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Orion S.A. OEC

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Market datapartial · fetched 2026-10-22T21:20:52.334Z

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 · 2026-10-22T20:12:30.203724871Z

FundamentalsAlpha Vantage · unavailable

Share price$5.40
1D+2.9%
AH$5.16$5.24$5.32$5.40$5.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOEC
Sold putSold callAH

Orion S.A. options

Live interpolated OEC call and put midpoint premiums by absolute delta.Orion S.A.$0.17$0.89$1.61$2.33$3.05$2.83$4.18$5.53$6.88$8.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OEC spot · $5.40OEC PRICE$0.25$0.34$0.39$0.45$0.50$0.56$0.61$0.67$0.73$0.78$0.38$0.38$0.38$0.46$0.70$0.94$1.19$1.43$1.67$1.91$2.15$2.84
PutsExpensive2.23×
CallsExpensive2.87×
SkewBullish-16.90 pp
Implied moveBearish±$1.80
TiltBearish46.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ9.37177.1%78.2%3.59231.0%40.5%
25Δ9.64196.0%84.7%4.12180.1%30.7%
30Δ9.08184.2%75.4%4.65129.3%20.8%
35Δ8.52172.4%66.1%5.1197.9%13.9%
40Δ7.97160.6%56.8%5.41103.0%12.7%
45Δ7.41148.7%47.5%5.72108.1%11.6%
50Δ6.85136.9%38.2%6.03113.2%10.4%
55Δ6.29125.1%29.0%6.33118.2%9.2%
60Δ5.74113.3%19.7%6.64123.3%8.0%
65Δ5.18101.4%10.4%6.94128.4%6.8%
70Δ7.25133.5%5.6%
75Δ7.99149.9%4.6%
80Δ

20Δ

Calls
Pseudo strike
9.37
IV
177.1%
B/E move
78.2%
Puts
Pseudo strike
3.59
IV
231.0%
B/E move
40.5%

25Δ

Calls
Pseudo strike
9.64
IV
196.0%
B/E move
84.7%
Puts
Pseudo strike
4.12
IV
180.1%
B/E move
30.7%

30Δ

Calls
Pseudo strike
9.08
IV
184.2%
B/E move
75.4%
Puts
Pseudo strike
4.65
IV
129.3%
B/E move
20.8%

35Δ

Calls
Pseudo strike
8.52
IV
172.4%
B/E move
66.1%
Puts
Pseudo strike
5.11
IV
97.9%
B/E move
13.9%

40Δ

Calls
Pseudo strike
7.97
IV
160.6%
B/E move
56.8%
Puts
Pseudo strike
5.41
IV
103.0%
B/E move
12.7%

45Δ

Calls
Pseudo strike
7.41
IV
148.7%
B/E move
47.5%
Puts
Pseudo strike
5.72
IV
108.1%
B/E move
11.6%

50Δ

Calls
Pseudo strike
6.85
IV
136.9%
B/E move
38.2%
Puts
Pseudo strike
6.03
IV
113.2%
B/E move
10.4%

55Δ

Calls
Pseudo strike
6.29
IV
125.1%
B/E move
29.0%
Puts
Pseudo strike
6.33
IV
118.2%
B/E move
9.2%

60Δ

Calls
Pseudo strike
5.74
IV
113.3%
B/E move
19.7%
Puts
Pseudo strike
6.64
IV
123.3%
B/E move
8.0%

65Δ

Calls
Pseudo strike
5.18
IV
101.4%
B/E move
10.4%
Puts
Pseudo strike
6.94
IV
128.4%
B/E move
6.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.25
IV
133.5%
B/E move
5.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.99
IV
149.9%
B/E move
4.6%

80Δ

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

Options history

No recorded observations