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Omeros Corporation Common Stock OMER

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-14T01:13:18.566Z

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 · 2026-11-14T00:49:09.630825841Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-14T01:13:18.158316+00:00

Share price$17.38
1D-2.4%
AH$17.01$17.25$17.50$17.74$17.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOMER
Sold putSold callAH

Omeros Corporation Common Stock options

Live interpolated OMER call and put midpoint premiums by absolute delta.Omeros Corporation Common Stock$0.32$1.42$2.51$3.61$4.71$13.39$14.96$16.54$18.12$19.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive OMER spot · $17.38OMER PRICE$0.50$0.64$0.81$0.99$1.19$1.41$1.71$2.07$2.56$2.86$3.06$4.39$0.44$0.61$0.78$1.01$1.25$1.40$1.51$1.66$1.93$2.21$2.63$3.10$3.91
PutsExpensive2.02×
Calls——
Skew——
Implied moveBearish±$2.92
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.95149.3%16.5%
25Δ20.52151.9%20.9%15.45150.0%14.6%
30Δ19.90153.7%18.1%15.93150.7%12.8%
35Δ19.40158.7%16.3%16.40154.3%11.5%
40Δ18.89162.8%14.4%16.86158.5%10.2%
45Δ18.37164.2%12.5%17.28151.6%8.6%
50Δ17.86167.6%10.9%17.68139.9%7.0%
55Δ17.36175.9%9.7%18.09130.4%5.5%
60Δ16.82187.2%8.7%18.51129.7%4.6%
65Δ16.21206.2%8.0%18.93128.9%3.8%
70Δ15.65202.3%6.5%19.47130.9%3.1%
75Δ15.12186.9%4.6%20.06133.9%2.4%
80Δ13.82252.7%4.8%20.95142.8%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.95
IV
149.3%
B/E move
16.5%

25Δ

Calls
Pseudo strike
20.52
IV
151.9%
B/E move
20.9%
Puts
Pseudo strike
15.45
IV
150.0%
B/E move
14.6%

30Δ

Calls
Pseudo strike
19.90
IV
153.7%
B/E move
18.1%
Puts
Pseudo strike
15.93
IV
150.7%
B/E move
12.8%

35Δ

Calls
Pseudo strike
19.40
IV
158.7%
B/E move
16.3%
Puts
Pseudo strike
16.40
IV
154.3%
B/E move
11.5%

40Δ

Calls
Pseudo strike
18.89
IV
162.8%
B/E move
14.4%
Puts
Pseudo strike
16.86
IV
158.5%
B/E move
10.2%

45Δ

Calls
Pseudo strike
18.37
IV
164.2%
B/E move
12.5%
Puts
Pseudo strike
17.28
IV
151.6%
B/E move
8.6%

50Δ

Calls
Pseudo strike
17.86
IV
167.6%
B/E move
10.9%
Puts
Pseudo strike
17.68
IV
139.9%
B/E move
7.0%

55Δ

Calls
Pseudo strike
17.36
IV
175.9%
B/E move
9.7%
Puts
Pseudo strike
18.09
IV
130.4%
B/E move
5.5%

60Δ

Calls
Pseudo strike
16.82
IV
187.2%
B/E move
8.7%
Puts
Pseudo strike
18.51
IV
129.7%
B/E move
4.6%

65Δ

Calls
Pseudo strike
16.21
IV
206.2%
B/E move
8.0%
Puts
Pseudo strike
18.93
IV
128.9%
B/E move
3.8%

70Δ

Calls
Pseudo strike
15.65
IV
202.3%
B/E move
6.5%
Puts
Pseudo strike
19.47
IV
130.9%
B/E move
3.1%

75Δ

Calls
Pseudo strike
15.12
IV
186.9%
B/E move
4.6%
Puts
Pseudo strike
20.06
IV
133.9%
B/E move
2.4%

80Δ

Calls
Pseudo strike
13.82
IV
252.7%
B/E move
4.8%
Puts
Pseudo strike
20.95
IV
142.8%
B/E move
1.9%

Options history

IV · four-Friday blend72.78%
Daily EOD
OMER69.6%73.0%76.5%2026-10-19: 75.99%2026-10-20: 71.20%2026-10-21: 71.84%2026-10-22: 73.29%2026-10-23: 71.39%2026-10-26: 70.58%2026-10-27: 71.56%2026-10-28: 70.08%2026-10-29: 73.71%2026-10-30: 72.78%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
75.99%
71.20%
71.84%
73.29%
71.39%
70.58%
71.56%
70.08%
73.71%
72.78%