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OGE Energy Corp. OGE

i

Market datapartial · fetched 2026-11-12T02:11:31.137Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.001562067Z

FundamentalsAlpha Vantage · unavailable

Share price$51.07
1D+0.5%
AH$50.81$50.92$51.03$51.14$51.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOGE
Sold putSold callAH

OGE Energy Corp. options

Live interpolated OGE call and put midpoint premiums by absolute delta.OGE Energy Corp.$1.04$2.90$4.76$6.62$8.49$47.49$49.22$50.95$52.68$54.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive OGE spot · $51.07OGE PRICE$1.24$1.34$1.44$1.53$1.63$1.73$1.83$1.98$2.88$3.78$4.69$1.59$1.86$2.12$2.39$3.00$3.71$4.41$5.12$5.83$6.53$7.24$7.95
Puts——
Calls——
Skew——
Implied moveBearish±$5.34
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ45.60123.5%13.8%
30Δ58.09103.7%16.2%46.96114.8%11.7%
35Δ56.9394.6%14.1%48.33106.0%9.5%
40Δ55.7685.6%12.0%49.6997.3%7.4%
45Δ54.6076.5%9.9%50.8194.1%6.4%
50Δ53.4367.4%7.8%51.8692.4%5.7%
55Δ52.2758.4%5.7%52.9190.8%5.0%
60Δ51.1049.3%3.6%53.9689.1%4.4%
65Δ49.9441.1%1.7%55.0087.5%3.7%
70Δ48.9346.5%1.5%56.0585.8%3.0%
75Δ47.9252.0%1.2%57.1084.2%2.4%
80Δ46.9157.4%1.0%58.1582.5%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.60
IV
123.5%
B/E move
13.8%

30Δ

Calls
Pseudo strike
58.09
IV
103.7%
B/E move
16.2%
Puts
Pseudo strike
46.96
IV
114.8%
B/E move
11.7%

35Δ

Calls
Pseudo strike
56.93
IV
94.6%
B/E move
14.1%
Puts
Pseudo strike
48.33
IV
106.0%
B/E move
9.5%

40Δ

Calls
Pseudo strike
55.76
IV
85.6%
B/E move
12.0%
Puts
Pseudo strike
49.69
IV
97.3%
B/E move
7.4%

45Δ

Calls
Pseudo strike
54.60
IV
76.5%
B/E move
9.9%
Puts
Pseudo strike
50.81
IV
94.1%
B/E move
6.4%

50Δ

Calls
Pseudo strike
53.43
IV
67.4%
B/E move
7.8%
Puts
Pseudo strike
51.86
IV
92.4%
B/E move
5.7%

55Δ

Calls
Pseudo strike
52.27
IV
58.4%
B/E move
5.7%
Puts
Pseudo strike
52.91
IV
90.8%
B/E move
5.0%

60Δ

Calls
Pseudo strike
51.10
IV
49.3%
B/E move
3.6%
Puts
Pseudo strike
53.96
IV
89.1%
B/E move
4.4%

65Δ

Calls
Pseudo strike
49.94
IV
41.1%
B/E move
1.7%
Puts
Pseudo strike
55.00
IV
87.5%
B/E move
3.7%

70Δ

Calls
Pseudo strike
48.93
IV
46.5%
B/E move
1.5%
Puts
Pseudo strike
56.05
IV
85.8%
B/E move
3.0%

75Δ

Calls
Pseudo strike
47.92
IV
52.0%
B/E move
1.2%
Puts
Pseudo strike
57.10
IV
84.2%
B/E move
2.4%

80Δ

Calls
Pseudo strike
46.91
IV
57.4%
B/E move
1.0%
Puts
Pseudo strike
58.15
IV
82.5%
B/E move
1.7%

Options history

IV · four-Friday blend22.31%
Daily EOD
OGE22.3%22.3%22.3%2026-10-30: 22.31%Oct 30
1 observations2026-10-30 — 2026-10-30
Table
DateIV (%)
22.31%