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Omeros Corporation Common Stock OMER

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Market datapartial · fetched 2026-10-23T01:37:14.043Z

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 · 2026-10-22T22:35:46.509804502Z

FundamentalsAlpha Vantage · unavailable

Share price$16.41
1D+3.7%
AH$16.21$16.39$16.57$16.75$16.935:30 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$0.36$1.24$2.12$3.00$3.88$11.21$13.93$16.64$19.35$22.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OMER spot · $16.41OMER PRICE$0.51$0.85$0.69$0.84$0.98$1.27$1.56$1.81$2.05$2.26$2.56$3.15$3.45$0.45$0.59$0.72$0.85$0.97$1.30$1.65$1.93$2.19$2.50$2.87$3.25$3.62
PutsCheap0.81×
CallsExpensive1.57×
SkewBullish-27.12 pp
Implied moveBearish±$3.21
TiltBearish2.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.84111.6%42.3%14.0178.7%17.4%
25Δ24.62153.1%55.2%14.5576.1%14.9%
30Δ19.3788.5%22.3%15.0873.3%12.5%
35Δ18.6887.5%19.0%15.5369.5%10.5%
40Δ17.9984.7%15.6%15.9765.8%8.6%
45Δ17.5591.9%14.7%16.4271.0%7.9%
50Δ17.1099.0%13.7%16.8776.7%7.2%
55Δ16.5499.7%11.8%17.3277.0%6.2%
60Δ15.9598.1%9.7%17.7675.1%5.1%
65Δ15.4193.8%7.7%18.2473.4%4.1%
70Δ14.8492.7%6.0%18.7471.6%3.3%
75Δ14.12102.0%5.2%19.2569.9%2.5%
80Δ13.6196.4%3.9%19.7668.2%1.7%

20Δ

Calls
Pseudo strike
22.84
IV
111.6%
B/E move
42.3%
Puts
Pseudo strike
14.01
IV
78.7%
B/E move
17.4%

25Δ

Calls
Pseudo strike
24.62
IV
153.1%
B/E move
55.2%
Puts
Pseudo strike
14.55
IV
76.1%
B/E move
14.9%

30Δ

Calls
Pseudo strike
19.37
IV
88.5%
B/E move
22.3%
Puts
Pseudo strike
15.08
IV
73.3%
B/E move
12.5%

35Δ

Calls
Pseudo strike
18.68
IV
87.5%
B/E move
19.0%
Puts
Pseudo strike
15.53
IV
69.5%
B/E move
10.5%

40Δ

Calls
Pseudo strike
17.99
IV
84.7%
B/E move
15.6%
Puts
Pseudo strike
15.97
IV
65.8%
B/E move
8.6%

45Δ

Calls
Pseudo strike
17.55
IV
91.9%
B/E move
14.7%
Puts
Pseudo strike
16.42
IV
71.0%
B/E move
7.9%

50Δ

Calls
Pseudo strike
17.10
IV
99.0%
B/E move
13.7%
Puts
Pseudo strike
16.87
IV
76.7%
B/E move
7.2%

55Δ

Calls
Pseudo strike
16.54
IV
99.7%
B/E move
11.8%
Puts
Pseudo strike
17.32
IV
77.0%
B/E move
6.2%

60Δ

Calls
Pseudo strike
15.95
IV
98.1%
B/E move
9.7%
Puts
Pseudo strike
17.76
IV
75.1%
B/E move
5.1%

65Δ

Calls
Pseudo strike
15.41
IV
93.8%
B/E move
7.7%
Puts
Pseudo strike
18.24
IV
73.4%
B/E move
4.1%

70Δ

Calls
Pseudo strike
14.84
IV
92.7%
B/E move
6.0%
Puts
Pseudo strike
18.74
IV
71.6%
B/E move
3.3%

75Δ

Calls
Pseudo strike
14.12
IV
102.0%
B/E move
5.2%
Puts
Pseudo strike
19.25
IV
69.9%
B/E move
2.5%

80Δ

Calls
Pseudo strike
13.61
IV
96.4%
B/E move
3.9%
Puts
Pseudo strike
19.76
IV
68.2%
B/E move
1.7%

Options history

No recorded observations