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Onterris ONT

INDUSTRIALS · WASTE MANAGEMENT
i

Market dataready · fetched 2026-10-23T17:54:38.383Z

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 · 2026-10-23T17:54:03.210703107Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T17:52:52.046423+00:00

Share price$14.91
1D+2.9%
$13.94$14.26$14.59$14.91$15.235:30 AM6:30 AM9:00 AM1:00 PMONT
Sold putSold call

Onterris options

Live interpolated ONT call and put midpoint premiums by absolute delta.Onterris$0.22$2.63$5.04$7.44$9.85$8.86$11.67$14.47$17.28$20.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ONT spot · $14.91ONT PRICE$0.48$0.62$0.75$0.88$1.08$1.27$1.47$1.66$1.81$1.95$2.09$2.23$2.37$0.65$0.81$0.96$1.12$1.27$1.43$2.22$3.12$3.99$4.70$5.41$6.84$9.15
PutsExpensive1.69×
CallsExpensive1.45×
SkewBearish+21.10 pp
Implied moveBearish±$3.69
TiltBearish38.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ21.42121.1%46.9%11.29127.4%28.7%
25Δ20.10115.8%38.9%12.01119.5%24.9%
30Δ18.77110.4%30.9%12.73111.6%21.1%
35Δ17.48105.2%23.1%13.45103.7%17.3%
40Δ16.87104.7%20.3%14.1795.8%13.5%
45Δ16.26104.2%17.6%14.9087.8%9.7%
50Δ15.64103.7%14.8%15.79102.0%9.0%
55Δ15.03103.3%12.0%16.72119.9%8.8%
60Δ14.6496.8%10.3%17.64134.9%8.4%
65Δ14.2690.1%8.7%18.57134.2%7.0%
70Δ13.8883.4%7.1%19.49133.4%5.5%
75Δ13.5076.6%5.5%21.11138.5%4.3%
80Δ13.1269.9%3.9%23.57150.9%3.3%

20Δ

Calls
Pseudo strike
21.42
IV
121.1%
B/E move
46.9%
Puts
Pseudo strike
11.29
IV
127.4%
B/E move
28.7%

25Δ

Calls
Pseudo strike
20.10
IV
115.8%
B/E move
38.9%
Puts
Pseudo strike
12.01
IV
119.5%
B/E move
24.9%

30Δ

Calls
Pseudo strike
18.77
IV
110.4%
B/E move
30.9%
Puts
Pseudo strike
12.73
IV
111.6%
B/E move
21.1%

35Δ

Calls
Pseudo strike
17.48
IV
105.2%
B/E move
23.1%
Puts
Pseudo strike
13.45
IV
103.7%
B/E move
17.3%

40Δ

Calls
Pseudo strike
16.87
IV
104.7%
B/E move
20.3%
Puts
Pseudo strike
14.17
IV
95.8%
B/E move
13.5%

45Δ

Calls
Pseudo strike
16.26
IV
104.2%
B/E move
17.6%
Puts
Pseudo strike
14.90
IV
87.8%
B/E move
9.7%

50Δ

Calls
Pseudo strike
15.64
IV
103.7%
B/E move
14.8%
Puts
Pseudo strike
15.79
IV
102.0%
B/E move
9.0%

55Δ

Calls
Pseudo strike
15.03
IV
103.3%
B/E move
12.0%
Puts
Pseudo strike
16.72
IV
119.9%
B/E move
8.8%

60Δ

Calls
Pseudo strike
14.64
IV
96.8%
B/E move
10.3%
Puts
Pseudo strike
17.64
IV
134.9%
B/E move
8.4%

65Δ

Calls
Pseudo strike
14.26
IV
90.1%
B/E move
8.7%
Puts
Pseudo strike
18.57
IV
134.2%
B/E move
7.0%

70Δ

Calls
Pseudo strike
13.88
IV
83.4%
B/E move
7.1%
Puts
Pseudo strike
19.49
IV
133.4%
B/E move
5.5%

75Δ

Calls
Pseudo strike
13.50
IV
76.6%
B/E move
5.5%
Puts
Pseudo strike
21.11
IV
138.5%
B/E move
4.3%

80Δ

Calls
Pseudo strike
13.12
IV
69.9%
B/E move
3.9%
Puts
Pseudo strike
23.57
IV
150.9%
B/E move
3.3%

Options history

No recorded observations