IntraAlpha
Create free account Start free

Omeros Corporation Common Stock OMER

i

Market datapartial · fetched 2026-10-23T16:42:30.659Z

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 · 2026-10-23T16:41:31.682815237Z

FundamentalsAlpha Vantage · unavailable

Share price$16.58
1D-1.5%
$16.44$16.55$16.66$16.76$16.875:30 AM6:30 AM9:00 AM1:00 PMOMER
Sold putSold call

Omeros Corporation Common Stock options

Live interpolated OMER call and put midpoint premiums by absolute delta.Omeros Corporation Common Stock$0.24$1.44$2.64$3.84$5.05$11.46$13.95$16.44$18.93$21.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OMER spot · $16.58OMER PRICE$0.37$0.50$0.62$0.77$0.92$1.10$1.28$1.50$1.72$1.85$1.94$2.03$3.63$0.50$0.67$0.83$0.99$1.17$1.43$1.71$2.09$2.42$2.63$2.84$3.66$4.70
PutsCheap0.90×
CallsExpensive1.20×
SkewBearish+2.40 pp
Implied moveBearish±$2.99
TiltBearish16.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.4277.5%25.4%13.9986.3%18.6%
25Δ19.8681.1%22.8%14.5685.4%16.2%
30Δ19.1579.7%19.2%15.1183.9%13.9%
35Δ18.5679.4%16.6%15.6280.3%11.7%
40Δ18.0179.4%14.2%16.1277.9%9.8%
45Δ17.5379.6%12.4%16.5879.1%8.6%
50Δ17.0479.9%10.5%17.0580.4%7.5%
55Δ16.5880.1%9.0%17.5982.5%6.5%
60Δ16.1180.2%7.6%18.0983.0%5.5%
65Δ15.7475.0%6.1%18.4978.3%4.4%
70Δ15.4068.1%4.6%18.8973.7%3.2%
75Δ15.0661.2%3.1%19.8278.3%2.5%
80Δ13.62103.1%4.0%20.9586.4%2.0%

20Δ

Calls
Pseudo strike
20.42
IV
77.5%
B/E move
25.4%
Puts
Pseudo strike
13.99
IV
86.3%
B/E move
18.6%

25Δ

Calls
Pseudo strike
19.86
IV
81.1%
B/E move
22.8%
Puts
Pseudo strike
14.56
IV
85.4%
B/E move
16.2%

30Δ

Calls
Pseudo strike
19.15
IV
79.7%
B/E move
19.2%
Puts
Pseudo strike
15.11
IV
83.9%
B/E move
13.9%

35Δ

Calls
Pseudo strike
18.56
IV
79.4%
B/E move
16.6%
Puts
Pseudo strike
15.62
IV
80.3%
B/E move
11.7%

40Δ

Calls
Pseudo strike
18.01
IV
79.4%
B/E move
14.2%
Puts
Pseudo strike
16.12
IV
77.9%
B/E move
9.8%

45Δ

Calls
Pseudo strike
17.53
IV
79.6%
B/E move
12.4%
Puts
Pseudo strike
16.58
IV
79.1%
B/E move
8.6%

50Δ

Calls
Pseudo strike
17.04
IV
79.9%
B/E move
10.5%
Puts
Pseudo strike
17.05
IV
80.4%
B/E move
7.5%

55Δ

Calls
Pseudo strike
16.58
IV
80.1%
B/E move
9.0%
Puts
Pseudo strike
17.59
IV
82.5%
B/E move
6.5%

60Δ

Calls
Pseudo strike
16.11
IV
80.2%
B/E move
7.6%
Puts
Pseudo strike
18.09
IV
83.0%
B/E move
5.5%

65Δ

Calls
Pseudo strike
15.74
IV
75.0%
B/E move
6.1%
Puts
Pseudo strike
18.49
IV
78.3%
B/E move
4.4%

70Δ

Calls
Pseudo strike
15.40
IV
68.1%
B/E move
4.6%
Puts
Pseudo strike
18.89
IV
73.7%
B/E move
3.2%

75Δ

Calls
Pseudo strike
15.06
IV
61.2%
B/E move
3.1%
Puts
Pseudo strike
19.82
IV
78.3%
B/E move
2.5%

80Δ

Calls
Pseudo strike
13.62
IV
103.1%
B/E move
4.0%
Puts
Pseudo strike
20.95
IV
86.4%
B/E move
2.0%

Options history

No recorded observations