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OGE Energy Corp. OGE

i

Market datapartial · fetched 2026-10-22T21:10:16.337Z

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 · 2026-10-22T20:10:00.00139332Z

FundamentalsAlpha Vantage · unavailable

Share price$48.92
1D+1.7%
AH$48.02$48.27$48.53$48.78$49.045:30 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.$0.40$1.65$2.90$4.15$5.40$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEOGE PRICE$1.06$0.81$0.54$1.15$1.24$1.36$1.50$1.63$1.76$1.90$2.03$2.42$3.07$3.73$4.38$5.04
PutsExpensive2.26×
CallsExpensive2.50×
SkewBullish-10.99 pp
Implied move——
TiltBearish85.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ60.0875.4%25.0%42.0471.0%16.4%
25Δ56.1151.7%16.4%44.5956.2%11.4%
30Δ52.0026.4%7.4%45.6650.6%9.4%
35Δ46.4546.6%8.1%
40Δ47.2442.6%6.8%
45Δ48.0238.7%5.4%
50Δ48.8134.7%4.1%
55Δ49.6030.8%2.8%
60Δ50.3929.0%1.9%
65Δ51.2029.6%1.6%
70Δ52.0130.2%1.3%
75Δ52.8230.8%1.0%
80Δ53.6331.4%0.7%

20Δ

Calls
Pseudo strike
60.08
IV
75.4%
B/E move
25.0%
Puts
Pseudo strike
42.04
IV
71.0%
B/E move
16.4%

25Δ

Calls
Pseudo strike
56.11
IV
51.7%
B/E move
16.4%
Puts
Pseudo strike
44.59
IV
56.2%
B/E move
11.4%

30Δ

Calls
Pseudo strike
52.00
IV
26.4%
B/E move
7.4%
Puts
Pseudo strike
45.66
IV
50.6%
B/E move
9.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.45
IV
46.6%
B/E move
8.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.24
IV
42.6%
B/E move
6.8%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.02
IV
38.7%
B/E move
5.4%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.81
IV
34.7%
B/E move
4.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
49.60
IV
30.8%
B/E move
2.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.39
IV
29.0%
B/E move
1.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
51.20
IV
29.6%
B/E move
1.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.01
IV
30.2%
B/E move
1.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.82
IV
30.8%
B/E move
1.0%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
53.63
IV
31.4%
B/E move
0.7%

Options history

No recorded observations