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OFG BANCORP OFG

i

Market datapartial · fetched 2026-11-11T13:51:27.750Z

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: 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 · 2026-11-11T12:15:20.139696446Z

FundamentalsAlpha Vantage · unavailable

Share price$51.18
1D
Price history unavailable.

OFG BANCORP options

Live interpolated OFG call and put midpoint premiums by absolute delta.OFG BANCORP$0.55$1.64$2.73$3.82$4.91$41.35$45.23$49.11$52.99$56.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OFG spot · $51.18OFG PRICE$0.67$0.90$1.13$1.36$1.59$1.82$2.05$2.28$2.51$2.94$3.50$4.05$4.60$2.45$2.45$2.46$2.48$2.50$2.61$2.74$2.87$3.00$3.13$3.26$3.39$3.53
PutsExpensive2.69×
CallsExpensive1.06×
SkewBearish+50.70 pp
Implied moveBearish±$4.80
TiltBearish11.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.8237.5%6.5%40.34225.4%26.0%
25Δ53.3640.3%6.0%43.96176.6%18.9%
30Δ52.9143.0%5.6%46.25146.2%14.4%
35Δ52.4545.8%5.1%48.00123.3%11.1%
40Δ52.0048.6%4.7%49.76100.3%7.7%
45Δ51.5451.4%4.3%50.4291.7%6.6%
50Δ51.0854.2%3.8%50.9085.3%5.9%
55Δ50.6356.9%3.4%51.3878.9%5.2%
60Δ50.1759.7%2.9%51.8672.5%4.5%
65Δ49.5359.8%2.5%52.3566.1%3.8%
70Δ48.7958.1%2.2%52.8359.7%3.2%
75Δ48.0556.5%1.8%53.3153.3%2.5%
80Δ47.3054.9%1.4%53.8046.9%1.8%

20Δ

Calls
Pseudo strike
53.82
IV
37.5%
B/E move
6.5%
Puts
Pseudo strike
40.34
IV
225.4%
B/E move
26.0%

25Δ

Calls
Pseudo strike
53.36
IV
40.3%
B/E move
6.0%
Puts
Pseudo strike
43.96
IV
176.6%
B/E move
18.9%

30Δ

Calls
Pseudo strike
52.91
IV
43.0%
B/E move
5.6%
Puts
Pseudo strike
46.25
IV
146.2%
B/E move
14.4%

35Δ

Calls
Pseudo strike
52.45
IV
45.8%
B/E move
5.1%
Puts
Pseudo strike
48.00
IV
123.3%
B/E move
11.1%

40Δ

Calls
Pseudo strike
52.00
IV
48.6%
B/E move
4.7%
Puts
Pseudo strike
49.76
IV
100.3%
B/E move
7.7%

45Δ

Calls
Pseudo strike
51.54
IV
51.4%
B/E move
4.3%
Puts
Pseudo strike
50.42
IV
91.7%
B/E move
6.6%

50Δ

Calls
Pseudo strike
51.08
IV
54.2%
B/E move
3.8%
Puts
Pseudo strike
50.90
IV
85.3%
B/E move
5.9%

55Δ

Calls
Pseudo strike
50.63
IV
56.9%
B/E move
3.4%
Puts
Pseudo strike
51.38
IV
78.9%
B/E move
5.2%

60Δ

Calls
Pseudo strike
50.17
IV
59.7%
B/E move
2.9%
Puts
Pseudo strike
51.86
IV
72.5%
B/E move
4.5%

65Δ

Calls
Pseudo strike
49.53
IV
59.8%
B/E move
2.5%
Puts
Pseudo strike
52.35
IV
66.1%
B/E move
3.8%

70Δ

Calls
Pseudo strike
48.79
IV
58.1%
B/E move
2.2%
Puts
Pseudo strike
52.83
IV
59.7%
B/E move
3.2%

75Δ

Calls
Pseudo strike
48.05
IV
56.5%
B/E move
1.8%
Puts
Pseudo strike
53.31
IV
53.3%
B/E move
2.5%

80Δ

Calls
Pseudo strike
47.30
IV
54.9%
B/E move
1.4%
Puts
Pseudo strike
53.80
IV
46.9%
B/E move
1.8%

Options history

IV · four-Friday blend32.56%
Daily EOD
OFG27.3%31.1%34.8%2026-10-19: 31.25%2026-10-20: 34.31%2026-10-22: 27.81%2026-10-26: 32.25%2026-10-27: 32.56%Oct 19Oct 22Oct 27
5 observations2026-10-19 — 2026-10-27
Table
DateIV (%)
31.25%
34.31%
27.81%
32.25%
32.56%