Share price$22.18
1D-5.6%
Sold putSold call
ODDITY Tech Ltd. Class A Ordinary Shares ODD
CONSUMER DEFENSIVE · HOUSEHOLD & PERSONAL PRODUCTSi
Market dataready · fetched 2026-10-21T16:59:56.017Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23
Calculation methodologyOptions historyIV: ThetaData daily EOD, 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 dataPriceAlpaca · sip · 2026-10-21T16:59:47.072543053Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:55.688632+00:00
ODDITY Tech Ltd. Class A Ordinary Shares options
PutsFair0.97×
CallsExpensive3.71×
SkewBullish-132.45 pp
Implied moveBullish±$1.40
TiltBullish58.4% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 24.47 | 140.9% | 11.5% | 21.12 | 76.1% | 5.4% |
| 25Δ | 23.89 | 132.4% | 9.1% | 21.32 | 72.1% | 4.7% |
| 30Δ | 23.47 | 126.0% | 7.5% | 21.53 | 68.2% | 3.9% |
| 35Δ | 23.06 | 119.6% | 5.9% | 21.73 | 64.2% | 3.2% |
| 40Δ | 22.78 | 130.8% | 5.5% | 21.94 | 60.3% | 2.4% |
| 45Δ | 22.52 | 144.9% | 5.2% | 22.06 | 57.2% | 2.0% |
| 50Δ | 22.26 | 158.9% | 5.0% | 22.16 | 54.4% | 1.8% |
| 55Δ | 22.01 | 173.0% | 4.7% | 22.25 | 51.6% | 1.6% |
| 60Δ | 21.59 | 185.9% | 4.2% | 22.34 | 48.8% | 1.4% |
| 65Δ | 21.17 | 198.7% | 3.8% | 22.44 | 46.1% | 1.2% |
| 70Δ | 20.38 | 256.9% | 4.1% | 22.53 | 43.3% | 1.0% |
| 75Δ | 19.48 | 302.6% | 3.9% | 22.63 | 40.5% | 0.8% |
| 80Δ | 18.18 | 371.6% | 3.7% | 22.72 | 37.7% | 0.6% |
20Δ
- Pseudo strike
- 24.47
- IV
- 140.9%
- B/E move
- 11.5%
- Pseudo strike
- 21.12
- IV
- 76.1%
- B/E move
- 5.4%
25Δ
- Pseudo strike
- 23.89
- IV
- 132.4%
- B/E move
- 9.1%
- Pseudo strike
- 21.32
- IV
- 72.1%
- B/E move
- 4.7%
30Δ
- Pseudo strike
- 23.47
- IV
- 126.0%
- B/E move
- 7.5%
- Pseudo strike
- 21.53
- IV
- 68.2%
- B/E move
- 3.9%
35Δ
- Pseudo strike
- 23.06
- IV
- 119.6%
- B/E move
- 5.9%
- Pseudo strike
- 21.73
- IV
- 64.2%
- B/E move
- 3.2%
40Δ
- Pseudo strike
- 22.78
- IV
- 130.8%
- B/E move
- 5.5%
- Pseudo strike
- 21.94
- IV
- 60.3%
- B/E move
- 2.4%
45Δ
- Pseudo strike
- 22.52
- IV
- 144.9%
- B/E move
- 5.2%
- Pseudo strike
- 22.06
- IV
- 57.2%
- B/E move
- 2.0%
50Δ
- Pseudo strike
- 22.26
- IV
- 158.9%
- B/E move
- 5.0%
- Pseudo strike
- 22.16
- IV
- 54.4%
- B/E move
- 1.8%
55Δ
- Pseudo strike
- 22.01
- IV
- 173.0%
- B/E move
- 4.7%
- Pseudo strike
- 22.25
- IV
- 51.6%
- B/E move
- 1.6%
60Δ
- Pseudo strike
- 21.59
- IV
- 185.9%
- B/E move
- 4.2%
- Pseudo strike
- 22.34
- IV
- 48.8%
- B/E move
- 1.4%
65Δ
- Pseudo strike
- 21.17
- IV
- 198.7%
- B/E move
- 3.8%
- Pseudo strike
- 22.44
- IV
- 46.1%
- B/E move
- 1.2%
70Δ
- Pseudo strike
- 20.38
- IV
- 256.9%
- B/E move
- 4.1%
- Pseudo strike
- 22.53
- IV
- 43.3%
- B/E move
- 1.0%
75Δ
- Pseudo strike
- 19.48
- IV
- 302.6%
- B/E move
- 3.9%
- Pseudo strike
- 22.63
- IV
- 40.5%
- B/E move
- 0.8%
80Δ
- Pseudo strike
- 18.18
- IV
- 371.6%
- B/E move
- 3.7%
- Pseudo strike
- 22.72
- IV
- 37.7%
- B/E move
- 0.6%
Options history
Table
| Date | IV |
|---|---|
| 82.07% | |
| 79.38% |