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Once Upon a Farm, PBC OFRM

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Market datapartial · fetched 2026-10-22T16:39:41.297Z

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 · 2026-10-22T16:38:31.599286352Z

FundamentalsAlpha Vantage · unavailable

Share price$16.86
1D+5.0%
$15.95$16.19$16.44$16.68$16.935:30 AM6:30 AM9:00 AM1:00 PMOFRM
Sold putSold call

Once Upon a Farm, PBC options

Live interpolated OFRM call and put midpoint premiums by absolute delta.Once Upon a Farm, PBC$0.07$2.87$5.66$8.46$11.25$11.21$13.59$15.96$18.33$20.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OFRM spot · $16.86OFRM PRICE$0.38$0.43$0.51$0.60$0.68$0.80$1.04$1.27$1.50$1.73$1.96$2.20$2.87$0.54$0.60$0.87$1.14$1.42$1.69$1.97$2.72$3.54$4.43$5.63$10.45
PutsExpensive1.74×
CallsExpensive1.12×
SkewBearish+37.84 pp
Implied moveBearish±$3.01
TiltBearish37.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.1079.7%27.4%13.8495.2%21.1%
25Δ19.6666.0%19.1%14.9875.7%14.7%
30Δ19.0962.5%16.2%15.4877.8%13.3%
35Δ18.5159.0%13.3%15.9780.2%12.1%
40Δ17.9455.4%10.5%16.4682.7%10.8%
45Δ17.4153.1%8.1%16.9585.2%9.5%
50Δ17.0554.6%7.2%17.4587.6%8.2%
55Δ16.6856.1%6.4%18.3296.6%7.5%
60Δ16.3157.6%5.6%19.25106.3%6.8%
65Δ15.9459.1%4.8%20.26115.5%6.1%
70Δ15.5760.6%4.0%21.62122.4%5.1%
75Δ15.2062.1%3.2%26.47165.9%5.0%
80Δ14.4472.6%2.7%

20Δ

Calls
Pseudo strike
21.10
IV
79.7%
B/E move
27.4%
Puts
Pseudo strike
13.84
IV
95.2%
B/E move
21.1%

25Δ

Calls
Pseudo strike
19.66
IV
66.0%
B/E move
19.1%
Puts
Pseudo strike
14.98
IV
75.7%
B/E move
14.7%

30Δ

Calls
Pseudo strike
19.09
IV
62.5%
B/E move
16.2%
Puts
Pseudo strike
15.48
IV
77.8%
B/E move
13.3%

35Δ

Calls
Pseudo strike
18.51
IV
59.0%
B/E move
13.3%
Puts
Pseudo strike
15.97
IV
80.2%
B/E move
12.1%

40Δ

Calls
Pseudo strike
17.94
IV
55.4%
B/E move
10.5%
Puts
Pseudo strike
16.46
IV
82.7%
B/E move
10.8%

45Δ

Calls
Pseudo strike
17.41
IV
53.1%
B/E move
8.1%
Puts
Pseudo strike
16.95
IV
85.2%
B/E move
9.5%

50Δ

Calls
Pseudo strike
17.05
IV
54.6%
B/E move
7.2%
Puts
Pseudo strike
17.45
IV
87.6%
B/E move
8.2%

55Δ

Calls
Pseudo strike
16.68
IV
56.1%
B/E move
6.4%
Puts
Pseudo strike
18.32
IV
96.6%
B/E move
7.5%

60Δ

Calls
Pseudo strike
16.31
IV
57.6%
B/E move
5.6%
Puts
Pseudo strike
19.25
IV
106.3%
B/E move
6.8%

65Δ

Calls
Pseudo strike
15.94
IV
59.1%
B/E move
4.8%
Puts
Pseudo strike
20.26
IV
115.5%
B/E move
6.1%

70Δ

Calls
Pseudo strike
15.57
IV
60.6%
B/E move
4.0%
Puts
Pseudo strike
21.62
IV
122.4%
B/E move
5.1%

75Δ

Calls
Pseudo strike
15.20
IV
62.1%
B/E move
3.2%
Puts
Pseudo strike
26.47
IV
165.9%
B/E move
5.0%

80Δ

Calls
Pseudo strike
14.44
IV
72.6%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations