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Odyssey Marine Exploration Inc OMEX

BASIC MATERIALS · OTHER INDUSTRIAL METALS & MINING
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Market dataready · fetched 2026-10-16T22:54:09.427Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:31:34.261582403Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:54:08.480965+00:00

Share price$0.65
1D+4.4%
AH$0.60$0.61$0.63$0.65$0.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOMEX
Sold putSold callAH

Odyssey Marine Exploration Inc options

Live interpolated OMEX call and put midpoint premiums by absolute delta.Odyssey Marine Exploration Inc$0.00$0.51$1.01$1.52$2.03$-0.23$0.18$0.60$1.02$1.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OMEX spot · $0.65OMEX PRICE$0.05$0.07$0.08$0.10$0.12$0.14$0.16$0.18$0.20$0.22$0.25$0.27$0.28$0.49$0.71$0.93$1.14$1.36$1.57$1.79$1.88$1.62$1.33$0.91
PutsExpensive1.53×
CallsExpensive1.37×
SkewBearish+36.82 pp
Implied moveBearish±$1.52
TiltBearish76.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.88200.3%197.1%
25Δ1.79214.7%186.0%0.64246.7%44.0%
30Δ1.70229.0%174.9%0.88256.0%40.3%
35Δ1.61243.3%163.7%1.12265.4%36.6%
40Δ1.52257.6%152.6%1.36274.7%32.9%
45Δ1.39255.0%136.0%1.60284.0%29.2%
50Δ1.25247.3%117.8%1.84293.4%25.5%
55Δ1.11239.6%99.7%2.08302.7%21.8%
60Δ0.98231.9%81.5%2.32312.1%18.1%
65Δ0.84224.3%63.3%2.44308.5%14.4%
70Δ0.70216.6%45.2%2.20269.1%10.7%
75Δ0.56208.9%27.0%1.93226.9%7.2%
80Δ1.53170.8%4.1%

20Δ

Calls
Pseudo strike
1.88
IV
200.3%
B/E move
197.1%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
1.79
IV
214.7%
B/E move
186.0%
Puts
Pseudo strike
0.64
IV
246.7%
B/E move
44.0%

30Δ

Calls
Pseudo strike
1.70
IV
229.0%
B/E move
174.9%
Puts
Pseudo strike
0.88
IV
256.0%
B/E move
40.3%

35Δ

Calls
Pseudo strike
1.61
IV
243.3%
B/E move
163.7%
Puts
Pseudo strike
1.12
IV
265.4%
B/E move
36.6%

40Δ

Calls
Pseudo strike
1.52
IV
257.6%
B/E move
152.6%
Puts
Pseudo strike
1.36
IV
274.7%
B/E move
32.9%

45Δ

Calls
Pseudo strike
1.39
IV
255.0%
B/E move
136.0%
Puts
Pseudo strike
1.60
IV
284.0%
B/E move
29.2%

50Δ

Calls
Pseudo strike
1.25
IV
247.3%
B/E move
117.8%
Puts
Pseudo strike
1.84
IV
293.4%
B/E move
25.5%

55Δ

Calls
Pseudo strike
1.11
IV
239.6%
B/E move
99.7%
Puts
Pseudo strike
2.08
IV
302.7%
B/E move
21.8%

60Δ

Calls
Pseudo strike
0.98
IV
231.9%
B/E move
81.5%
Puts
Pseudo strike
2.32
IV
312.1%
B/E move
18.1%

65Δ

Calls
Pseudo strike
0.84
IV
224.3%
B/E move
63.3%
Puts
Pseudo strike
2.44
IV
308.5%
B/E move
14.4%

70Δ

Calls
Pseudo strike
0.70
IV
216.6%
B/E move
45.2%
Puts
Pseudo strike
2.20
IV
269.1%
B/E move
10.7%

75Δ

Calls
Pseudo strike
0.56
IV
208.9%
B/E move
27.0%
Puts
Pseudo strike
1.93
IV
226.9%
B/E move
7.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.53
IV
170.8%
B/E move
4.1%