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Ocugen, Inc. Common Stock OCGN

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Market datapartial · fetched 2026-10-23T01:37:42.123Z

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 · 2026-10-22T23:59:27.694519532Z

FundamentalsAlpha Vantage · unavailable

Share price$0.80
1D-3.2%
AH$0.79$0.80$0.81$0.82$0.845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOCGN
Sold putSold callAH

Ocugen, Inc. Common Stock options

Live interpolated OCGN call and put midpoint premiums by absolute delta.Ocugen, Inc. Common Stock$0.03$0.22$0.41$0.59$0.78$0.24$0.52$0.79$1.07$1.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OCGN spot · $0.80OCGN PRICE$0.05$0.07$0.09$0.11$0.13$0.15$0.17$0.19$0.21$0.23$0.25$0.27$0.29$0.14$0.21$0.27$0.34$0.40$0.47$0.53$0.59$0.66$0.72$0.66$0.28$0.53
PutsExpensive1.75×
CallsExpensive1.77×
SkewBearish+10.18 pp
Implied moveBearish±$0.70
TiltBearish44.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.86217.1%138.3%0.66184.3%35.9%
25Δ1.76213.0%128.6%0.74191.9%33.2%
30Δ1.67208.9%118.9%0.83199.4%30.5%
35Δ1.57204.8%109.3%0.92207.0%27.9%
40Δ1.47200.7%99.6%1.00214.5%25.2%
45Δ1.37196.6%90.0%1.09222.1%22.5%
50Δ1.28192.5%80.3%1.17229.6%19.8%
55Δ1.18188.4%70.6%1.26237.2%17.1%
60Δ1.08184.4%61.0%1.35244.7%14.5%
65Δ0.99180.3%51.3%1.43252.3%11.8%
70Δ0.89176.2%41.6%1.39224.7%8.4%
75Δ0.79172.1%32.0%1.05103.0%3.3%
80Δ0.70168.0%22.3%1.31124.5%2.5%

20Δ

Calls
Pseudo strike
1.86
IV
217.1%
B/E move
138.3%
Puts
Pseudo strike
0.66
IV
184.3%
B/E move
35.9%

25Δ

Calls
Pseudo strike
1.76
IV
213.0%
B/E move
128.6%
Puts
Pseudo strike
0.74
IV
191.9%
B/E move
33.2%

30Δ

Calls
Pseudo strike
1.67
IV
208.9%
B/E move
118.9%
Puts
Pseudo strike
0.83
IV
199.4%
B/E move
30.5%

35Δ

Calls
Pseudo strike
1.57
IV
204.8%
B/E move
109.3%
Puts
Pseudo strike
0.92
IV
207.0%
B/E move
27.9%

40Δ

Calls
Pseudo strike
1.47
IV
200.7%
B/E move
99.6%
Puts
Pseudo strike
1.00
IV
214.5%
B/E move
25.2%

45Δ

Calls
Pseudo strike
1.37
IV
196.6%
B/E move
90.0%
Puts
Pseudo strike
1.09
IV
222.1%
B/E move
22.5%

50Δ

Calls
Pseudo strike
1.28
IV
192.5%
B/E move
80.3%
Puts
Pseudo strike
1.17
IV
229.6%
B/E move
19.8%

55Δ

Calls
Pseudo strike
1.18
IV
188.4%
B/E move
70.6%
Puts
Pseudo strike
1.26
IV
237.2%
B/E move
17.1%

60Δ

Calls
Pseudo strike
1.08
IV
184.4%
B/E move
61.0%
Puts
Pseudo strike
1.35
IV
244.7%
B/E move
14.5%

65Δ

Calls
Pseudo strike
0.99
IV
180.3%
B/E move
51.3%
Puts
Pseudo strike
1.43
IV
252.3%
B/E move
11.8%

70Δ

Calls
Pseudo strike
0.89
IV
176.2%
B/E move
41.6%
Puts
Pseudo strike
1.39
IV
224.7%
B/E move
8.4%

75Δ

Calls
Pseudo strike
0.79
IV
172.1%
B/E move
32.0%
Puts
Pseudo strike
1.05
IV
103.0%
B/E move
3.3%

80Δ

Calls
Pseudo strike
0.70
IV
168.0%
B/E move
22.3%
Puts
Pseudo strike
1.31
IV
124.5%
B/E move
2.5%

Options history

No recorded observations