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Once Upon a Farm, PBC OFRM

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Market datapartial · fetched 2026-10-23T19:13:41.521Z

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 · 2026-10-23T19:12:20.871220368Z

FundamentalsAlpha Vantage · unavailable

Share price$16.26
1D+0.0%
$15.52$15.73$15.94$16.15$16.365:30 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$0.37$1.97$3.57$5.17$6.77$11.02$13.45$15.88$18.31$20.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OFRM spot · $16.26OFRM PRICE$0.65$0.68$0.72$0.76$0.81$0.90$0.99$1.08$1.17$1.26$1.36$1.45$1.65$0.55$0.69$0.83$1.09$1.41$1.72$2.04$2.36$3.28$4.29$5.30$6.31$4.24
PutsExpensive1.64×
CallsExpensive1.45×
SkewBearish+16.83 pp
Implied moveBearish±$3.03
TiltBearish43.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.53170.6%79.4%13.3595.9%21.2%
25Δ25.72145.0%62.4%14.0690.5%17.8%
30Δ22.90119.5%45.3%14.7785.1%14.3%
35Δ20.0993.9%28.2%15.3584.9%12.3%
40Δ17.4770.1%12.4%15.8787.0%11.0%
45Δ17.1666.2%11.1%16.3989.2%9.8%
50Δ16.8462.4%9.7%16.9191.4%8.5%
55Δ16.5358.5%8.3%17.4493.6%7.3%
60Δ16.2254.6%6.9%18.51100.2%6.4%
65Δ15.9050.7%5.6%19.65107.4%5.5%
70Δ15.5946.9%4.2%20.80114.6%4.7%
75Δ15.2743.0%2.8%21.94121.8%3.9%
80Δ14.8741.2%1.6%20.2079.7%1.8%

20Δ

Calls
Pseudo strike
28.53
IV
170.6%
B/E move
79.4%
Puts
Pseudo strike
13.35
IV
95.9%
B/E move
21.2%

25Δ

Calls
Pseudo strike
25.72
IV
145.0%
B/E move
62.4%
Puts
Pseudo strike
14.06
IV
90.5%
B/E move
17.8%

30Δ

Calls
Pseudo strike
22.90
IV
119.5%
B/E move
45.3%
Puts
Pseudo strike
14.77
IV
85.1%
B/E move
14.3%

35Δ

Calls
Pseudo strike
20.09
IV
93.9%
B/E move
28.2%
Puts
Pseudo strike
15.35
IV
84.9%
B/E move
12.3%

40Δ

Calls
Pseudo strike
17.47
IV
70.1%
B/E move
12.4%
Puts
Pseudo strike
15.87
IV
87.0%
B/E move
11.0%

45Δ

Calls
Pseudo strike
17.16
IV
66.2%
B/E move
11.1%
Puts
Pseudo strike
16.39
IV
89.2%
B/E move
9.8%

50Δ

Calls
Pseudo strike
16.84
IV
62.4%
B/E move
9.7%
Puts
Pseudo strike
16.91
IV
91.4%
B/E move
8.5%

55Δ

Calls
Pseudo strike
16.53
IV
58.5%
B/E move
8.3%
Puts
Pseudo strike
17.44
IV
93.6%
B/E move
7.3%

60Δ

Calls
Pseudo strike
16.22
IV
54.6%
B/E move
6.9%
Puts
Pseudo strike
18.51
IV
100.2%
B/E move
6.4%

65Δ

Calls
Pseudo strike
15.90
IV
50.7%
B/E move
5.6%
Puts
Pseudo strike
19.65
IV
107.4%
B/E move
5.5%

70Δ

Calls
Pseudo strike
15.59
IV
46.9%
B/E move
4.2%
Puts
Pseudo strike
20.80
IV
114.6%
B/E move
4.7%

75Δ

Calls
Pseudo strike
15.27
IV
43.0%
B/E move
2.8%
Puts
Pseudo strike
21.94
IV
121.8%
B/E move
3.9%

80Δ

Calls
Pseudo strike
14.87
IV
41.2%
B/E move
1.6%
Puts
Pseudo strike
20.20
IV
79.7%
B/E move
1.8%

Options history

No recorded observations