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Onterris, Inc. ONT

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Market datapartial · fetched 2026-10-23T17:02:21.636Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-10-23T16:56:54.534841234Z

FundamentalsAlpha Vantage · unavailable

Share price$14.81
1D+2.4%
$13.97$14.20$14.43$14.67$14.905:30 AM6:30 AM9:00 AM1:00 PMONT
Sold putSold call

Onterris, Inc. options

Live interpolated ONT call and put midpoint premiums by absolute delta.Onterris, Inc.$0.00$5.57$11.13$16.70$22.27$2.91$8.53$14.15$19.77$25.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ONT spot · $14.80ONT PRICE$0.49$0.63$0.78$0.92$1.12$1.32$1.52$1.73$2.05$2.38$2.70$3.03$1.09$1.49$1.88$2.24$2.60$3.08$3.59$4.11$7.00$10.41$13.83$17.24$20.65
PutsCheap0.78×
CallsCheap0.57×
SkewBearish+42.27 pp
Implied moveBearish±$5.12
TiltBearish65.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.5071.0%48.5%11.3097.0%31.0%
25Δ20.2568.9%41.0%12.13103.0%28.2%
30Δ18.9966.7%33.6%12.99103.6%24.9%
35Δ17.7464.6%26.1%13.8899.8%21.4%
40Δ16.9863.9%22.2%14.7695.9%17.9%
45Δ16.3463.6%19.3%15.6393.7%15.2%
50Δ15.7063.2%16.4%16.4992.1%12.9%
55Δ15.0662.9%13.4%17.3590.5%10.6%
60Δ14.4763.2%11.6%20.47100.0%9.0%
65Δ13.8863.6%9.8%24.09111.9%7.6%
70Δ13.3064.0%8.1%27.71123.8%6.2%
75Δ12.7164.4%6.3%31.33135.7%4.8%
80Δ34.95147.6%3.4%

20Δ

Calls
Pseudo strike
21.50
IV
71.0%
B/E move
48.5%
Puts
Pseudo strike
11.30
IV
97.0%
B/E move
31.0%

25Δ

Calls
Pseudo strike
20.25
IV
68.9%
B/E move
41.0%
Puts
Pseudo strike
12.13
IV
103.0%
B/E move
28.2%

30Δ

Calls
Pseudo strike
18.99
IV
66.7%
B/E move
33.6%
Puts
Pseudo strike
12.99
IV
103.6%
B/E move
24.9%

35Δ

Calls
Pseudo strike
17.74
IV
64.6%
B/E move
26.1%
Puts
Pseudo strike
13.88
IV
99.8%
B/E move
21.4%

40Δ

Calls
Pseudo strike
16.98
IV
63.9%
B/E move
22.2%
Puts
Pseudo strike
14.76
IV
95.9%
B/E move
17.9%

45Δ

Calls
Pseudo strike
16.34
IV
63.6%
B/E move
19.3%
Puts
Pseudo strike
15.63
IV
93.7%
B/E move
15.2%

50Δ

Calls
Pseudo strike
15.70
IV
63.2%
B/E move
16.4%
Puts
Pseudo strike
16.49
IV
92.1%
B/E move
12.9%

55Δ

Calls
Pseudo strike
15.06
IV
62.9%
B/E move
13.4%
Puts
Pseudo strike
17.35
IV
90.5%
B/E move
10.6%

60Δ

Calls
Pseudo strike
14.47
IV
63.2%
B/E move
11.6%
Puts
Pseudo strike
20.47
IV
100.0%
B/E move
9.0%

65Δ

Calls
Pseudo strike
13.88
IV
63.6%
B/E move
9.8%
Puts
Pseudo strike
24.09
IV
111.9%
B/E move
7.6%

70Δ

Calls
Pseudo strike
13.30
IV
64.0%
B/E move
8.1%
Puts
Pseudo strike
27.71
IV
123.8%
B/E move
6.2%

75Δ

Calls
Pseudo strike
12.71
IV
64.4%
B/E move
6.3%
Puts
Pseudo strike
31.33
IV
135.7%
B/E move
4.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
34.95
IV
147.6%
B/E move
3.4%

Options history

No recorded observations