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Once Upon a Farm, PBC OFRM

CONSUMER DEFENSIVE · PACKAGED FOODS
i

Market dataready · fetched 2026-10-22T23:23:31.615Z

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 · 2026-10-22T23:00:00.001758377Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:23:29.741208+00:00

Share price$16.38
1D+2.0%
AH$15.95$16.20$16.45$16.70$16.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOFRM
Sold putSold callAH

Once Upon a Farm, PBC options

Live interpolated OFRM call and put midpoint premiums by absolute delta.Once Upon a Farm, PBC$0.21$1.74$3.27$4.81$6.34$11.73$14.06$16.40$18.74$21.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OFRM spot · $16.38OFRM PRICE$0.38$0.46$0.56$0.66$0.77$1.03$1.30$1.57$1.84$2.11$2.51$3.51$4.52$0.58$0.59$0.68$0.92$1.16$1.39$1.63$1.87$2.32$3.06$3.80$4.73$5.90
PutsExpensive1.41×
CallsExpensive1.53×
SkewBullish-1.01 pp
Implied moveBearish±$2.93
TiltBearish14.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.5782.0%27.9%13.25104.9%22.7%
25Δ19.4573.4%21.6%14.3281.8%16.2%
30Δ18.7970.1%18.1%15.1567.5%11.7%
35Δ18.1266.8%14.7%15.5768.6%10.5%
40Δ17.4763.9%11.4%15.9969.8%9.4%
45Δ17.0567.6%10.4%16.4271.0%8.3%
50Δ16.6271.4%9.4%16.8472.1%7.2%
55Δ16.2075.1%8.5%17.2673.3%6.0%
60Δ15.7778.9%7.5%17.8676.9%5.1%
65Δ15.3582.6%6.6%18.7083.9%4.5%
70Δ14.8190.0%5.7%19.5490.8%3.9%
75Δ13.77113.3%5.5%20.5996.7%3.2%
80Δ12.74136.6%5.4%21.88101.4%2.4%

20Δ

Calls
Pseudo strike
20.57
IV
82.0%
B/E move
27.9%
Puts
Pseudo strike
13.25
IV
104.9%
B/E move
22.7%

25Δ

Calls
Pseudo strike
19.45
IV
73.4%
B/E move
21.6%
Puts
Pseudo strike
14.32
IV
81.8%
B/E move
16.2%

30Δ

Calls
Pseudo strike
18.79
IV
70.1%
B/E move
18.1%
Puts
Pseudo strike
15.15
IV
67.5%
B/E move
11.7%

35Δ

Calls
Pseudo strike
18.12
IV
66.8%
B/E move
14.7%
Puts
Pseudo strike
15.57
IV
68.6%
B/E move
10.5%

40Δ

Calls
Pseudo strike
17.47
IV
63.9%
B/E move
11.4%
Puts
Pseudo strike
15.99
IV
69.8%
B/E move
9.4%

45Δ

Calls
Pseudo strike
17.05
IV
67.6%
B/E move
10.4%
Puts
Pseudo strike
16.42
IV
71.0%
B/E move
8.3%

50Δ

Calls
Pseudo strike
16.62
IV
71.4%
B/E move
9.4%
Puts
Pseudo strike
16.84
IV
72.1%
B/E move
7.2%

55Δ

Calls
Pseudo strike
16.20
IV
75.1%
B/E move
8.5%
Puts
Pseudo strike
17.26
IV
73.3%
B/E move
6.0%

60Δ

Calls
Pseudo strike
15.77
IV
78.9%
B/E move
7.5%
Puts
Pseudo strike
17.86
IV
76.9%
B/E move
5.1%

65Δ

Calls
Pseudo strike
15.35
IV
82.6%
B/E move
6.6%
Puts
Pseudo strike
18.70
IV
83.9%
B/E move
4.5%

70Δ

Calls
Pseudo strike
14.81
IV
90.0%
B/E move
5.7%
Puts
Pseudo strike
19.54
IV
90.8%
B/E move
3.9%

75Δ

Calls
Pseudo strike
13.77
IV
113.3%
B/E move
5.5%
Puts
Pseudo strike
20.59
IV
96.7%
B/E move
3.2%

80Δ

Calls
Pseudo strike
12.74
IV
136.6%
B/E move
5.4%
Puts
Pseudo strike
21.88
IV
101.4%
B/E move
2.4%

Options history

No recorded observations