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Organon & Co OGN

HEALTHCARE · DRUG MANUFACTURERS - GENERAL
i

Market dataready · fetched 2026-10-24T04:21:57.460Z

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 · 2026-10-23T23:00:00.002450706Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:21:57.658438+00:00

Share price$13.75
1D+0.0%
AH$13.74$13.75$13.75$13.76$13.775:30 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$2.28$3.89$5.51$7.12$8.74$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEOGN PRICE$2.54$3.20$2.45$2.45$2.45$2.45$2.45$2.53$3.18$5.15$5.29$8.23$8.27
PutsExpensive21.48×
CallsExpensive15.53×
SkewBearish+55.11 pp
Implied move——
TiltBearish77.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ12.08232.6%30.0%
35Δ12.83202.6%24.5%
40Δ13.57172.6%19.1%
45Δ14.19147.7%14.6%
50Δ14.62129.6%11.5%
55Δ15.10114.8%8.6%
60Δ15.88122.6%7.6%
65Δ17.85156.0%7.6%
70Δ18.25142.6%5.7%
75Δ11.8999.0%5.0%21.21173.1%5.6%
80Δ11.11108.8%4.0%21.47154.5%4.0%

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
12.08
IV
232.6%
B/E move
30.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.83
IV
202.6%
B/E move
24.5%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.57
IV
172.6%
B/E move
19.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.19
IV
147.7%
B/E move
14.6%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.62
IV
129.6%
B/E move
11.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.10
IV
114.8%
B/E move
8.6%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.88
IV
122.6%
B/E move
7.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.85
IV
156.0%
B/E move
7.6%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.25
IV
142.6%
B/E move
5.7%

75Δ

Calls
Pseudo strike
11.89
IV
99.0%
B/E move
5.0%
Puts
Pseudo strike
21.21
IV
173.1%
B/E move
5.6%

80Δ

Calls
Pseudo strike
11.11
IV
108.8%
B/E move
4.0%
Puts
Pseudo strike
21.47
IV
154.5%
B/E move
4.0%

Options history

No recorded observations