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Once Upon a Farm, PBC OFRM

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Market datapartial · fetched 2026-10-23T23:14:47.381Z

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 · 2026-10-23T23:00:00.00198996Z

FundamentalsAlpha Vantage · unavailable

Share price$15.92
1D-2.1%
AH$15.52$15.73$15.94$16.15$16.365:30 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$0.36$1.84$3.31$4.78$6.25$11.07$13.51$15.95$18.39$20.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OFRM spot · $15.92OFRM PRICE$0.65$0.69$0.73$0.78$0.86$0.97$1.09$1.21$1.33$1.45$1.78$2.54$3.29$0.52$0.67$0.81$0.96$1.27$1.58$1.89$2.19$2.51$3.34$4.17$5.00$5.83
PutsExpensive1.51×
CallsExpensive1.66×
SkewBullish-1.32 pp
Implied moveBearish±$2.98
TiltBearish27.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.38175.2%82.3%13.1493.4%20.7%
25Δ25.29147.7%63.2%13.7789.3%17.7%
30Δ22.21120.1%44.1%14.4085.1%14.7%
35Δ19.1292.6%25.0%15.0281.1%11.7%
40Δ17.3176.5%14.1%15.5282.6%10.5%
45Δ16.9073.0%12.3%16.0184.0%9.3%
50Δ16.4969.5%10.5%16.5185.4%8.1%
55Δ16.0866.0%8.6%17.0186.9%7.0%
60Δ15.6862.5%6.8%17.5188.4%5.8%
65Δ15.2759.1%5.0%18.4791.0%4.9%
70Δ14.7361.8%3.7%19.4493.6%4.1%
75Δ13.9376.9%3.5%20.4096.2%3.2%
80Δ13.1491.9%3.2%21.3798.8%2.4%

20Δ

Calls
Pseudo strike
28.38
IV
175.2%
B/E move
82.3%
Puts
Pseudo strike
13.14
IV
93.4%
B/E move
20.7%

25Δ

Calls
Pseudo strike
25.29
IV
147.7%
B/E move
63.2%
Puts
Pseudo strike
13.77
IV
89.3%
B/E move
17.7%

30Δ

Calls
Pseudo strike
22.21
IV
120.1%
B/E move
44.1%
Puts
Pseudo strike
14.40
IV
85.1%
B/E move
14.7%

35Δ

Calls
Pseudo strike
19.12
IV
92.6%
B/E move
25.0%
Puts
Pseudo strike
15.02
IV
81.1%
B/E move
11.7%

40Δ

Calls
Pseudo strike
17.31
IV
76.5%
B/E move
14.1%
Puts
Pseudo strike
15.52
IV
82.6%
B/E move
10.5%

45Δ

Calls
Pseudo strike
16.90
IV
73.0%
B/E move
12.3%
Puts
Pseudo strike
16.01
IV
84.0%
B/E move
9.3%

50Δ

Calls
Pseudo strike
16.49
IV
69.5%
B/E move
10.5%
Puts
Pseudo strike
16.51
IV
85.4%
B/E move
8.1%

55Δ

Calls
Pseudo strike
16.08
IV
66.0%
B/E move
8.6%
Puts
Pseudo strike
17.01
IV
86.9%
B/E move
7.0%

60Δ

Calls
Pseudo strike
15.68
IV
62.5%
B/E move
6.8%
Puts
Pseudo strike
17.51
IV
88.4%
B/E move
5.8%

65Δ

Calls
Pseudo strike
15.27
IV
59.1%
B/E move
5.0%
Puts
Pseudo strike
18.47
IV
91.0%
B/E move
4.9%

70Δ

Calls
Pseudo strike
14.73
IV
61.8%
B/E move
3.7%
Puts
Pseudo strike
19.44
IV
93.6%
B/E move
4.1%

75Δ

Calls
Pseudo strike
13.93
IV
76.9%
B/E move
3.5%
Puts
Pseudo strike
20.40
IV
96.2%
B/E move
3.2%

80Δ

Calls
Pseudo strike
13.14
IV
91.9%
B/E move
3.2%
Puts
Pseudo strike
21.37
IV
98.8%
B/E move
2.4%

Options history

No recorded observations