Share price$2.50
1D+12.1%
Sold putSold callAH
Orion Office Reit Inc ONL
REAL ESTATE · REIT - OFFICEi
Market dataready · fetched 2026-10-28T12:20:28.465Z
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 · 2026-10-27T23:00:00.003033543Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-28T12:20:28.786797+00:00
Orion Office Reit Inc options
PutsExpensive5.97×
CallsExpensive4.32×
SkewBearish+68.72 pp
Implied moveBearish±$2.59
TiltBearish84.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 6.40 | 304.0% | 163.6% | |||
| 25Δ | 6.92 | 357.8% | 186.9% | |||
| 30Δ | 7.44 | 411.6% | 210.3% | |||
| 35Δ | 6.56 | 352.3% | 174.3% | |||
| 40Δ | 5.50 | 277.9% | 130.5% | 2.55 | 207.0% | 20.0% |
| 45Δ | 4.43 | 203.5% | 86.7% | 3.45 | 288.7% | 20.8% |
| 50Δ | 3.37 | 129.1% | 42.9% | 4.35 | 370.4% | 21.5% |
| 55Δ | 5.18 | 427.2% | 21.1% | |||
| 60Δ | 5.83 | 417.6% | 18.0% | |||
| 65Δ | 6.49 | 408.0% | 14.8% | |||
| 70Δ | 7.15 | 398.4% | 11.7% | |||
| 75Δ | ||||||
| 80Δ | ||||||
20Δ
- Pseudo strike
- 6.40
- IV
- 304.0%
- B/E move
- 163.6%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 6.92
- IV
- 357.8%
- B/E move
- 186.9%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 7.44
- IV
- 411.6%
- B/E move
- 210.3%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 6.56
- IV
- 352.3%
- B/E move
- 174.3%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 5.50
- IV
- 277.9%
- B/E move
- 130.5%
- Pseudo strike
- 2.55
- IV
- 207.0%
- B/E move
- 20.0%
45Δ
- Pseudo strike
- 4.43
- IV
- 203.5%
- B/E move
- 86.7%
- Pseudo strike
- 3.45
- IV
- 288.7%
- B/E move
- 20.8%
50Δ
- Pseudo strike
- 3.37
- IV
- 129.1%
- B/E move
- 42.9%
- Pseudo strike
- 4.35
- IV
- 370.4%
- B/E move
- 21.5%
55Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.18
- IV
- 427.2%
- B/E move
- 21.1%
60Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.83
- IV
- 417.6%
- B/E move
- 18.0%
65Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 6.49
- IV
- 408.0%
- B/E move
- 14.8%
70Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 7.15
- IV
- 398.4%
- B/E move
- 11.7%
75Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
Options history
No recorded observations