IntraAlpha
Create free account Start free

Organon & Co. OGN

i

Market dataready · fetched 2026-11-12T02:02:25.772Z

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 · 2026-11-12T00:00:00.002725322Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:02:25.376044+00:00

Share price$13.89
1D+0.1%
AH$13.85$13.86$13.88$13.89$13.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOGN
Sold putSold callAH

Organon & Co. options

Live interpolated OGN call and put midpoint premiums by absolute delta.Organon & Co.$1.01$1.60$2.18$2.76$3.35$13.59$13.74$13.89$14.04$14.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive OGN spot · $13.89OGN PRICE$1.07$1.11$1.32$1.54$1.75$1.96$2.18$2.39$2.61$1.38$1.89$3.18
Puts——
Calls——
Skew——
Implied moveBullish±$3.13
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ21.03336.9%59.1%
35Δ17.88268.6%36.7%
40Δ17.11259.9%32.7%
45Δ16.35251.2%28.7%
50Δ15.58242.4%24.8%14.27134.9%7.2%
55Δ14.81233.7%20.8%14.81155.0%7.0%
60Δ14.05225.0%16.8%
65Δ13.28216.3%12.8%16.16191.6%6.5%
70Δ12.51207.6%8.8%
75Δ
80Δ

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
21.03
IV
336.9%
B/E move
59.1%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
17.88
IV
268.6%
B/E move
36.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
17.11
IV
259.9%
B/E move
32.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
16.35
IV
251.2%
B/E move
28.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
15.58
IV
242.4%
B/E move
24.8%
Puts
Pseudo strike
14.27
IV
134.9%
B/E move
7.2%

55Δ

Calls
Pseudo strike
14.81
IV
233.7%
B/E move
20.8%
Puts
Pseudo strike
14.81
IV
155.0%
B/E move
7.0%

60Δ

Calls
Pseudo strike
14.05
IV
225.0%
B/E move
16.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
13.28
IV
216.3%
B/E move
12.8%
Puts
Pseudo strike
16.16
IV
191.6%
B/E move
6.5%

70Δ

Calls
Pseudo strike
12.51
IV
207.6%
B/E move
8.8%
Puts
Pseudo strike
IV
B/E move

75Δ

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

80Δ

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

Options history

IV · four-Friday blend71.46%
Daily EOD
OGN68.1%92.5%116.9%2026-10-20: 85.47%2026-10-21: 96.00%2026-10-22: 84.96%2026-10-23: 109.24%2026-10-26: 112.91%2026-10-27: 113.53%2026-10-28: 76.38%2026-10-29: 103.86%2026-10-30: 71.46%Oct 20Oct 26Oct 30
9 observations2026-10-20 — 2026-10-30
Table
DateIV (%)
85.47%
96.00%
84.96%
109.24%
112.91%
113.53%
76.38%
103.86%
71.46%