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Onterris, Inc. ONT

i

Market dataready · fetched 2026-11-13T00:48:34.046Z

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 · 2026-11-13T00:00:00.002145751Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T00:48:33.471405+00:00

Share price$23.08
1D-2.0%
AH$22.47$22.76$23.05$23.33$23.625:30 AM6:30 AM9:00 AM1:00 PM2:00 PMONT
Sold putSold callAH

Onterris, Inc. options

Live interpolated ONT call and put midpoint premiums by absolute delta.Onterris, Inc.$0.40$1.20$1.99$2.78$3.57$15.46$19.05$22.63$26.21$29.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ONT spot · $23.08ONT PRICE$0.49$0.61$0.73$0.85$1.07$1.31$1.54$1.77$2.02$2.35$2.68$3.01$3.34$0.50$0.72$0.94$1.15$1.37$1.52$1.65$1.79$1.93$2.06$2.20
Puts——
CallsCheap0.78×
Skew——
Implied moveBearish±$3.19
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ28.79146.0%26.9%20.32114.4%14.2%
25Δ27.54136.1%22.0%20.84117.1%12.8%
30Δ26.30126.2%17.1%21.37119.7%11.5%
35Δ25.05116.3%12.2%21.90122.3%10.1%
40Δ24.50117.4%10.8%22.42124.9%8.8%
45Δ23.98118.9%9.6%22.83119.1%7.7%
50Δ23.46120.5%8.3%23.21111.8%6.6%
55Δ22.95122.1%7.1%23.59104.6%5.6%
60Δ22.42123.2%5.9%23.9797.3%4.5%
65Δ21.88121.3%5.0%24.3590.0%3.5%
70Δ21.34119.5%4.1%24.7382.8%2.4%
75Δ20.80117.6%3.2%
80Δ20.26115.8%2.3%

20Δ

Calls
Pseudo strike
28.79
IV
146.0%
B/E move
26.9%
Puts
Pseudo strike
20.32
IV
114.4%
B/E move
14.2%

25Δ

Calls
Pseudo strike
27.54
IV
136.1%
B/E move
22.0%
Puts
Pseudo strike
20.84
IV
117.1%
B/E move
12.8%

30Δ

Calls
Pseudo strike
26.30
IV
126.2%
B/E move
17.1%
Puts
Pseudo strike
21.37
IV
119.7%
B/E move
11.5%

35Δ

Calls
Pseudo strike
25.05
IV
116.3%
B/E move
12.2%
Puts
Pseudo strike
21.90
IV
122.3%
B/E move
10.1%

40Δ

Calls
Pseudo strike
24.50
IV
117.4%
B/E move
10.8%
Puts
Pseudo strike
22.42
IV
124.9%
B/E move
8.8%

45Δ

Calls
Pseudo strike
23.98
IV
118.9%
B/E move
9.6%
Puts
Pseudo strike
22.83
IV
119.1%
B/E move
7.7%

50Δ

Calls
Pseudo strike
23.46
IV
120.5%
B/E move
8.3%
Puts
Pseudo strike
23.21
IV
111.8%
B/E move
6.6%

55Δ

Calls
Pseudo strike
22.95
IV
122.1%
B/E move
7.1%
Puts
Pseudo strike
23.59
IV
104.6%
B/E move
5.6%

60Δ

Calls
Pseudo strike
22.42
IV
123.2%
B/E move
5.9%
Puts
Pseudo strike
23.97
IV
97.3%
B/E move
4.5%

65Δ

Calls
Pseudo strike
21.88
IV
121.3%
B/E move
5.0%
Puts
Pseudo strike
24.35
IV
90.0%
B/E move
3.5%

70Δ

Calls
Pseudo strike
21.34
IV
119.5%
B/E move
4.1%
Puts
Pseudo strike
24.73
IV
82.8%
B/E move
2.4%

75Δ

Calls
Pseudo strike
20.80
IV
117.6%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
20.26
IV
115.8%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend101.73%
Daily EOD
ONT89.7%96.3%102.9%2026-10-19: 96.79%2026-10-20: 102.00%2026-10-21: 96.76%2026-10-22: 90.79%2026-10-23: 90.57%2026-10-26: 91.32%2026-10-27: 101.80%2026-10-28: 101.15%2026-10-29: 99.11%2026-10-30: 101.73%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
96.79%
102.00%
96.76%
90.79%
90.57%
91.32%
101.80%
101.15%
99.11%
101.73%