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ONE GAS, INC. OGS

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Market datapartial · fetched 2026-10-22T23:06:42.685Z

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 · 2026-10-22T23:00:00.003711409Z

FundamentalsAlpha Vantage · unavailable

Share price$78.25
1D+2.9%
AH$75.85$76.50$77.16$77.81$78.465:30 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.$0.26$2.86$5.45$8.05$10.64$69.10$73.00$76.90$80.81$84.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OGS spot · $78.25OGS PRICE$0.54$0.71$0.87$1.03$1.31$1.73$2.15$2.57$2.99$3.41$3.84$4.26$7.26$0.89$1.13$1.40$1.78$2.15$2.53$2.90$3.27$4.02$5.09$6.17$7.25$9.89
PutsExpensive1.75×
CallsFair1.01×
SkewBearish+10.27 pp
Implied moveBearish±$5.05
TiltBearish19.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ83.2221.1%7.1%72.3534.1%8.7%
25Δ82.3220.8%6.1%73.8332.7%7.1%
30Δ81.4220.5%5.2%75.1931.5%5.7%
35Δ80.5220.2%4.2%76.0731.2%5.1%
40Δ79.7220.3%3.5%76.9530.8%4.4%
45Δ79.0520.9%3.2%77.8330.5%3.8%
50Δ78.3921.5%2.9%78.7030.1%3.1%
55Δ77.7222.1%2.6%79.5829.8%2.5%
60Δ77.0622.7%2.3%80.6930.6%2.0%
65Δ76.4023.3%2.0%82.0132.5%1.7%
70Δ75.7324.0%1.7%83.3234.3%1.4%
75Δ75.0724.6%1.4%84.6336.1%1.1%
80Δ71.8530.6%1.1%87.4741.4%0.9%

20Δ

Calls
Pseudo strike
83.22
IV
21.1%
B/E move
7.1%
Puts
Pseudo strike
72.35
IV
34.1%
B/E move
8.7%

25Δ

Calls
Pseudo strike
82.32
IV
20.8%
B/E move
6.1%
Puts
Pseudo strike
73.83
IV
32.7%
B/E move
7.1%

30Δ

Calls
Pseudo strike
81.42
IV
20.5%
B/E move
5.2%
Puts
Pseudo strike
75.19
IV
31.5%
B/E move
5.7%

35Δ

Calls
Pseudo strike
80.52
IV
20.2%
B/E move
4.2%
Puts
Pseudo strike
76.07
IV
31.2%
B/E move
5.1%

40Δ

Calls
Pseudo strike
79.72
IV
20.3%
B/E move
3.5%
Puts
Pseudo strike
76.95
IV
30.8%
B/E move
4.4%

45Δ

Calls
Pseudo strike
79.05
IV
20.9%
B/E move
3.2%
Puts
Pseudo strike
77.83
IV
30.5%
B/E move
3.8%

50Δ

Calls
Pseudo strike
78.39
IV
21.5%
B/E move
2.9%
Puts
Pseudo strike
78.70
IV
30.1%
B/E move
3.1%

55Δ

Calls
Pseudo strike
77.72
IV
22.1%
B/E move
2.6%
Puts
Pseudo strike
79.58
IV
29.8%
B/E move
2.5%

60Δ

Calls
Pseudo strike
77.06
IV
22.7%
B/E move
2.3%
Puts
Pseudo strike
80.69
IV
30.6%
B/E move
2.0%

65Δ

Calls
Pseudo strike
76.40
IV
23.3%
B/E move
2.0%
Puts
Pseudo strike
82.01
IV
32.5%
B/E move
1.7%

70Δ

Calls
Pseudo strike
75.73
IV
24.0%
B/E move
1.7%
Puts
Pseudo strike
83.32
IV
34.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
75.07
IV
24.6%
B/E move
1.4%
Puts
Pseudo strike
84.63
IV
36.1%
B/E move
1.1%

80Δ

Calls
Pseudo strike
71.85
IV
30.6%
B/E move
1.1%
Puts
Pseudo strike
87.47
IV
41.4%
B/E move
0.9%

Options history

No recorded observations