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OFG BANCORP OFG

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Market datapartial · fetched 2026-10-22T21:08:33.491Z

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 · 2026-10-22T20:10:00.001249344Z

FundamentalsAlpha Vantage · unavailable

Share price$51.36
1D+1.5%
AH$50.49$50.86$51.24$51.61$51.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOFG
Sold putSold callAH

OFG BANCORP options

Live interpolated OFG call and put midpoint premiums by absolute delta.OFG BANCORP$0.45$2.24$4.04$5.84$7.64$42.69$46.36$50.02$53.69$57.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OFG spot · $51.36OFG PRICE$0.64$0.88$1.11$1.35$1.58$1.82$2.05$2.29$2.52$3.96$5.54$7.12$2.45$2.45$2.05$1.55$1.61$1.91$2.22$2.52$2.83$3.13$3.44$3.74
PutsExpensive1.77×
CallsExpensive1.22×
SkewBearish+18.51 pp
Implied moveBearish±$4.04
TiltBalanced1.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.55127.6%25.8%
25Δ54.6628.5%7.7%44.3099.2%18.5%
30Δ54.0828.6%7.0%46.9171.9%12.7%
35Δ53.5128.8%6.3%49.2644.9%7.1%
40Δ52.9428.9%5.7%50.4135.7%5.0%
45Δ52.3629.0%5.0%51.0134.7%4.4%
50Δ51.7929.2%4.4%51.6033.7%3.8%
55Δ51.2129.3%3.7%52.2032.7%3.3%
60Δ50.6429.5%3.1%52.8031.7%2.7%
65Δ50.0629.6%2.4%53.4030.7%2.1%
70Δ48.4634.2%2.1%53.9929.7%1.6%
75Δ46.7339.3%1.8%54.5928.7%1.0%
80Δ45.0144.5%1.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
40.55
IV
127.6%
B/E move
25.8%

25Δ

Calls
Pseudo strike
54.66
IV
28.5%
B/E move
7.7%
Puts
Pseudo strike
44.30
IV
99.2%
B/E move
18.5%

30Δ

Calls
Pseudo strike
54.08
IV
28.6%
B/E move
7.0%
Puts
Pseudo strike
46.91
IV
71.9%
B/E move
12.7%

35Δ

Calls
Pseudo strike
53.51
IV
28.8%
B/E move
6.3%
Puts
Pseudo strike
49.26
IV
44.9%
B/E move
7.1%

40Δ

Calls
Pseudo strike
52.94
IV
28.9%
B/E move
5.7%
Puts
Pseudo strike
50.41
IV
35.7%
B/E move
5.0%

45Δ

Calls
Pseudo strike
52.36
IV
29.0%
B/E move
5.0%
Puts
Pseudo strike
51.01
IV
34.7%
B/E move
4.4%

50Δ

Calls
Pseudo strike
51.79
IV
29.2%
B/E move
4.4%
Puts
Pseudo strike
51.60
IV
33.7%
B/E move
3.8%

55Δ

Calls
Pseudo strike
51.21
IV
29.3%
B/E move
3.7%
Puts
Pseudo strike
52.20
IV
32.7%
B/E move
3.3%

60Δ

Calls
Pseudo strike
50.64
IV
29.5%
B/E move
3.1%
Puts
Pseudo strike
52.80
IV
31.7%
B/E move
2.7%

65Δ

Calls
Pseudo strike
50.06
IV
29.6%
B/E move
2.4%
Puts
Pseudo strike
53.40
IV
30.7%
B/E move
2.1%

70Δ

Calls
Pseudo strike
48.46
IV
34.2%
B/E move
2.1%
Puts
Pseudo strike
53.99
IV
29.7%
B/E move
1.6%

75Δ

Calls
Pseudo strike
46.73
IV
39.3%
B/E move
1.8%
Puts
Pseudo strike
54.59
IV
28.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
45.01
IV
44.5%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations