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OneMain Holdings, Inc. OMF

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Market datapartial · fetched 2026-10-23T23:09:33.227Z

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 · 2026-10-23T23:00:00.002525364Z

FundamentalsAlpha Vantage · unavailable

Share price$55.72
1D-1.0%
AH$55.44$55.67$55.91$56.14$56.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOMF
Sold putSold callAH

OneMain Holdings, Inc. options

Live interpolated OMF call and put midpoint premiums by absolute delta.OneMain Holdings, Inc.$0.34$2.77$5.20$7.63$10.06$47.25$50.99$54.73$58.47$62.2120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OMF spot · $55.72OMF PRICE$0.60$0.74$0.90$1.07$1.28$1.57$1.86$2.14$2.48$3.03$3.58$4.14$5.15$0.83$1.14$1.45$1.78$2.12$2.49$2.91$3.33$3.93$4.67$5.50$7.51$9.36
PutsExpensive1.77×
CallsExpensive1.32×
SkewBearish+12.86 pp
Implied moveBearish±$4.77
TiltBearish24.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ62.0338.1%12.4%50.7644.1%10.4%
25Δ59.8033.5%8.6%51.7345.1%9.2%
30Δ58.9332.2%7.4%52.7045.8%8.0%
35Δ58.0530.8%6.1%53.6345.1%7.0%
40Δ57.2830.1%5.1%54.5644.5%5.9%
45Δ56.6830.3%4.5%55.4443.8%5.0%
50Δ56.0830.6%4.0%56.2843.2%4.2%
55Δ55.4830.9%3.4%57.1242.6%3.5%
60Δ54.8631.3%2.9%58.0542.8%2.9%
65Δ54.1032.5%2.5%59.0643.7%2.4%
70Δ53.3433.7%2.2%60.1645.1%1.9%
75Δ52.5934.9%1.8%62.3052.3%1.7%
80Δ51.3937.2%1.5%64.3955.3%1.2%

20Δ

Calls
Pseudo strike
62.03
IV
38.1%
B/E move
12.4%
Puts
Pseudo strike
50.76
IV
44.1%
B/E move
10.4%

25Δ

Calls
Pseudo strike
59.80
IV
33.5%
B/E move
8.6%
Puts
Pseudo strike
51.73
IV
45.1%
B/E move
9.2%

30Δ

Calls
Pseudo strike
58.93
IV
32.2%
B/E move
7.4%
Puts
Pseudo strike
52.70
IV
45.8%
B/E move
8.0%

35Δ

Calls
Pseudo strike
58.05
IV
30.8%
B/E move
6.1%
Puts
Pseudo strike
53.63
IV
45.1%
B/E move
7.0%

40Δ

Calls
Pseudo strike
57.28
IV
30.1%
B/E move
5.1%
Puts
Pseudo strike
54.56
IV
44.5%
B/E move
5.9%

45Δ

Calls
Pseudo strike
56.68
IV
30.3%
B/E move
4.5%
Puts
Pseudo strike
55.44
IV
43.8%
B/E move
5.0%

50Δ

Calls
Pseudo strike
56.08
IV
30.6%
B/E move
4.0%
Puts
Pseudo strike
56.28
IV
43.2%
B/E move
4.2%

55Δ

Calls
Pseudo strike
55.48
IV
30.9%
B/E move
3.4%
Puts
Pseudo strike
57.12
IV
42.6%
B/E move
3.5%

60Δ

Calls
Pseudo strike
54.86
IV
31.3%
B/E move
2.9%
Puts
Pseudo strike
58.05
IV
42.8%
B/E move
2.9%

65Δ

Calls
Pseudo strike
54.10
IV
32.5%
B/E move
2.5%
Puts
Pseudo strike
59.06
IV
43.7%
B/E move
2.4%

70Δ

Calls
Pseudo strike
53.34
IV
33.7%
B/E move
2.2%
Puts
Pseudo strike
60.16
IV
45.1%
B/E move
1.9%

75Δ

Calls
Pseudo strike
52.59
IV
34.9%
B/E move
1.8%
Puts
Pseudo strike
62.30
IV
52.3%
B/E move
1.7%

80Δ

Calls
Pseudo strike
51.39
IV
37.2%
B/E move
1.5%
Puts
Pseudo strike
64.39
IV
55.3%
B/E move
1.2%

Options history

No recorded observations