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Omega Healthcare Investors Inc. OHI

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Market datapartial · fetched 2026-10-22T18:25:25.386Z

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 · 2026-10-22T18:24:56.329704367Z

FundamentalsAlpha Vantage · unavailable

Share price$45.96
1D+2.0%
$44.94$45.22$45.49$45.76$46.045:30 AM6:30 AM9:00 AM1:00 PMOHI
Sold putSold call

Omega Healthcare Investors Inc. options

Live interpolated OHI call and put midpoint premiums by absolute delta.Omega Healthcare Investors Inc.$0.00$4.03$8.06$12.10$16.13$39.07$41.95$44.83$47.71$50.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OHI spot · $45.96OHI PRICE$0.28$0.35$0.42$0.50$0.64$0.78$0.92$1.04$1.14$1.24$1.33$1.47$1.72$0.51$0.70$0.89$1.08$1.34$1.68$2.05$2.44$3.00$3.96$6.28$8.82$14.95
PutsExpensive1.69×
CallsCheap0.62×
SkewBearish+27.66 pp
Implied moveBearish±$2.98
TiltBearish60.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.4519.9%6.0%42.7733.4%8.1%
25Δ47.8618.6%4.9%43.4034.0%7.1%
30Δ47.4317.7%4.1%44.0434.1%6.1%
35Δ47.0116.8%3.4%44.6433.5%5.2%
40Δ46.7217.2%3.0%45.2233.9%4.5%
45Δ46.4417.7%2.7%45.7735.6%4.1%
50Δ46.1618.1%2.4%46.3736.9%3.6%
55Δ45.8917.9%2.1%46.9937.8%3.1%
60Δ45.6516.9%1.8%47.7439.6%2.7%
65Δ45.4115.9%1.5%48.8044.7%2.4%
70Δ45.1714.8%1.2%51.1855.8%2.3%
75Δ44.8914.1%0.9%53.7967.8%2.2%
80Δ44.5314.0%0.6%59.9591.9%2.1%

20Δ

Calls
Pseudo strike
48.45
IV
19.9%
B/E move
6.0%
Puts
Pseudo strike
42.77
IV
33.4%
B/E move
8.1%

25Δ

Calls
Pseudo strike
47.86
IV
18.6%
B/E move
4.9%
Puts
Pseudo strike
43.40
IV
34.0%
B/E move
7.1%

30Δ

Calls
Pseudo strike
47.43
IV
17.7%
B/E move
4.1%
Puts
Pseudo strike
44.04
IV
34.1%
B/E move
6.1%

35Δ

Calls
Pseudo strike
47.01
IV
16.8%
B/E move
3.4%
Puts
Pseudo strike
44.64
IV
33.5%
B/E move
5.2%

40Δ

Calls
Pseudo strike
46.72
IV
17.2%
B/E move
3.0%
Puts
Pseudo strike
45.22
IV
33.9%
B/E move
4.5%

45Δ

Calls
Pseudo strike
46.44
IV
17.7%
B/E move
2.7%
Puts
Pseudo strike
45.77
IV
35.6%
B/E move
4.1%

50Δ

Calls
Pseudo strike
46.16
IV
18.1%
B/E move
2.4%
Puts
Pseudo strike
46.37
IV
36.9%
B/E move
3.6%

55Δ

Calls
Pseudo strike
45.89
IV
17.9%
B/E move
2.1%
Puts
Pseudo strike
46.99
IV
37.8%
B/E move
3.1%

60Δ

Calls
Pseudo strike
45.65
IV
16.9%
B/E move
1.8%
Puts
Pseudo strike
47.74
IV
39.6%
B/E move
2.7%

65Δ

Calls
Pseudo strike
45.41
IV
15.9%
B/E move
1.5%
Puts
Pseudo strike
48.80
IV
44.7%
B/E move
2.4%

70Δ

Calls
Pseudo strike
45.17
IV
14.8%
B/E move
1.2%
Puts
Pseudo strike
51.18
IV
55.8%
B/E move
2.3%

75Δ

Calls
Pseudo strike
44.89
IV
14.1%
B/E move
0.9%
Puts
Pseudo strike
53.79
IV
67.8%
B/E move
2.2%

80Δ

Calls
Pseudo strike
44.53
IV
14.0%
B/E move
0.6%
Puts
Pseudo strike
59.95
IV
91.9%
B/E move
2.1%

Options history

No recorded observations