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

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Market datapartial · fetched 2026-10-23T03:51:09.195Z

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 · 2026-10-22T20:00:01.119569106Z

FundamentalsAlpha Vantage · unavailable

Share price$92.63
1D+0.7%
AH$90.39$91.22$92.06$92.89$93.725:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOLLI
Sold putSold callAH

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$0.92$4.22$7.52$10.82$14.11$77.27$84.99$92.71$100.42$108.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OLLI spot · $92.63OLLI PRICE$1.28$1.75$2.22$2.78$3.37$3.96$4.71$5.51$6.31$7.33$8.47$9.61$11.09$1.48$1.99$2.60$3.20$3.92$4.80$5.67$6.59$7.59$8.59$9.76$11.46$13.16
PutsExpensive1.13×
CallsExpensive1.15×
SkewBullish-0.58 pp
Implied moveBearish±$10.38
TiltBearish8.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.6646.3%14.4%83.6747.1%11.3%
25Δ102.6546.9%12.7%85.7046.8%9.6%
30Δ100.6547.5%11.1%87.3547.2%8.5%
35Δ98.8447.8%9.7%89.0047.5%7.4%
40Δ97.1348.0%8.5%90.6348.0%6.4%
45Δ95.4148.1%7.3%92.2448.5%5.6%
50Δ93.7948.4%6.3%93.8549.0%4.8%
55Δ92.1848.6%5.5%95.4749.1%4.0%
60Δ90.5848.8%4.6%97.1148.3%3.4%
65Δ88.8849.0%3.9%98.7547.5%2.7%
70Δ87.1349.3%3.2%100.5146.8%2.0%
75Δ85.3749.5%2.5%102.6746.9%1.5%
80Δ83.3748.9%2.0%104.8347.0%1.0%

20Δ

Calls
Pseudo strike
104.66
IV
46.3%
B/E move
14.4%
Puts
Pseudo strike
83.67
IV
47.1%
B/E move
11.3%

25Δ

Calls
Pseudo strike
102.65
IV
46.9%
B/E move
12.7%
Puts
Pseudo strike
85.70
IV
46.8%
B/E move
9.6%

30Δ

Calls
Pseudo strike
100.65
IV
47.5%
B/E move
11.1%
Puts
Pseudo strike
87.35
IV
47.2%
B/E move
8.5%

35Δ

Calls
Pseudo strike
98.84
IV
47.8%
B/E move
9.7%
Puts
Pseudo strike
89.00
IV
47.5%
B/E move
7.4%

40Δ

Calls
Pseudo strike
97.13
IV
48.0%
B/E move
8.5%
Puts
Pseudo strike
90.63
IV
48.0%
B/E move
6.4%

45Δ

Calls
Pseudo strike
95.41
IV
48.1%
B/E move
7.3%
Puts
Pseudo strike
92.24
IV
48.5%
B/E move
5.6%

50Δ

Calls
Pseudo strike
93.79
IV
48.4%
B/E move
6.3%
Puts
Pseudo strike
93.85
IV
49.0%
B/E move
4.8%

55Δ

Calls
Pseudo strike
92.18
IV
48.6%
B/E move
5.5%
Puts
Pseudo strike
95.47
IV
49.1%
B/E move
4.0%

60Δ

Calls
Pseudo strike
90.58
IV
48.8%
B/E move
4.6%
Puts
Pseudo strike
97.11
IV
48.3%
B/E move
3.4%

65Δ

Calls
Pseudo strike
88.88
IV
49.0%
B/E move
3.9%
Puts
Pseudo strike
98.75
IV
47.5%
B/E move
2.7%

70Δ

Calls
Pseudo strike
87.13
IV
49.3%
B/E move
3.2%
Puts
Pseudo strike
100.51
IV
46.8%
B/E move
2.0%

75Δ

Calls
Pseudo strike
85.37
IV
49.5%
B/E move
2.5%
Puts
Pseudo strike
102.67
IV
46.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
83.37
IV
48.9%
B/E move
2.0%
Puts
Pseudo strike
104.83
IV
47.0%
B/E move
1.0%

Options history

No recorded observations