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ONE GAS, INC. OGS

UTILITIES · UTILITIES - REGULATED GAS
i

Market dataready · fetched 2026-11-11T13:59:04.160Z

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 · 2026-11-11T00:00:00.003806695Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:59:03.514743+00:00

Share price$82.30
1D+1.4%
AH$80.29$80.90$81.51$82.12$82.735:30 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.$0.09$2.31$4.52$6.74$8.95$75.52$78.51$81.50$84.49$87.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OGS spot · $82.30OGS PRICE$0.33$0.51$0.68$0.85$1.03$1.20$1.38$1.55$1.72$1.90$2.07$2.25$2.42$0.60$0.74$0.94$1.33$1.72$2.11$2.50$2.89$3.28$3.67$4.93$6.62$8.31
PutsExpensive1.63×
CallsCheap0.65×
SkewBearish+22.79 pp
Implied moveBearish±$3.88
TiltBearish37.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ84.8821.2%3.5%77.5941.5%6.4%
25Δ84.5021.0%3.3%78.9538.0%5.0%
30Δ84.1220.8%3.0%80.1535.5%3.8%
35Δ83.7420.6%2.8%80.8136.5%3.4%
40Δ83.3620.4%2.5%81.4737.6%3.1%
45Δ82.9920.2%2.3%82.1338.6%2.8%
50Δ82.6120.0%2.0%82.8039.6%2.4%
55Δ82.2319.8%1.8%83.4640.6%2.1%
60Δ81.8519.6%1.5%84.1241.7%1.8%
65Δ81.4719.4%1.3%84.7842.7%1.4%
70Δ81.0919.2%1.1%86.2247.7%1.2%
75Δ80.7219.0%0.8%88.0454.7%1.1%
80Δ80.3418.9%0.6%89.8561.7%0.9%

20Δ

Calls
Pseudo strike
84.88
IV
21.2%
B/E move
3.5%
Puts
Pseudo strike
77.59
IV
41.5%
B/E move
6.4%

25Δ

Calls
Pseudo strike
84.50
IV
21.0%
B/E move
3.3%
Puts
Pseudo strike
78.95
IV
38.0%
B/E move
5.0%

30Δ

Calls
Pseudo strike
84.12
IV
20.8%
B/E move
3.0%
Puts
Pseudo strike
80.15
IV
35.5%
B/E move
3.8%

35Δ

Calls
Pseudo strike
83.74
IV
20.6%
B/E move
2.8%
Puts
Pseudo strike
80.81
IV
36.5%
B/E move
3.4%

40Δ

Calls
Pseudo strike
83.36
IV
20.4%
B/E move
2.5%
Puts
Pseudo strike
81.47
IV
37.6%
B/E move
3.1%

45Δ

Calls
Pseudo strike
82.99
IV
20.2%
B/E move
2.3%
Puts
Pseudo strike
82.13
IV
38.6%
B/E move
2.8%

50Δ

Calls
Pseudo strike
82.61
IV
20.0%
B/E move
2.0%
Puts
Pseudo strike
82.80
IV
39.6%
B/E move
2.4%

55Δ

Calls
Pseudo strike
82.23
IV
19.8%
B/E move
1.8%
Puts
Pseudo strike
83.46
IV
40.6%
B/E move
2.1%

60Δ

Calls
Pseudo strike
81.85
IV
19.6%
B/E move
1.5%
Puts
Pseudo strike
84.12
IV
41.7%
B/E move
1.8%

65Δ

Calls
Pseudo strike
81.47
IV
19.4%
B/E move
1.3%
Puts
Pseudo strike
84.78
IV
42.7%
B/E move
1.4%

70Δ

Calls
Pseudo strike
81.09
IV
19.2%
B/E move
1.1%
Puts
Pseudo strike
86.22
IV
47.7%
B/E move
1.2%

75Δ

Calls
Pseudo strike
80.72
IV
19.0%
B/E move
0.8%
Puts
Pseudo strike
88.04
IV
54.7%
B/E move
1.1%

80Δ

Calls
Pseudo strike
80.34
IV
18.9%
B/E move
0.6%
Puts
Pseudo strike
89.85
IV
61.7%
B/E move
0.9%

Options history

IV · four-Friday blend26.26%
Daily EOD
OGS21.2%23.9%26.6%2026-10-19: 21.60%2026-10-20: 23.43%2026-10-21: 23.20%2026-10-22: 23.33%2026-10-23: 23.34%2026-10-26: 22.74%2026-10-27: 22.91%2026-10-28: 23.60%2026-10-29: 22.36%2026-10-30: 26.26%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.60%
23.43%
23.20%
23.33%
23.34%
22.74%
22.91%
23.60%
22.36%
26.26%