IntraAlpha
Create free account Start free

OceanaGold Corporation OGC

i

Market datapartial · fetched 2026-10-22T18:25:13.612Z

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 · 2026-10-22T18:25:06.654864646Z

FundamentalsAlpha Vantage · unavailable

Share price$25.20
1D-0.9%
$25.08$25.23$25.38$25.53$25.695:30 AM6:30 AM9:00 AM1:00 PMOGC
Sold putSold call

OceanaGold Corporation options

Live interpolated OGC call and put midpoint premiums by absolute delta.OceanaGold Corporation$0.30$1.62$2.95$4.27$5.60$20.43$23.25$26.08$28.91$31.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OGC spot · $25.20OGC PRICE$0.67$0.85$1.02$1.20$1.38$1.56$1.74$1.91$2.26$2.64$3.02$3.41$5.22$0.44$0.65$0.85$1.05$1.26$1.50$1.89$2.29$2.68$3.08$3.48$3.87$4.27
PutsFair1.03×
CallsExpensive1.68×
SkewBullish-24.81 pp
Implied moveBearish±$3.63
TiltBalanced0.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ36.3095.2%46.7%22.8246.7%11.2%
25Δ34.7390.9%41.2%23.2748.5%10.2%
30Δ33.1686.6%35.7%23.7250.3%9.2%
35Δ31.6082.3%30.2%24.1852.1%8.2%
40Δ30.0378.0%24.6%24.6353.9%7.3%
45Δ28.4673.7%19.1%25.1055.3%6.3%
50Δ26.8969.4%13.6%25.6754.5%5.6%
55Δ25.3265.1%8.1%26.2453.8%4.9%
60Δ24.5164.7%6.2%26.8153.0%4.3%
65Δ23.8965.4%5.3%27.3852.3%3.6%
70Δ23.2766.0%4.3%27.9551.5%2.9%
75Δ22.6566.6%3.4%28.5250.8%2.2%
80Δ20.7891.2%3.2%29.0950.0%1.5%

20Δ

Calls
Pseudo strike
36.30
IV
95.2%
B/E move
46.7%
Puts
Pseudo strike
22.82
IV
46.7%
B/E move
11.2%

25Δ

Calls
Pseudo strike
34.73
IV
90.9%
B/E move
41.2%
Puts
Pseudo strike
23.27
IV
48.5%
B/E move
10.2%

30Δ

Calls
Pseudo strike
33.16
IV
86.6%
B/E move
35.7%
Puts
Pseudo strike
23.72
IV
50.3%
B/E move
9.2%

35Δ

Calls
Pseudo strike
31.60
IV
82.3%
B/E move
30.2%
Puts
Pseudo strike
24.18
IV
52.1%
B/E move
8.2%

40Δ

Calls
Pseudo strike
30.03
IV
78.0%
B/E move
24.6%
Puts
Pseudo strike
24.63
IV
53.9%
B/E move
7.3%

45Δ

Calls
Pseudo strike
28.46
IV
73.7%
B/E move
19.1%
Puts
Pseudo strike
25.10
IV
55.3%
B/E move
6.3%

50Δ

Calls
Pseudo strike
26.89
IV
69.4%
B/E move
13.6%
Puts
Pseudo strike
25.67
IV
54.5%
B/E move
5.6%

55Δ

Calls
Pseudo strike
25.32
IV
65.1%
B/E move
8.1%
Puts
Pseudo strike
26.24
IV
53.8%
B/E move
4.9%

60Δ

Calls
Pseudo strike
24.51
IV
64.7%
B/E move
6.2%
Puts
Pseudo strike
26.81
IV
53.0%
B/E move
4.3%

65Δ

Calls
Pseudo strike
23.89
IV
65.4%
B/E move
5.3%
Puts
Pseudo strike
27.38
IV
52.3%
B/E move
3.6%

70Δ

Calls
Pseudo strike
23.27
IV
66.0%
B/E move
4.3%
Puts
Pseudo strike
27.95
IV
51.5%
B/E move
2.9%

75Δ

Calls
Pseudo strike
22.65
IV
66.6%
B/E move
3.4%
Puts
Pseudo strike
28.52
IV
50.8%
B/E move
2.2%

80Δ

Calls
Pseudo strike
20.78
IV
91.2%
B/E move
3.2%
Puts
Pseudo strike
29.09
IV
50.0%
B/E move
1.5%

Options history

No recorded observations