IntraAlpha
Create free account Start free

Onity Group Inc. ONIT

FINANCIAL SERVICES · MORTGAGE FINANCE
i

Market dataready · fetched 2026-11-12T02:55:24.574Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.001910828Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:53:52.665474+00:00

Share price$28.24
1D-7.0%
AH$28.03$28.65$29.28$29.90$30.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMONIT
Sold putSold callAH

Onity Group Inc. options

Live interpolated ONIT call and put midpoint premiums by absolute delta.Onity Group Inc.$0.24$1.74$3.24$4.75$6.25$24.30$26.53$28.76$30.99$33.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ONIT spot · $28.24ONIT PRICE$0.59$0.64$0.87$1.31$1.75$2.19$2.63$3.07$3.51$3.95$4.47$5.82$0.40$0.53$0.66$0.79$0.92$1.05$1.18$1.31$1.44$1.57$1.70$1.83
Puts——
Calls——
Skew——
Implied moveBullish±$3.37
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.5767.7%10.9%
25Δ32.55104.7%17.4%25.9565.7%10.0%
30Δ30.9285.9%11.8%26.3263.7%9.1%
35Δ29.7478.7%8.4%26.6961.8%8.3%
40Δ29.1486.8%7.8%27.0659.8%7.4%
45Δ28.5494.9%7.3%27.4457.8%6.6%
50Δ27.94102.9%6.7%27.8155.8%5.7%
55Δ27.34111.0%6.1%28.1853.9%4.9%
60Δ26.74119.1%5.6%28.5551.9%4.0%
65Δ26.15127.1%5.0%28.9249.9%3.1%
70Δ25.55135.2%4.4%29.3047.9%2.3%
75Δ24.87144.7%3.9%29.6746.0%1.4%
80Δ23.37168.4%3.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.57
IV
67.7%
B/E move
10.9%

25Δ

Calls
Pseudo strike
32.55
IV
104.7%
B/E move
17.4%
Puts
Pseudo strike
25.95
IV
65.7%
B/E move
10.0%

30Δ

Calls
Pseudo strike
30.92
IV
85.9%
B/E move
11.8%
Puts
Pseudo strike
26.32
IV
63.7%
B/E move
9.1%

35Δ

Calls
Pseudo strike
29.74
IV
78.7%
B/E move
8.4%
Puts
Pseudo strike
26.69
IV
61.8%
B/E move
8.3%

40Δ

Calls
Pseudo strike
29.14
IV
86.8%
B/E move
7.8%
Puts
Pseudo strike
27.06
IV
59.8%
B/E move
7.4%

45Δ

Calls
Pseudo strike
28.54
IV
94.9%
B/E move
7.3%
Puts
Pseudo strike
27.44
IV
57.8%
B/E move
6.6%

50Δ

Calls
Pseudo strike
27.94
IV
102.9%
B/E move
6.7%
Puts
Pseudo strike
27.81
IV
55.8%
B/E move
5.7%

55Δ

Calls
Pseudo strike
27.34
IV
111.0%
B/E move
6.1%
Puts
Pseudo strike
28.18
IV
53.9%
B/E move
4.9%

60Δ

Calls
Pseudo strike
26.74
IV
119.1%
B/E move
5.6%
Puts
Pseudo strike
28.55
IV
51.9%
B/E move
4.0%

65Δ

Calls
Pseudo strike
26.15
IV
127.1%
B/E move
5.0%
Puts
Pseudo strike
28.92
IV
49.9%
B/E move
3.1%

70Δ

Calls
Pseudo strike
25.55
IV
135.2%
B/E move
4.4%
Puts
Pseudo strike
29.30
IV
47.9%
B/E move
2.3%

75Δ

Calls
Pseudo strike
24.87
IV
144.7%
B/E move
3.9%
Puts
Pseudo strike
29.67
IV
46.0%
B/E move
1.4%

80Δ

Calls
Pseudo strike
23.37
IV
168.4%
B/E move
3.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend68.32%
Daily EOD
ONIT67.9%71.0%74.0%2026-10-19: 72.47%2026-10-20: 70.62%2026-10-21: 70.97%2026-10-22: 69.15%2026-10-23: 73.58%2026-10-26: 71.35%2026-10-27: 72.15%2026-10-28: 72.71%2026-10-29: 68.72%2026-10-30: 68.32%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
72.47%
70.62%
70.97%
69.15%
73.58%
71.35%
72.15%
72.71%
68.72%
68.32%