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Oceaneering International Inc. OII

i

Market dataready · fetched 2026-11-06T20:55:15.343Z

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 · 2026-11-06T20:55:11.230176427Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T20:55:14.762563+00:00

Share price$34.31
1D+0.9%
$33.87$34.10$34.32$34.54$34.765:30 AM6:30 AM9:00 AM1:00 PMOII
Sold putSold call

Oceaneering International Inc. options

Live interpolated OII call and put midpoint premiums by absolute delta.Oceaneering International Inc.$0.34$1.49$2.64$3.79$4.94$28.92$32.60$36.28$39.95$43.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OII spot · $34.30OII PRICE$0.46$0.60$0.74$0.89$1.03$1.17$1.56$1.95$2.35$2.75$3.15$3.55$3.94$0.54$0.72$0.89$1.07$1.24$1.42$1.60$1.77$2.34$2.91$3.47$4.04$4.61
PutsCheap0.92×
CallsExpensive1.13×
SkewBullish-2.28 pp
Implied moveBalanced±$3.15
TiltBearish4.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.4855.4%13.5%31.1554.8%10.8%
25Δ37.7955.2%11.9%31.6954.5%9.7%
30Δ37.1055.0%10.3%32.2454.2%8.6%
35Δ36.4154.9%8.7%32.7954.0%7.5%
40Δ35.7254.7%7.1%33.3453.7%6.4%
45Δ35.0354.5%5.5%33.8953.4%5.3%
50Δ34.4455.3%4.9%34.4453.2%4.3%
55Δ33.8656.1%4.4%34.9952.9%3.2%
60Δ33.2856.9%3.9%35.7053.5%2.8%
65Δ32.7057.7%3.3%36.4054.1%2.4%
70Δ32.1258.5%2.8%37.1154.6%1.9%
75Δ31.5459.3%2.3%37.8255.2%1.5%
80Δ30.9660.1%1.7%38.5355.8%1.1%

20Δ

Calls
Pseudo strike
38.48
IV
55.4%
B/E move
13.5%
Puts
Pseudo strike
31.15
IV
54.8%
B/E move
10.8%

25Δ

Calls
Pseudo strike
37.79
IV
55.2%
B/E move
11.9%
Puts
Pseudo strike
31.69
IV
54.5%
B/E move
9.7%

30Δ

Calls
Pseudo strike
37.10
IV
55.0%
B/E move
10.3%
Puts
Pseudo strike
32.24
IV
54.2%
B/E move
8.6%

35Δ

Calls
Pseudo strike
36.41
IV
54.9%
B/E move
8.7%
Puts
Pseudo strike
32.79
IV
54.0%
B/E move
7.5%

40Δ

Calls
Pseudo strike
35.72
IV
54.7%
B/E move
7.1%
Puts
Pseudo strike
33.34
IV
53.7%
B/E move
6.4%

45Δ

Calls
Pseudo strike
35.03
IV
54.5%
B/E move
5.5%
Puts
Pseudo strike
33.89
IV
53.4%
B/E move
5.3%

50Δ

Calls
Pseudo strike
34.44
IV
55.3%
B/E move
4.9%
Puts
Pseudo strike
34.44
IV
53.2%
B/E move
4.3%

55Δ

Calls
Pseudo strike
33.86
IV
56.1%
B/E move
4.4%
Puts
Pseudo strike
34.99
IV
52.9%
B/E move
3.2%

60Δ

Calls
Pseudo strike
33.28
IV
56.9%
B/E move
3.9%
Puts
Pseudo strike
35.70
IV
53.5%
B/E move
2.8%

65Δ

Calls
Pseudo strike
32.70
IV
57.7%
B/E move
3.3%
Puts
Pseudo strike
36.40
IV
54.1%
B/E move
2.4%

70Δ

Calls
Pseudo strike
32.12
IV
58.5%
B/E move
2.8%
Puts
Pseudo strike
37.11
IV
54.6%
B/E move
1.9%

75Δ

Calls
Pseudo strike
31.54
IV
59.3%
B/E move
2.3%
Puts
Pseudo strike
37.82
IV
55.2%
B/E move
1.5%

80Δ

Calls
Pseudo strike
30.96
IV
60.1%
B/E move
1.7%
Puts
Pseudo strike
38.53
IV
55.8%
B/E move
1.1%

Options history

IV · four-Friday blend48.25%
Daily close
OII43.8%47.0%50.3%2026-08-10: 48.17%2026-08-12: 47.70%2026-08-13: 46.17%2026-08-21: 44.88%2026-08-24: 46.38%2026-08-25: 45.95%2026-08-26: 45.51%2026-08-27: 45.56%2026-08-28: 45.16%2026-08-31: 45.57%2026-09-01: 45.10%2026-09-02: 44.20%2026-09-03: 44.41%2026-09-04: 44.74%2026-09-09: 46.53%2026-09-10: 46.38%2026-09-18: 47.93%2026-09-21: 47.66%2026-09-22: 47.26%2026-09-23: 46.10%2026-09-24: 46.23%2026-09-25: 45.44%2026-09-28: 46.58%2026-09-29: 46.63%2026-09-30: 46.31%2026-10-01: 45.57%2026-10-02: 45.92%2026-10-06: 46.63%2026-10-09: 45.97%2026-10-16: 49.81%2026-10-19: 49.46%2026-10-20: 49.18%2026-10-21: 49.13%2026-10-22: 46.03%2026-10-23: 45.75%2026-10-26: 46.34%2026-10-27: 46.04%2026-10-28: 44.39%2026-10-29: 45.04%2026-10-30: 48.25%Aug 10Sep 23Oct 30
40 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
48.17%
47.70%
46.17%
44.88%
46.38%
45.95%
45.51%
45.56%
45.16%
45.57%
45.10%
44.20%
44.41%
44.74%
46.53%
46.38%
47.93%
47.66%
47.26%
46.10%
46.23%
45.44%
46.58%
46.63%
46.31%
45.57%
45.92%
46.63%
45.97%
49.81%
49.46%
49.18%
49.13%
46.03%
45.75%
46.34%
46.04%
44.39%
45.04%
48.25%