%17.7%1.21141.8%10.5%
70Δ0.7299.1%14.9%1.28135.9%8.3%
75Δ0.6798.0%12.1%1.35130.0%6.2%
80Δ0.6297.0%9.2%1.42124.1%4.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.62
IV
423.1%
B/E move
61.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.68
IV
379.6%
B/E move
54.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.74
IV
336.0%
B/E move
46.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.81
IV
292.4%
B/E move
39.5%

40Δ

Calls
Pseudo strike
0.99
IV
105.4%
B/E move
31.9%
Puts
Pseudo strike
0.87
IV
248.9%
B/E move
32.1%

45Δ

Calls
Pseudo strike
0.95
IV
104.3%
B/E move
29.1%
Puts
Pseudo strike
0.93
IV
205.3%
B/E move
24.7%

50Δ

Calls
Pseudo strike
0.90
IV
103.3%
B/E move
26.2%
Puts
Pseudo strike
1.00
IV
161.7%
B/E move
17.3%

55Δ

Calls
Pseudo strike
0.85
IV
102.2%
B/E move
23.4%
Puts
Pseudo strike
1.07
IV
153.6%
B/E move
14.8%

60Δ

Calls
Pseudo strike
0.81
IV
101.2%
B/E move
20.6%
Puts
Pseudo strike
1.14
IV
147.7%
B/E move
12.7%

65Δ

Calls
Pseudo strike
0.76
IV
100.1%
B/E move
17.7%
Puts
Pseudo strike
1.21
IV
141.8%
B/E move
10.5%

70Δ

Calls
Pseudo strike
0.72
IV
99.1%
B/E move
14.9%
Puts
Pseudo strike
1.28
IV
135.9%
B/E move
8.3%

75Δ

Calls
Pseudo strike
0.67
IV
98.0%
B/E move
12.1%
Puts
Pseudo strike
1.35
IV
130.0%
B/E move
6.2%

80Δ

Calls
Pseudo strike
0.62
IV
97.0%
B/E move
9.2%
Puts
Pseudo strike
1.42
IV
124.1%
B/E move
4.0%

Options history

No recorded observations