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Orion Office Reit Inc ONL

REAL ESTATE · REIT - OFFICE
i

Market dataready · fetched 2026-10-28T13:11:23.028Z

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 · 2026-10-27T23:00:00.003033543Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-28T13:11:22.003911+00:00

Share price$2.50
1D+12.1%
AH$2.21$2.29$2.37$2.45$2.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMONL
Sold putSold callAH

Orion Office Reit Inc options

Live interpolated ONL call and put midpoint premiums by absolute delta.Orion Office Reit Inc$0.05$1.37$2.68$4.00$5.32$-0.26$1.01$2.28$3.56$4.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ONL spot · $2.50ONL PRICE$0.19$0.26$0.32$0.30$0.26$0.23$0.20$0.56$1.47$2.39$3.21$3.78$4.36$4.94
PutsExpensive5.97×
CallsExpensive4.32×
SkewBearish+68.77 pp
Implied moveBearish±$2.59
TiltBearish84.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.40304.3%163.6%
25Δ6.92358.1%186.9%
30Δ7.44411.9%210.3%
35Δ6.56352.6%174.3%
40Δ5.50278.1%130.5%2.55207.2%20.0%
45Δ4.43203.6%86.7%3.45288.9%20.8%
50Δ3.37129.2%42.9%4.35370.7%21.5%
55Δ5.18427.5%21.1%
60Δ5.83417.9%18.0%
65Δ6.49408.3%14.8%
70Δ7.15398.7%11.7%
75Δ
80Δ

20Δ

Calls
Pseudo strike
6.40
IV
304.3%
B/E move
163.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
6.92
IV
358.1%
B/E move
186.9%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
7.44
IV
411.9%
B/E move
210.3%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
6.56
IV
352.6%
B/E move
174.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
5.50
IV
278.1%
B/E move
130.5%
Puts
Pseudo strike
2.55
IV
207.2%
B/E move
20.0%

45Δ

Calls
Pseudo strike
4.43
IV
203.6%
B/E move
86.7%
Puts
Pseudo strike
3.45
IV
288.9%
B/E move
20.8%

50Δ

Calls
Pseudo strike
3.37
IV
129.2%
B/E move
42.9%
Puts
Pseudo strike
4.35
IV
370.7%
B/E move
21.5%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.18
IV
427.5%
B/E move
21.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.83
IV
417.9%
B/E move
18.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.49
IV
408.3%
B/E move
14.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.15
IV
398.7%
B/E move
11.7%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations