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ONE GAS, INC. OGS

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Market datapartial · fetched 2026-10-22T12:35:49.839Z

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 · 2026-10-21T23:00:00.002872002Z

FundamentalsAlpha Vantage · unavailable

Share price$75.55
1D-0.1%
AH$75.48$75.67$75.86$76.05$76.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOGS
Sold putSold callAH

ONE GAS, INC. options

Live interpolated OGS call and put midpoint premiums by absolute delta.ONE GAS, INC.$0.33$2.05$3.78$5.50$7.22$68.16$71.73$75.31$78.89$82.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OGS spot · $75.55OGS PRICE$0.52$0.80$1.09$1.38$1.66$1.95$2.24$2.53$3.07$3.76$4.46$5.16$5.85$0.78$1.05$1.32$1.59$1.85$2.18$2.60$3.03$3.46$3.89$4.32$4.75$6.72
PutsExpensive1.50×
CallsExpensive1.21×
SkewBearish+2.24 pp
Implied moveBearish±$4.85
TiltBearish4.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ80.1822.6%6.8%70.5730.7%7.6%
25Δ79.3622.8%6.1%71.5230.2%6.7%
30Δ78.6823.4%5.6%72.4829.7%5.8%
35Δ78.0024.0%5.1%73.4329.2%4.9%
40Δ77.3224.5%4.5%74.3828.7%4.0%
45Δ76.6425.1%4.0%75.2628.2%3.3%
50Δ75.9625.7%3.5%76.0127.7%2.8%
55Δ75.2826.2%3.0%76.7527.2%2.4%
60Δ74.4426.9%2.6%77.5026.7%2.0%
65Δ73.5027.6%2.3%78.2526.2%1.6%
70Δ72.5528.3%1.9%78.9925.7%1.2%
75Δ71.6129.0%1.6%79.7425.2%0.7%
80Δ70.6729.7%1.3%81.8829.5%0.5%

20Δ

Calls
Pseudo strike
80.18
IV
22.6%
B/E move
6.8%
Puts
Pseudo strike
70.57
IV
30.7%
B/E move
7.6%

25Δ

Calls
Pseudo strike
79.36
IV
22.8%
B/E move
6.1%
Puts
Pseudo strike
71.52
IV
30.2%
B/E move
6.7%

30Δ

Calls
Pseudo strike
78.68
IV
23.4%
B/E move
5.6%
Puts
Pseudo strike
72.48
IV
29.7%
B/E move
5.8%

35Δ

Calls
Pseudo strike
78.00
IV
24.0%
B/E move
5.1%
Puts
Pseudo strike
73.43
IV
29.2%
B/E move
4.9%

40Δ

Calls
Pseudo strike
77.32
IV
24.5%
B/E move
4.5%
Puts
Pseudo strike
74.38
IV
28.7%
B/E move
4.0%

45Δ

Calls
Pseudo strike
76.64
IV
25.1%
B/E move
4.0%
Puts
Pseudo strike
75.26
IV
28.2%
B/E move
3.3%

50Δ

Calls
Pseudo strike
75.96
IV
25.7%
B/E move
3.5%
Puts
Pseudo strike
76.01
IV
27.7%
B/E move
2.8%

55Δ

Calls
Pseudo strike
75.28
IV
26.2%
B/E move
3.0%
Puts
Pseudo strike
76.75
IV
27.2%
B/E move
2.4%

60Δ

Calls
Pseudo strike
74.44
IV
26.9%
B/E move
2.6%
Puts
Pseudo strike
77.50
IV
26.7%
B/E move
2.0%

65Δ

Calls
Pseudo strike
73.50
IV
27.6%
B/E move
2.3%
Puts
Pseudo strike
78.25
IV
26.2%
B/E move
1.6%

70Δ

Calls
Pseudo strike
72.55
IV
28.3%
B/E move
1.9%
Puts
Pseudo strike
78.99
IV
25.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
71.61
IV
29.0%
B/E move
1.6%
Puts
Pseudo strike
79.74
IV
25.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
70.67
IV
29.7%
B/E move
1.3%
Puts
Pseudo strike
81.88
IV
29.5%
B/E move
0.5%

Options history

No recorded observations