Onity Group Inc. ONIT
FINANCIAL SERVICES · MORTGAGE FINANCEi
Market dataready · fetched 2026-10-24T04:29:02.551Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-23T23:00:00.001780301Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T04:29:02.576792+00:00
Share price$25.70
1D-1.3%
Sold putSold callAH
Onity Group Inc. options
PutsExpensive1.54×
CallsExpensive1.63×
SkewBullish-6.66 pp
Implied moveBearish±$5.46
TiltBearish12.6% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 36.98 | 126.3% | 47.4% | 20.05 | 141.0% | 27.3% |
| 25Δ | 35.33 | 132.6% | 42.1% | 21.61 | 125.6% | 22.0% |
| 30Δ | 32.67 | 119.2% | 32.3% | 22.93 | 113.1% | 17.7% |
| 35Δ | 29.92 | 102.1% | 22.2% | 23.94 | 104.6% | 14.6% |
| 40Δ | 28.93 | 100.3% | 19.5% | 24.95 | 96.0% | 11.6% |
| 45Δ | 27.93 | 98.4% | 16.7% | 25.74 | 93.1% | 10.2% |
| 50Δ | 26.94 | 96.6% | 14.0% | 26.51 | 90.6% | 8.9% |
| 55Δ | 25.95 | 94.7% | 11.3% | 27.28 | 88.0% | 7.6% |
| 60Δ | 24.96 | 93.0% | 8.7% | 28.06 | 85.4% | 6.2% |
| 65Δ | 24.09 | 94.3% | 7.4% | 28.83 | 82.8% | 4.9% |
| 70Δ | 23.22 | 95.5% | 6.1% | 29.60 | 80.2% | 3.6% |
| 75Δ | 22.32 | 96.9% | 4.8% | 30.76 | 79.9% | 2.6% |
| 80Δ | 21.22 | 98.8% | 3.7% | 32.32 | 81.8% | 1.9% |
20Δ
- Pseudo strike
- 36.98
- IV
- 126.3%
- B/E move
- 47.4%
- Pseudo strike
- 20.05
- IV
- 141.0%
- B/E move
- 27.3%
25Δ
- Pseudo strike
- 35.33
- IV
- 132.6%
- B/E move
- 42.1%
- Pseudo strike
- 21.61
- IV
- 125.6%
- B/E move
- 22.0%
30Δ
- Pseudo strike
- 32.67
- IV
- 119.2%
- B/E move
- 32.3%
- Pseudo strike
- 22.93
- IV
- 113.1%
- B/E move
- 17.7%
35Δ
- Pseudo strike
- 29.92
- IV
- 102.1%
- B/E move
- 22.2%
- Pseudo strike
- 23.94
- IV
- 104.6%
- B/E move
- 14.6%
40Δ
- Pseudo strike
- 28.93
- IV
- 100.3%
- B/E move
- 19.5%
- Pseudo strike
- 24.95
- IV
- 96.0%
- B/E move
- 11.6%
45Δ
- Pseudo strike
- 27.93
- IV
- 98.4%
- B/E move
- 16.7%
- Pseudo strike
- 25.74
- IV
- 93.1%
- B/E move
- 10.2%
50Δ
- Pseudo strike
- 26.94
- IV
- 96.6%
- B/E move
- 14.0%
- Pseudo strike
- 26.51
- IV
- 90.6%
- B/E move
- 8.9%
55Δ
- Pseudo strike
- 25.95
- IV
- 94.7%
- B/E move
- 11.3%
- Pseudo strike
- 27.28
- IV
- 88.0%
- B/E move
- 7.6%
60Δ
- Pseudo strike
- 24.96
- IV
- 93.0%
- B/E move
- 8.7%
- Pseudo strike
- 28.06
- IV
- 85.4%
- B/E move
- 6.2%
65Δ
- Pseudo strike
- 24.09
- IV
- 94.3%
- B/E move
- 7.4%
- Pseudo strike
- 28.83
- IV
- 82.8%
- B/E move
- 4.9%
70Δ
- Pseudo strike
- 23.22
- IV
- 95.5%
- B/E move
- 6.1%
- Pseudo strike
- 29.60
- IV
- 80.2%
- B/E move
- 3.6%
75Δ
- Pseudo strike
- 22.32
- IV
- 96.9%
- B/E move
- 4.8%
- Pseudo strike
- 30.76
- IV
- 79.9%
- B/E move
- 2.6%
80Δ
- Pseudo strike
- 21.22
- IV
- 98.8%
- B/E move
- 3.7%
- Pseudo strike
- 32.32
- IV
- 81.8%
- B/E move
- 1.9%
Options history
No recorded observations