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Orion Engineered Carbons SA OEC

BASIC MATERIALS · SPECIALTY CHEMICALS
i

Market dataready · fetched 2026-10-22T14:49:33.964Z

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 · 2026-10-22T14:48:09.582699664Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T14:40:07.896042+00:00

Share price$5.27
1D+0.4%
$5.18$5.21$5.24$5.28$5.315:30 AM6:30 AM9:00 AM1:00 PMOEC
Sold putSold call

Orion Engineered Carbons SA options

Live interpolated OEC call and put midpoint premiums by absolute delta.Orion Engineered Carbons SA$0.24$0.32$0.39$0.47$0.54$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEOEC PRICE$0.25$0.32$0.34$0.37$0.39$0.42$0.44$0.47$0.50$0.52$0.38$0.38$0.38$0.38
PutsExpensive2.79×
CallsExpensive2.59×
SkewBearish+31.63 pp
Implied move——
TiltBullish45.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.40183.3%83.1%3.44237.6%41.8%
25Δ9.63198.4%88.8%3.92191.6%32.8%
30Δ9.06181.7%78.4%4.40145.6%23.7%
35Δ8.49165.1%68.1%4.8899.6%14.6%
40Δ7.92148.5%57.8%
45Δ7.35131.8%47.4%
50Δ6.78115.2%37.1%
55Δ6.2198.6%26.7%
60Δ5.6481.9%16.4%
65Δ5.0765.3%6.1%
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
9.40
IV
183.3%
B/E move
83.1%
Puts
Pseudo strike
3.44
IV
237.6%
B/E move
41.8%

25Δ

Calls
Pseudo strike
9.63
IV
198.4%
B/E move
88.8%
Puts
Pseudo strike
3.92
IV
191.6%
B/E move
32.8%

30Δ

Calls
Pseudo strike
9.06
IV
181.7%
B/E move
78.4%
Puts
Pseudo strike
4.40
IV
145.6%
B/E move
23.7%

35Δ

Calls
Pseudo strike
8.49
IV
165.1%
B/E move
68.1%
Puts
Pseudo strike
4.88
IV
99.6%
B/E move
14.6%

40Δ

Calls
Pseudo strike
7.92
IV
148.5%
B/E move
57.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
7.35
IV
131.8%
B/E move
47.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
6.78
IV
115.2%
B/E move
37.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
6.21
IV
98.6%
B/E move
26.7%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
5.64
IV
81.9%
B/E move
16.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
5.07
IV
65.3%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations