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Omega Healthcare Investors Inc. OHI

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Market datapartial · fetched 2026-10-22T23:11:45.356Z

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 · 2026-10-22T23:00:00.001693478Z

FundamentalsAlpha Vantage · unavailable

Share price$46.30
1D+2.8%
AH$44.91$45.31$45.72$46.13$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.$0.00$3.81$7.62$11.43$15.23$39.46$42.32$45.18$48.04$50.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OHI spot · $46.30OHI PRICE$0.27$0.34$0.43$0.54$0.64$0.82$1.03$1.24$1.45$1.65$1.86$2.00$2.12$0.54$0.66$0.86$1.09$1.27$1.49$1.90$2.26$2.57$4.15$6.42$10.09$14.12
PutsExpensive1.68×
CallsCheap0.71×
SkewBearish+24.91 pp
Implied moveBearish±$2.93
TiltBearish53.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ48.6718.8%5.7%42.9535.0%8.4%
25Δ48.1117.7%4.6%43.8532.2%6.7%
30Δ47.7417.5%4.1%44.4532.6%5.9%
35Δ47.4217.6%3.6%44.9833.6%5.2%
40Δ47.1017.7%3.1%45.5532.3%4.3%
45Δ46.7818.5%2.8%46.1231.6%3.6%
50Δ46.4719.7%2.6%46.6833.8%3.3%
55Δ46.1620.9%2.4%47.2534.8%2.8%
60Δ45.8221.3%2.1%47.8134.1%2.3%
65Δ45.4721.0%1.8%49.2846.3%2.5%
70Δ45.1220.6%1.5%51.5958.2%2.4%
75Δ44.8319.4%1.1%55.2077.8%2.6%
80Δ44.5717.6%0.8%59.4589.8%2.1%

20Δ

Calls
Pseudo strike
48.67
IV
18.8%
B/E move
5.7%
Puts
Pseudo strike
42.95
IV
35.0%
B/E move
8.4%

25Δ

Calls
Pseudo strike
48.11
IV
17.7%
B/E move
4.6%
Puts
Pseudo strike
43.85
IV
32.2%
B/E move
6.7%

30Δ

Calls
Pseudo strike
47.74
IV
17.5%
B/E move
4.1%
Puts
Pseudo strike
44.45
IV
32.6%
B/E move
5.9%

35Δ

Calls
Pseudo strike
47.42
IV
17.6%
B/E move
3.6%
Puts
Pseudo strike
44.98
IV
33.6%
B/E move
5.2%

40Δ

Calls
Pseudo strike
47.10
IV
17.7%
B/E move
3.1%
Puts
Pseudo strike
45.55
IV
32.3%
B/E move
4.3%

45Δ

Calls
Pseudo strike
46.78
IV
18.5%
B/E move
2.8%
Puts
Pseudo strike
46.12
IV
31.6%
B/E move
3.6%

50Δ

Calls
Pseudo strike
46.47
IV
19.7%
B/E move
2.6%
Puts
Pseudo strike
46.68
IV
33.8%
B/E move
3.3%

55Δ

Calls
Pseudo strike
46.16
IV
20.9%
B/E move
2.4%
Puts
Pseudo strike
47.25
IV
34.8%
B/E move
2.8%

60Δ

Calls
Pseudo strike
45.82
IV
21.3%
B/E move
2.1%
Puts
Pseudo strike
47.81
IV
34.1%
B/E move
2.3%

65Δ

Calls
Pseudo strike
45.47
IV
21.0%
B/E move
1.8%
Puts
Pseudo strike
49.28
IV
46.3%
B/E move
2.5%

70Δ

Calls
Pseudo strike
45.12
IV
20.6%
B/E move
1.5%
Puts
Pseudo strike
51.59
IV
58.2%
B/E move
2.4%

75Δ

Calls
Pseudo strike
44.83
IV
19.4%
B/E move
1.1%
Puts
Pseudo strike
55.20
IV
77.8%
B/E move
2.6%

80Δ

Calls
Pseudo strike
44.57
IV
17.6%
B/E move
0.8%
Puts
Pseudo strike
59.45
IV
89.8%
B/E move
2.1%

Options history

No recorded observations