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Ooma, Inc. Common Stock OOMA

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Market datapartial · fetched 2026-10-22T20:47:55.597Z

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 · 2026-10-22T20:10:00.002193303Z

FundamentalsAlpha Vantage · unavailable

Share price$19.69
1D-1.5%
AH$19.51$19.66$19.81$19.97$20.125:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOOMA
Sold putSold callAH

Ooma, Inc. Common Stock options

Live interpolated OOMA call and put midpoint premiums by absolute delta.Ooma, Inc. Common Stock$0.23$0.99$1.76$2.53$3.30$16.17$18.18$20.20$22.22$24.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OOMA spot · $19.69OOMA PRICE$0.31$0.67$0.93$0.95$0.97$0.98$1.04$1.34$1.64$1.94$2.24$2.54$3.07$0.45$0.51$0.63$0.75$0.88$1.00$1.12$1.29$1.48$1.67$1.85$2.04$2.23
PutsCheap0.95×
CallsExpensive1.46×
SkewBullish-20.84 pp
Implied moveBearish±$2.16
TiltBullish8.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.0154.9%18.4%17.1668.0%15.1%
25Δ23.9386.8%24.9%17.8756.1%11.8%
30Δ24.52106.4%29.3%18.2754.2%10.4%
35Δ23.3591.9%23.4%18.6852.2%9.0%
40Δ22.1877.3%17.6%19.0950.3%7.5%
45Δ21.0162.8%11.7%19.4948.3%6.1%
50Δ19.9450.6%6.6%19.9046.4%4.6%
55Δ19.5052.8%5.9%20.2144.3%3.9%
60Δ19.0754.9%5.2%20.5042.3%3.4%
65Δ18.6357.1%4.5%20.7940.2%2.9%
70Δ18.2059.3%3.8%21.0838.2%2.3%
75Δ17.7661.5%3.1%21.3736.2%1.8%
80Δ17.1165.6%2.5%21.6634.1%1.3%

20Δ

Calls
Pseudo strike
23.01
IV
54.9%
B/E move
18.4%
Puts
Pseudo strike
17.16
IV
68.0%
B/E move
15.1%

25Δ

Calls
Pseudo strike
23.93
IV
86.8%
B/E move
24.9%
Puts
Pseudo strike
17.87
IV
56.1%
B/E move
11.8%

30Δ

Calls
Pseudo strike
24.52
IV
106.4%
B/E move
29.3%
Puts
Pseudo strike
18.27
IV
54.2%
B/E move
10.4%

35Δ

Calls
Pseudo strike
23.35
IV
91.9%
B/E move
23.4%
Puts
Pseudo strike
18.68
IV
52.2%
B/E move
9.0%

40Δ

Calls
Pseudo strike
22.18
IV
77.3%
B/E move
17.6%
Puts
Pseudo strike
19.09
IV
50.3%
B/E move
7.5%

45Δ

Calls
Pseudo strike
21.01
IV
62.8%
B/E move
11.7%
Puts
Pseudo strike
19.49
IV
48.3%
B/E move
6.1%

50Δ

Calls
Pseudo strike
19.94
IV
50.6%
B/E move
6.6%
Puts
Pseudo strike
19.90
IV
46.4%
B/E move
4.6%

55Δ

Calls
Pseudo strike
19.50
IV
52.8%
B/E move
5.9%
Puts
Pseudo strike
20.21
IV
44.3%
B/E move
3.9%

60Δ

Calls
Pseudo strike
19.07
IV
54.9%
B/E move
5.2%
Puts
Pseudo strike
20.50
IV
42.3%
B/E move
3.4%

65Δ

Calls
Pseudo strike
18.63
IV
57.1%
B/E move
4.5%
Puts
Pseudo strike
20.79
IV
40.2%
B/E move
2.9%

70Δ

Calls
Pseudo strike
18.20
IV
59.3%
B/E move
3.8%
Puts
Pseudo strike
21.08
IV
38.2%
B/E move
2.3%

75Δ

Calls
Pseudo strike
17.76
IV
61.5%
B/E move
3.1%
Puts
Pseudo strike
21.37
IV
36.2%
B/E move
1.8%

80Δ

Calls
Pseudo strike
17.11
IV
65.6%
B/E move
2.5%
Puts
Pseudo strike
21.66
IV
34.1%
B/E move
1.3%

Options history

No recorded observations