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Ooma Inc OOMA

TECHNOLOGY · SOFTWARE - APPLICATION
i

Market dataready · fetched 2026-10-24T17:19:33.120Z

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 · 2026-10-23T23:00:00.00403207Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-10-24T17:19:33.226263+00:00

Share price$19.77
1D+1.0%
AH$19.43$19.53$19.62$19.72$19.825:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOOMA
Sold putSold callAH

Ooma Inc options

Live interpolated OOMA call and put midpoint premiums by absolute delta.Ooma Inc$0.25$1.27$2.30$3.32$4.35$16.03$18.00$19.96$21.93$23.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OOMA spot · $19.77OOMA PRICE$0.42$0.73$0.87$0.86$0.85$0.83$0.86$1.13$1.39$1.66$1.92$2.19$2.45$0.36$0.51$0.65$0.80$0.95$1.09$1.26$1.62$1.98$2.34$2.70$3.07$4.05
PutsExpensive1.13×
CallsExpensive1.54×
SkewBullish-7.20 pp
Implied moveBearish±$2.12
TiltBearish13.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.3166.7%20.0%17.7352.3%12.2%
25Δ24.4697.8%27.4%18.1152.4%11.0%
30Δ24.39103.6%27.8%18.5052.5%9.8%
35Δ23.2587.7%21.9%18.8852.5%8.5%
40Δ22.1171.8%16.1%19.2752.6%7.3%
45Δ20.9755.8%10.3%19.6552.7%6.1%
50Δ19.9542.4%5.3%20.0453.0%5.0%
55Δ19.5744.0%4.7%20.5354.4%4.4%
60Δ19.2045.5%4.2%21.0155.8%3.8%
65Δ18.8347.1%3.6%21.4957.3%3.1%
70Δ18.4548.6%3.1%21.9758.7%2.5%
75Δ18.0850.1%2.5%22.4560.1%1.9%
80Δ17.7151.7%2.0%23.5364.8%1.5%

20Δ

Calls
Pseudo strike
23.31
IV
66.7%
B/E move
20.0%
Puts
Pseudo strike
17.73
IV
52.3%
B/E move
12.2%

25Δ

Calls
Pseudo strike
24.46
IV
97.8%
B/E move
27.4%
Puts
Pseudo strike
18.11
IV
52.4%
B/E move
11.0%

30Δ

Calls
Pseudo strike
24.39
IV
103.6%
B/E move
27.8%
Puts
Pseudo strike
18.50
IV
52.5%
B/E move
9.8%

35Δ

Calls
Pseudo strike
23.25
IV
87.7%
B/E move
21.9%
Puts
Pseudo strike
18.88
IV
52.5%
B/E move
8.5%

40Δ

Calls
Pseudo strike
22.11
IV
71.8%
B/E move
16.1%
Puts
Pseudo strike
19.27
IV
52.6%
B/E move
7.3%

45Δ

Calls
Pseudo strike
20.97
IV
55.8%
B/E move
10.3%
Puts
Pseudo strike
19.65
IV
52.7%
B/E move
6.1%

50Δ

Calls
Pseudo strike
19.95
IV
42.4%
B/E move
5.3%
Puts
Pseudo strike
20.04
IV
53.0%
B/E move
5.0%

55Δ

Calls
Pseudo strike
19.57
IV
44.0%
B/E move
4.7%
Puts
Pseudo strike
20.53
IV
54.4%
B/E move
4.4%

60Δ

Calls
Pseudo strike
19.20
IV
45.5%
B/E move
4.2%
Puts
Pseudo strike
21.01
IV
55.8%
B/E move
3.8%

65Δ

Calls
Pseudo strike
18.83
IV
47.1%
B/E move
3.6%
Puts
Pseudo strike
21.49
IV
57.3%
B/E move
3.1%

70Δ

Calls
Pseudo strike
18.45
IV
48.6%
B/E move
3.1%
Puts
Pseudo strike
21.97
IV
58.7%
B/E move
2.5%

75Δ

Calls
Pseudo strike
18.08
IV
50.1%
B/E move
2.5%
Puts
Pseudo strike
22.45
IV
60.1%
B/E move
1.9%

80Δ

Calls
Pseudo strike
17.71
IV
51.7%
B/E move
2.0%
Puts
Pseudo strike
23.53
IV
64.8%
B/E move
1.5%

Options history

No recorded observations