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Omega Healthcare Investors Inc OHI

REAL ESTATE · REIT - HEALTHCARE FACILITIES
i

Market dataready · fetched 2026-10-25T16:37:04.227Z

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 · 2026-10-23T23:00:00.003553715Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-25T16:37:03.837496+00:00

Share price$46.23
1D-0.3%
AH$45.90$46.06$46.22$46.37$46.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOHI
Sold putSold callAH

Omega Healthcare Investors Inc options

Live interpolated OHI call and put midpoint premiums by absolute delta.Omega Healthcare Investors Inc$0.02$2.16$4.29$6.43$8.56$40.75$43.21$45.67$48.12$50.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OHI spot · $46.23OHI PRICE$0.25$0.33$0.44$0.56$0.68$0.84$1.01$1.17$1.40$1.65$1.90$2.26$2.63$0.50$0.65$0.82$1.00$1.25$1.51$1.74$1.98$2.29$2.79$3.92$5.15$7.95
PutsExpensive1.35×
CallsCheap0.75×
SkewBearish+15.94 pp
Implied moveBearish±$2.74
TiltBearish35.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.4818.9%5.4%43.0934.3%7.9%
25Δ47.9317.9%4.4%43.7933.8%6.7%
30Δ47.6418.5%4.0%44.4133.2%5.7%
35Δ47.3419.2%3.6%45.0032.7%4.8%
40Δ47.0519.8%3.2%45.5133.4%4.3%
45Δ46.7420.2%2.9%46.0234.1%3.7%
50Δ46.4220.6%2.6%46.5333.3%3.1%
55Δ46.1021.0%2.3%47.0432.5%2.5%
60Δ45.7521.5%2.0%47.5632.2%2.1%
65Δ45.3822.0%1.7%48.2233.8%1.7%
70Δ45.0022.5%1.5%49.3940.7%1.7%
75Δ44.5323.0%1.2%50.7744.6%1.3%
80Δ44.0623.5%1.0%53.6257.0%1.2%

20Δ

Calls
Pseudo strike
48.48
IV
18.9%
B/E move
5.4%
Puts
Pseudo strike
43.09
IV
34.3%
B/E move
7.9%

25Δ

Calls
Pseudo strike
47.93
IV
17.9%
B/E move
4.4%
Puts
Pseudo strike
43.79
IV
33.8%
B/E move
6.7%

30Δ

Calls
Pseudo strike
47.64
IV
18.5%
B/E move
4.0%
Puts
Pseudo strike
44.41
IV
33.2%
B/E move
5.7%

35Δ

Calls
Pseudo strike
47.34
IV
19.2%
B/E move
3.6%
Puts
Pseudo strike
45.00
IV
32.7%
B/E move
4.8%

40Δ

Calls
Pseudo strike
47.05
IV
19.8%
B/E move
3.2%
Puts
Pseudo strike
45.51
IV
33.4%
B/E move
4.3%

45Δ

Calls
Pseudo strike
46.74
IV
20.2%
B/E move
2.9%
Puts
Pseudo strike
46.02
IV
34.1%
B/E move
3.7%

50Δ

Calls
Pseudo strike
46.42
IV
20.6%
B/E move
2.6%
Puts
Pseudo strike
46.53
IV
33.3%
B/E move
3.1%

55Δ

Calls
Pseudo strike
46.10
IV
21.0%
B/E move
2.3%
Puts
Pseudo strike
47.04
IV
32.5%
B/E move
2.5%

60Δ

Calls
Pseudo strike
45.75
IV
21.5%
B/E move
2.0%
Puts
Pseudo strike
47.56
IV
32.2%
B/E move
2.1%

65Δ

Calls
Pseudo strike
45.38
IV
22.0%
B/E move
1.7%
Puts
Pseudo strike
48.22
IV
33.8%
B/E move
1.7%

70Δ

Calls
Pseudo strike
45.00
IV
22.5%
B/E move
1.5%
Puts
Pseudo strike
49.39
IV
40.7%
B/E move
1.7%

75Δ

Calls
Pseudo strike
44.53
IV
23.0%
B/E move
1.2%
Puts
Pseudo strike
50.77
IV
44.6%
B/E move
1.3%

80Δ

Calls
Pseudo strike
44.06
IV
23.5%
B/E move
1.0%
Puts
Pseudo strike
53.62
IV
57.0%
B/E move
1.2%

Options history

OHI23.9523.9724.002026-10-23: 23.97%Oct 23Oct 23
Table
DateIV
23.97%