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Oceaneering International Inc. OII

i

Market dataready · fetched 2026-11-06T22:54:53.209Z

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 · 2026-11-06T21:10:00.001530608Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T22:54:51.720982+00:00

Share price$34.24
1D+0.7%
AH$33.87$34.10$34.32$34.54$34.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOII
Sold putSold callAH

Oceaneering International Inc. options

Live interpolated OII call and put midpoint premiums by absolute delta.Oceaneering International Inc.$0.35$1.43$2.52$3.60$4.69$28.86$32.55$36.25$39.94$43.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OII spot · $34.24OII PRICE$0.47$0.61$0.75$0.90$1.04$1.20$1.61$2.02$2.43$2.84$3.24$3.65$4.06$0.53$0.70$0.88$1.05$1.22$1.39$1.57$1.74$2.20$2.75$3.29$3.83$4.37
PutsCheap0.88×
CallsExpensive1.17×
SkewBullish-6.03 pp
Implied moveBalanced±$3.18
TiltBalanced1.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.4656.1%13.7%31.1154.1%10.7%
25Δ37.7656.0%12.1%31.6553.7%9.6%
30Δ37.0655.9%10.4%32.1953.4%8.5%
35Δ36.3655.8%8.8%32.7353.0%7.5%
40Δ35.6655.7%7.2%33.2752.7%6.4%
45Δ34.9655.7%5.6%33.8152.3%5.3%
50Δ34.3756.9%5.1%34.3552.0%4.3%
55Δ33.7758.1%4.5%34.8951.6%3.2%
60Δ33.1759.2%4.0%35.5351.5%2.7%
65Δ32.5860.4%3.4%36.2151.4%2.3%
70Δ31.9861.6%2.9%36.8851.4%1.9%
75Δ31.3862.8%2.3%37.5551.3%1.5%
80Δ30.7864.0%1.8%38.2351.3%1.1%

20Δ

Calls
Pseudo strike
38.46
IV
56.1%
B/E move
13.7%
Puts
Pseudo strike
31.11
IV
54.1%
B/E move
10.7%

25Δ

Calls
Pseudo strike
37.76
IV
56.0%
B/E move
12.1%
Puts
Pseudo strike
31.65
IV
53.7%
B/E move
9.6%

30Δ

Calls
Pseudo strike
37.06
IV
55.9%
B/E move
10.4%
Puts
Pseudo strike
32.19
IV
53.4%
B/E move
8.5%

35Δ

Calls
Pseudo strike
36.36
IV
55.8%
B/E move
8.8%
Puts
Pseudo strike
32.73
IV
53.0%
B/E move
7.5%

40Δ

Calls
Pseudo strike
35.66
IV
55.7%
B/E move
7.2%
Puts
Pseudo strike
33.27
IV
52.7%
B/E move
6.4%

45Δ

Calls
Pseudo strike
34.96
IV
55.7%
B/E move
5.6%
Puts
Pseudo strike
33.81
IV
52.3%
B/E move
5.3%

50Δ

Calls
Pseudo strike
34.37
IV
56.9%
B/E move
5.1%
Puts
Pseudo strike
34.35
IV
52.0%
B/E move
4.3%

55Δ

Calls
Pseudo strike
33.77
IV
58.1%
B/E move
4.5%
Puts
Pseudo strike
34.89
IV
51.6%
B/E move
3.2%

60Δ

Calls
Pseudo strike
33.17
IV
59.2%
B/E move
4.0%
Puts
Pseudo strike
35.53
IV
51.5%
B/E move
2.7%

65Δ

Calls
Pseudo strike
32.58
IV
60.4%
B/E move
3.4%
Puts
Pseudo strike
36.21
IV
51.4%
B/E move
2.3%

70Δ

Calls
Pseudo strike
31.98
IV
61.6%
B/E move
2.9%
Puts
Pseudo strike
36.88
IV
51.4%
B/E move
1.9%

75Δ

Calls
Pseudo strike
31.38
IV
62.8%
B/E move
2.3%
Puts
Pseudo strike
37.55
IV
51.3%
B/E move
1.5%

80Δ

Calls
Pseudo strike
30.78
IV
64.0%
B/E move
1.8%
Puts
Pseudo strike
38.23
IV
51.3%
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%