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Ocugen, Inc. Common Stock OCGN

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Market datapartial · fetched 2026-10-22T20:13:41.582Z

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 · 2026-10-22T20:12:10.873398842Z

FundamentalsAlpha Vantage · unavailable

Share price$0.81
1D-2.4%
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$0.61$0.80$0.24$0.51$0.79$1.06$1.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OCGN spot · $0.81OCGN PRICE$0.05$0.07$0.09$0.11$0.13$0.15$0.17$0.18$0.20$0.22$0.24$0.26$0.28$0.15$0.21$0.28$0.35$0.41$0.48$0.54$0.61$0.68$0.74$0.37$0.43$0.68
PutsExpensive1.76×
CallsExpensive1.67×
SkewBearish+21.22 pp
Implied moveBearish±$0.71
TiltBearish46.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.86212.9%136.5%0.66186.8%36.3%
25Δ1.77207.9%127.2%0.75194.9%33.6%
30Δ1.67202.9%117.8%0.84202.9%30.8%
35Δ1.58197.9%108.5%0.93211.0%28.1%
40Δ1.49193.0%99.2%1.02219.1%25.4%
45Δ1.39188.0%89.9%1.10227.1%22.7%
50Δ1.30183.0%80.6%1.19235.2%20.0%
55Δ1.20178.0%71.3%1.28243.3%17.3%
60Δ1.11173.0%61.9%1.37251.3%14.5%
65Δ1.01168.0%52.6%1.46259.4%11.8%
70Δ0.92163.0%43.3%1.13146.7%5.9%
75Δ0.83158.0%34.0%1.21125.9%3.7%
80Δ0.73153.1%24.7%1.47150.8%2.9%

20Δ

Calls
Pseudo strike
1.86
IV
212.9%
B/E move
136.5%
Puts
Pseudo strike
0.66
IV
186.8%
B/E move
36.3%

25Δ

Calls
Pseudo strike
1.77
IV
207.9%
B/E move
127.2%
Puts
Pseudo strike
0.75
IV
194.9%
B/E move
33.6%

30Δ

Calls
Pseudo strike
1.67
IV
202.9%
B/E move
117.8%
Puts
Pseudo strike
0.84
IV
202.9%
B/E move
30.8%

35Δ

Calls
Pseudo strike
1.58
IV
197.9%
B/E move
108.5%
Puts
Pseudo strike
0.93
IV
211.0%
B/E move
28.1%

40Δ

Calls
Pseudo strike
1.49
IV
193.0%
B/E move
99.2%
Puts
Pseudo strike
1.02
IV
219.1%
B/E move
25.4%

45Δ

Calls
Pseudo strike
1.39
IV
188.0%
B/E move
89.9%
Puts
Pseudo strike
1.10
IV
227.1%
B/E move
22.7%

50Δ

Calls
Pseudo strike
1.30
IV
183.0%
B/E move
80.6%
Puts
Pseudo strike
1.19
IV
235.2%
B/E move
20.0%

55Δ

Calls
Pseudo strike
1.20
IV
178.0%
B/E move
71.3%
Puts
Pseudo strike
1.28
IV
243.3%
B/E move
17.3%

60Δ

Calls
Pseudo strike
1.11
IV
173.0%
B/E move
61.9%
Puts
Pseudo strike
1.37
IV
251.3%
B/E move
14.5%

65Δ

Calls
Pseudo strike
1.01
IV
168.0%
B/E move
52.6%
Puts
Pseudo strike
1.46
IV
259.4%
B/E move
11.8%

70Δ

Calls
Pseudo strike
0.92
IV
163.0%
B/E move
43.3%
Puts
Pseudo strike
1.13
IV
146.7%
B/E move
5.9%

75Δ

Calls
Pseudo strike
0.83
IV
158.0%
B/E move
34.0%
Puts
Pseudo strike
1.21
IV
125.9%
B/E move
3.7%

80Δ

Calls
Pseudo strike
0.73
IV
153.1%
B/E move
24.7%
Puts
Pseudo strike
1.47
IV
150.8%
B/E move
2.9%

Options history

No recorded observations