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Ollie's Bargain Outlet Holdings, Inc. Common Stock OLLI

i

Market dataready · fetched 2026-11-13T17:10:43.585Z

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 · 2026-11-13T17:10:39.391395103Z

FundamentalsSEC EDGAR · ready · as of 2026-08-01 · fetched 2026-11-13T17:10:42.794007+00:00

Share price$94.33
1D-1.9%
$93.13$93.95$94.77$95.59$96.425:30 AM6:30 AM9:00 AM1:00 PMOLLI
Sold putSold call

Ollie's Bargain Outlet Holdings, Inc. Common Stock options

Live interpolated OLLI call and put midpoint premiums by absolute delta.Ollie's Bargain Outlet Holdings, Inc. Common Stock$0.49$2.47$4.44$6.42$8.40$85.27$89.67$94.07$98.48$102.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OLLI spot · $94.33OLLI PRICE$0.70$0.97$1.25$1.53$1.82$2.10$2.50$3.02$3.55$4.07$4.59$5.11$6.01$0.92$1.19$1.53$1.90$2.27$2.64$3.01$3.57$4.24$4.90$5.57$6.23$7.83
PutsExpensive1.64×
CallsCheap0.94×
SkewBearish+6.76 pp
Implied moveBearish±$5.51
TiltBearish10.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.3950.0%7.2%88.0259.7%7.7%
25Δ99.2148.9%6.2%89.6158.2%6.3%
30Δ98.2848.8%5.5%90.7457.3%5.4%
35Δ97.3448.8%4.8%91.7156.6%4.8%
40Δ96.4148.7%4.1%92.6955.9%4.1%
45Δ95.4848.6%3.5%93.6655.3%3.5%
50Δ94.5948.6%2.9%94.6454.6%2.9%
55Δ93.7348.8%2.6%95.6254.3%2.4%
60Δ92.8848.9%2.2%96.6254.1%2.1%
65Δ92.0249.1%1.9%97.6154.0%1.7%
70Δ91.1649.2%1.5%98.6153.8%1.4%
75Δ90.3149.3%1.2%99.6053.7%1.0%
80Δ89.1548.7%0.9%101.4456.8%0.8%

20Δ

Calls
Pseudo strike
100.39
IV
50.0%
B/E move
7.2%
Puts
Pseudo strike
88.02
IV
59.7%
B/E move
7.7%

25Δ

Calls
Pseudo strike
99.21
IV
48.9%
B/E move
6.2%
Puts
Pseudo strike
89.61
IV
58.2%
B/E move
6.3%

30Δ

Calls
Pseudo strike
98.28
IV
48.8%
B/E move
5.5%
Puts
Pseudo strike
90.74
IV
57.3%
B/E move
5.4%

35Δ

Calls
Pseudo strike
97.34
IV
48.8%
B/E move
4.8%
Puts
Pseudo strike
91.71
IV
56.6%
B/E move
4.8%

40Δ

Calls
Pseudo strike
96.41
IV
48.7%
B/E move
4.1%
Puts
Pseudo strike
92.69
IV
55.9%
B/E move
4.1%

45Δ

Calls
Pseudo strike
95.48
IV
48.6%
B/E move
3.5%
Puts
Pseudo strike
93.66
IV
55.3%
B/E move
3.5%

50Δ

Calls
Pseudo strike
94.59
IV
48.6%
B/E move
2.9%
Puts
Pseudo strike
94.64
IV
54.6%
B/E move
2.9%

55Δ

Calls
Pseudo strike
93.73
IV
48.8%
B/E move
2.6%
Puts
Pseudo strike
95.62
IV
54.3%
B/E move
2.4%

60Δ

Calls
Pseudo strike
92.88
IV
48.9%
B/E move
2.2%
Puts
Pseudo strike
96.62
IV
54.1%
B/E move
2.1%

65Δ

Calls
Pseudo strike
92.02
IV
49.1%
B/E move
1.9%
Puts
Pseudo strike
97.61
IV
54.0%
B/E move
1.7%

70Δ

Calls
Pseudo strike
91.16
IV
49.2%
B/E move
1.5%
Puts
Pseudo strike
98.61
IV
53.8%
B/E move
1.4%

75Δ

Calls
Pseudo strike
90.31
IV
49.3%
B/E move
1.2%
Puts
Pseudo strike
99.60
IV
53.7%
B/E move
1.0%

80Δ

Calls
Pseudo strike
89.15
IV
48.7%
B/E move
0.9%
Puts
Pseudo strike
101.44
IV
56.8%
B/E move
0.8%

Options history

IV · four-Friday blend48.84%
Daily EOD
OLLI45.9%47.5%49.1%2026-10-19: 46.08%2026-10-20: 47.08%2026-10-21: 46.99%2026-10-22: 48.31%2026-10-23: 48.54%2026-10-26: 48.01%2026-10-27: 48.61%2026-10-28: 48.84%2026-10-29: 48.15%2026-10-30: 48.84%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
46.08%
47.08%
46.99%
48.31%
48.54%
48.01%
48.61%
48.84%
48.15%
48.84%