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Okta, Inc. Class A Common Stock OKTA

TECHNOLOGY · SOFTWARE - INFRASTRUCTURE
i

Market dataready · fetched 2026-11-07T02:31:30.977Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:58:07.598615474Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-07T02:31:30.222418+00:00

Share price$169.92
1D-4.5%
AH$163$167$171$175$1795:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOKTA
Sold putSold callAH

Okta, Inc. Class A Common Stock options

Live interpolated OKTA call and put midpoint premiums by absolute delta.Okta, Inc. Class A Common Stock$1.30$6.90$12.50$18.09$23.69$133.22$156.13$179.04$201.95$224.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OKTA spot · $169.92OKTA PRICE$1.91$2.43$3.17$3.90$4.95$5.99$7.03$8.15$9.33$10.56$12.05$14.03$16.37$2.60$3.29$4.19$5.03$5.97$7.06$8.45$10.18$11.83$13.68$15.95$18.60$22.08
PutsCheap0.72×
CallsFair0.97×
SkewBearish+8.69 pp
Implied moveBearish±$15.48
TiltBearish12.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ186.8876.1%11.1%153.8692.8%11.0%
25Δ182.9672.8%9.1%157.8087.9%9.1%
30Δ180.4474.3%8.1%160.7387.5%7.9%
35Δ177.8774.3%7.0%163.6085.0%6.7%
40Δ175.7778.1%6.4%166.2782.9%5.7%
45Δ173.5079.9%5.6%168.7082.3%4.9%
50Δ171.1080.0%4.8%171.2283.3%4.2%
55Δ168.7379.7%4.1%173.8385.7%3.7%
60Δ166.3979.1%3.4%176.5085.8%3.1%
65Δ164.0877.8%2.8%179.2885.7%2.5%
70Δ161.6677.3%2.2%182.3786.4%2.1%
75Δ158.9378.5%1.8%185.7886.9%1.6%
80Δ155.8879.7%1.4%189.9488.5%1.2%

20Δ

Calls
Pseudo strike
186.88
IV
76.1%
B/E move
11.1%
Puts
Pseudo strike
153.86
IV
92.8%
B/E move
11.0%

25Δ

Calls
Pseudo strike
182.96
IV
72.8%
B/E move
9.1%
Puts
Pseudo strike
157.80
IV
87.9%
B/E move
9.1%

30Δ

Calls
Pseudo strike
180.44
IV
74.3%
B/E move
8.1%
Puts
Pseudo strike
160.73
IV
87.5%
B/E move
7.9%

35Δ

Calls
Pseudo strike
177.87
IV
74.3%
B/E move
7.0%
Puts
Pseudo strike
163.60
IV
85.0%
B/E move
6.7%

40Δ

Calls
Pseudo strike
175.77
IV
78.1%
B/E move
6.4%
Puts
Pseudo strike
166.27
IV
82.9%
B/E move
5.7%

45Δ

Calls
Pseudo strike
173.50
IV
79.9%
B/E move
5.6%
Puts
Pseudo strike
168.70
IV
82.3%
B/E move
4.9%

50Δ

Calls
Pseudo strike
171.10
IV
80.0%
B/E move
4.8%
Puts
Pseudo strike
171.22
IV
83.3%
B/E move
4.2%

55Δ

Calls
Pseudo strike
168.73
IV
79.7%
B/E move
4.1%
Puts
Pseudo strike
173.83
IV
85.7%
B/E move
3.7%

60Δ

Calls
Pseudo strike
166.39
IV
79.1%
B/E move
3.4%
Puts
Pseudo strike
176.50
IV
85.8%
B/E move
3.1%

65Δ

Calls
Pseudo strike
164.08
IV
77.8%
B/E move
2.8%
Puts
Pseudo strike
179.28
IV
85.7%
B/E move
2.5%

70Δ

Calls
Pseudo strike
161.66
IV
77.3%
B/E move
2.2%
Puts
Pseudo strike
182.37
IV
86.4%
B/E move
2.1%

75Δ

Calls
Pseudo strike
158.93
IV
78.5%
B/E move
1.8%
Puts
Pseudo strike
185.78
IV
86.9%
B/E move
1.6%

80Δ

Calls
Pseudo strike
155.88
IV
79.7%
B/E move
1.4%
Puts
Pseudo strike
189.94
IV
88.5%
B/E move
1.2%

Options history

IV · four-Friday blend74.11%
Daily close
OKTA43.2%80.7%118.2%2026-08-10: 70.74%2026-08-11: 69.27%2026-08-12: 71.01%2026-08-13: 75.31%2026-08-14: 72.38%2026-08-17: 80.66%2026-08-18: 81.75%2026-08-19: 83.95%2026-08-20: 87.54%2026-08-21: 90.31%2026-08-24: 104.42%2026-08-25: 113.06%2026-08-26: 104.00%2026-08-27: 64.14%2026-08-28: 48.60%2026-08-31: 54.35%2026-09-01: 56.31%2026-09-02: 56.09%2026-09-03: 54.15%2026-09-04: 48.37%2026-09-08: 56.24%2026-09-09: 57.28%2026-09-10: 57.36%2026-09-11: 52.63%2026-09-14: 62.20%2026-09-15: 62.65%2026-09-16: 60.03%2026-09-17: 56.55%2026-09-18: 50.31%2026-09-21: 58.43%2026-09-22: 62.37%2026-09-23: 62.80%2026-09-24: 60.42%2026-09-25: 57.08%2026-09-28: 60.96%2026-09-29: 59.86%2026-09-30: 60.19%2026-10-01: 59.95%2026-10-02: 52.87%2026-10-05: 55.54%2026-10-06: 55.43%2026-10-07: 53.84%2026-10-08: 54.27%2026-10-09: 53.30%2026-10-12: 53.98%2026-10-13: 55.31%2026-10-14: 61.31%2026-10-15: 61.94%2026-10-16: 64.64%2026-10-19: 62.46%2026-10-20: 61.95%2026-10-21: 62.67%2026-10-22: 67.69%2026-10-23: 65.73%2026-10-26: 67.28%2026-10-27: 67.16%2026-10-28: 69.60%2026-10-29: 72.19%2026-10-30: 74.11%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
70.74%
69.27%
71.01%
75.31%
72.38%
80.66%
81.75%
83.95%
87.54%
90.31%
104.42%
113.06%
104.00%
64.14%
48.60%
54.35%
56.31%
56.09%
54.15%
48.37%
56.24%
57.28%
57.36%
52.63%
62.20%
62.65%
60.03%
56.55%
50.31%
58.43%
62.37%
62.80%
60.42%
57.08%
60.96%
59.86%
60.19%
59.95%
52.87%
55.54%
55.43%
53.84%
54.27%
53.30%
53.98%
55.31%
61.31%
61.94%
64.64%
62.46%
61.95%
62.67%
67.69%
65.73%
67.28%
67.16%
69.60%
72.19%
74.11%