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ODDITY Tech Ltd. Class A Ordinary Shares ODD

i

Market datapartial · fetched 2026-11-10T22:20:54.907Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-10T22:10:17.882303469Z

FundamentalsAlpha Vantage · unavailable

Share price$19.49
1D-8.5%
AH$18.90$19.60$20.30$21.00$21.705:30 AM6:30 AM9:00 AM1:00 PM2:00 PMODD
Sold putSold callAH

ODDITY Tech Ltd. Class A Ordinary Shares options

Live interpolated ODD call and put midpoint premiums by absolute delta.ODDITY Tech Ltd. Class A Ordinary Shares$0.37$1.54$2.72$3.90$5.08$13.90$16.89$19.88$22.87$25.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ODD spot · $19.49ODD PRICE$0.49$0.68$0.86$1.01$1.22$1.45$1.66$2.05$2.46$2.84$3.30$3.83$4.45$0.63$0.78$0.98$1.28$1.65$1.86$2.02$2.38$2.74$3.12$3.50$3.90$4.74
PutsExpensive2.32×
CallsExpensive3.13×
SkewBullish-44.61 pp
Implied moveBearish±$3.69
TiltBearish5.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.92282.1%30.4%16.22285.8%20.0%
25Δ24.11292.8%27.2%17.09262.9%16.3%
30Δ23.20294.1%23.4%17.72257.1%14.1%
35Δ22.16278.1%18.8%18.32263.5%12.6%
40Δ21.44277.5%16.3%18.89279.8%11.6%
45Δ20.78277.9%14.0%19.44267.1%9.8%
50Δ20.11273.4%11.7%19.99247.5%7.8%
55Δ19.50290.8%10.6%20.57246.8%6.7%
60Δ18.89309.5%9.5%21.14245.4%5.6%
65Δ18.19312.8%7.9%21.72241.6%4.6%
70Δ17.46320.6%6.5%22.29235.6%3.6%
75Δ16.68328.8%5.2%22.85227.4%2.7%
80Δ15.81336.9%4.0%23.82234.7%2.1%

20Δ

Calls
Pseudo strike
24.92
IV
282.1%
B/E move
30.4%
Puts
Pseudo strike
16.22
IV
285.8%
B/E move
20.0%

25Δ

Calls
Pseudo strike
24.11
IV
292.8%
B/E move
27.2%
Puts
Pseudo strike
17.09
IV
262.9%
B/E move
16.3%

30Δ

Calls
Pseudo strike
23.20
IV
294.1%
B/E move
23.4%
Puts
Pseudo strike
17.72
IV
257.1%
B/E move
14.1%

35Δ

Calls
Pseudo strike
22.16
IV
278.1%
B/E move
18.8%
Puts
Pseudo strike
18.32
IV
263.5%
B/E move
12.6%

40Δ

Calls
Pseudo strike
21.44
IV
277.5%
B/E move
16.3%
Puts
Pseudo strike
18.89
IV
279.8%
B/E move
11.6%

45Δ

Calls
Pseudo strike
20.78
IV
277.9%
B/E move
14.0%
Puts
Pseudo strike
19.44
IV
267.1%
B/E move
9.8%

50Δ

Calls
Pseudo strike
20.11
IV
273.4%
B/E move
11.7%
Puts
Pseudo strike
19.99
IV
247.5%
B/E move
7.8%

55Δ

Calls
Pseudo strike
19.50
IV
290.8%
B/E move
10.6%
Puts
Pseudo strike
20.57
IV
246.8%
B/E move
6.7%

60Δ

Calls
Pseudo strike
18.89
IV
309.5%
B/E move
9.5%
Puts
Pseudo strike
21.14
IV
245.4%
B/E move
5.6%

65Δ

Calls
Pseudo strike
18.19
IV
312.8%
B/E move
7.9%
Puts
Pseudo strike
21.72
IV
241.6%
B/E move
4.6%

70Δ

Calls
Pseudo strike
17.46
IV
320.6%
B/E move
6.5%
Puts
Pseudo strike
22.29
IV
235.6%
B/E move
3.6%

75Δ

Calls
Pseudo strike
16.68
IV
328.8%
B/E move
5.2%
Puts
Pseudo strike
22.85
IV
227.4%
B/E move
2.7%

80Δ

Calls
Pseudo strike
15.81
IV
336.9%
B/E move
4.0%
Puts
Pseudo strike
23.82
IV
234.7%
B/E move
2.1%

Options history

IV · four-Friday blend104.77%
Daily close
ODD62.5%121.0%179.6%2026-08-12: 100.38%2026-08-13: 101.50%2026-08-14: 92.16%2026-08-17: 98.49%2026-08-18: 98.31%2026-08-19: 100.92%2026-08-20: 102.15%2026-08-21: 105.35%2026-08-24: 106.52%2026-08-25: 108.53%2026-08-26: 117.13%2026-08-27: 134.11%2026-08-28: 123.63%2026-08-31: 127.64%2026-09-01: 139.88%2026-09-02: 142.45%2026-09-03: 151.50%2026-09-04: 157.96%2026-09-08: 171.52%2026-09-09: 104.20%2026-09-11: 84.19%2026-09-14: 93.63%2026-09-15: 91.13%2026-09-16: 86.75%2026-09-17: 86.73%2026-09-18: 81.48%2026-09-21: 86.92%2026-09-22: 77.69%2026-09-23: 78.25%2026-09-24: 82.88%2026-09-25: 76.66%2026-09-28: 78.86%2026-09-29: 79.39%2026-09-30: 83.02%2026-10-01: 91.19%2026-10-02: 73.61%2026-10-05: 78.37%2026-10-06: 76.32%2026-10-07: 75.48%2026-10-09: 70.57%2026-10-12: 77.39%2026-10-13: 78.13%2026-10-14: 81.26%2026-10-15: 93.48%2026-10-16: 80.59%2026-10-19: 81.94%2026-10-20: 79.75%2026-10-21: 81.69%2026-10-22: 85.61%2026-10-23: 82.56%2026-10-26: 78.01%2026-10-27: 81.18%2026-10-28: 104.57%2026-10-29: 107.92%2026-10-30: 104.77%Aug 12Sep 22Oct 30
55 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
100.38%
101.50%
92.16%
98.49%
98.31%
100.92%
102.15%
105.35%
106.52%
108.53%
117.13%
134.11%
123.63%
127.64%
139.88%
142.45%
151.50%
157.96%
171.52%
104.20%
84.19%
93.63%
91.13%
86.75%
86.73%
81.48%
86.92%
77.69%
78.25%
82.88%
76.66%
78.86%
79.39%
83.02%
91.19%
73.61%
78.37%
76.32%
75.48%
70.57%
77.39%
78.13%
81.26%
93.48%
80.59%
81.94%
79.75%
81.69%
85.61%
82.56%
78.01%
81.18%
104.57%
107.92%
104.77%