IntraAlpha
Create free account Start free

OneMain Holdings, Inc. OMF

i

Market datapartial · fetched 2026-10-22T22:07:39.011Z

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 · 2026-10-22T20:34:57.646979263Z

FundamentalsAlpha Vantage · unavailable

Share price$57.11
1D+0.6%
AH$56.33$56.54$56.75$56.96$57.175:30 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.$0.05$4.46$8.87$13.28$17.69$47.44$51.44$55.43$59.43$63.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OMF spot · $57.11OMF PRICE$0.52$0.69$0.87$1.10$1.33$1.57$1.81$2.19$2.57$2.96$3.34$3.78$4.21$0.83$1.09$1.37$1.69$2.16$2.63$3.16$3.84$4.51$5.89$7.62$10.76$16.42
PutsExpensive2.10×
CallsExpensive1.19×
SkewBearish+20.86 pp
Implied moveBearish±$4.96
TiltBearish39.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ61.7629.4%9.1%52.0443.2%10.3%
25Δ60.9129.4%7.9%53.1842.3%8.8%
30Δ60.0529.4%6.7%54.1841.6%7.5%
35Δ59.4029.5%5.9%55.1641.3%6.4%
40Δ58.7629.5%5.2%56.0142.5%5.7%
45Δ58.1229.6%4.5%56.8743.7%5.0%
50Δ57.4929.6%3.8%57.7744.9%4.4%
55Δ56.8530.0%3.4%58.7846.0%3.8%
60Δ56.2130.3%2.9%59.8047.2%3.2%
65Δ55.5730.7%2.5%61.3852.1%2.8%
70Δ54.9430.9%2.0%63.3057.8%2.5%
75Δ54.3029.6%1.7%66.5868.8%2.3%
80Δ53.6628.3%1.3%72.3786.1%2.0%

20Δ

Calls
Pseudo strike
61.76
IV
29.4%
B/E move
9.1%
Puts
Pseudo strike
52.04
IV
43.2%
B/E move
10.3%

25Δ

Calls
Pseudo strike
60.91
IV
29.4%
B/E move
7.9%
Puts
Pseudo strike
53.18
IV
42.3%
B/E move
8.8%

30Δ

Calls
Pseudo strike
60.05
IV
29.4%
B/E move
6.7%
Puts
Pseudo strike
54.18
IV
41.6%
B/E move
7.5%

35Δ

Calls
Pseudo strike
59.40
IV
29.5%
B/E move
5.9%
Puts
Pseudo strike
55.16
IV
41.3%
B/E move
6.4%

40Δ

Calls
Pseudo strike
58.76
IV
29.5%
B/E move
5.2%
Puts
Pseudo strike
56.01
IV
42.5%
B/E move
5.7%

45Δ

Calls
Pseudo strike
58.12
IV
29.6%
B/E move
4.5%
Puts
Pseudo strike
56.87
IV
43.7%
B/E move
5.0%

50Δ

Calls
Pseudo strike
57.49
IV
29.6%
B/E move
3.8%
Puts
Pseudo strike
57.77
IV
44.9%
B/E move
4.4%

55Δ

Calls
Pseudo strike
56.85
IV
30.0%
B/E move
3.4%
Puts
Pseudo strike
58.78
IV
46.0%
B/E move
3.8%

60Δ

Calls
Pseudo strike
56.21
IV
30.3%
B/E move
2.9%
Puts
Pseudo strike
59.80
IV
47.2%
B/E move
3.2%

65Δ

Calls
Pseudo strike
55.57
IV
30.7%
B/E move
2.5%
Puts
Pseudo strike
61.38
IV
52.1%
B/E move
2.8%

70Δ

Calls
Pseudo strike
54.94
IV
30.9%
B/E move
2.0%
Puts
Pseudo strike
63.30
IV
57.8%
B/E move
2.5%

75Δ

Calls
Pseudo strike
54.30
IV
29.6%
B/E move
1.7%
Puts
Pseudo strike
66.58
IV
68.8%
B/E move
2.3%

80Δ

Calls
Pseudo strike
53.66
IV
28.3%
B/E move
1.3%
Puts
Pseudo strike
72.37
IV
86.1%
B/E move
2.0%

Options history

No recorded observations