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Organigram Global Inc. OGI

HEALTHCARE · DRUG MANUFACTURERS - SPECIALTY & GENERIC
i

Market dataready · fetched 2026-10-29T22:30:30.254Z

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 · 2026-10-29T20:00:00.076978825Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-29T22:30:29.884236+00:00

Share price$0.96
1D+1.1%
AH$0.93$0.94$0.96$0.97$0.985:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOGI
Sold putSold callAH

Organigram Global Inc. options

Live interpolated OGI call and put midpoint premiums by absolute delta.Organigram Global Inc.$0.00$0.80$1.61$2.41$3.21$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEOGI PRICE$0.06$0.15$0.24$0.33$0.35$1.66$2.98
PutsExpensive3.55×
CallsExpensive5.40×
SkewBullish-160.66 pp
Implied move——
TiltBearish72.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ1.32119.6%43.5%
45Δ2.08304.9%132.2%
50Δ2.84490.2%220.8%
55Δ3.60675.5%309.4%
60Δ
65Δ
70Δ1.2967.4%1.6%
75Δ2.59236.9%3.8%
80Δ3.88406.3%6.1%

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
IV
B/E move

30Δ

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

35Δ

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

40Δ

Calls
Pseudo strike
1.32
IV
119.6%
B/E move
43.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
2.08
IV
304.9%
B/E move
132.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
2.84
IV
490.2%
B/E move
220.8%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
3.60
IV
675.5%
B/E move
309.4%
Puts
Pseudo strike
IV
B/E move

60Δ

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

65Δ

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

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.29
IV
67.4%
B/E move
1.6%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.59
IV
236.9%
B/E move
3.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.88
IV
406.3%
B/E move
6.1%

Options history

No recorded observations