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OP Bancorp Common Stock OPBK

i

Market dataready · fetched 2026-11-13T01:28:05.884Z

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 · 2026-11-12T21:00:01.178686724Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T01:28:05.497936+00:00

Share price$14.96
1D-0.8%
AH$14.83$14.90$14.97$15.03$15.105:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOPBK
Sold putSold callAH

OP Bancorp Common Stock options

Live interpolated OPBK call and put midpoint premiums by absolute delta.OP Bancorp Common Stock$0.89$1.25$1.61$1.97$2.34$11.20$12.45$13.69$14.94$16.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive OPBK spot · $14.96OPBK PRICE$0.93$0.93$0.93$0.96$0.99$1.03$1.12$1.30$1.48$1.66$1.85$2.03$0.93$0.93$0.96$0.98$1.01$1.04$1.16$1.34$1.52$1.70$1.87$2.05$2.23
PutsExpensive4.30×
Calls——
Skew——
Implied moveBearish±$2.19
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.19315.0%31.4%
25Δ24.61360.8%70.7%12.55238.1%22.3%
30Δ19.92269.5%39.4%13.11210.9%18.8%
35Δ17.75211.7%24.8%13.67183.7%15.2%
40Δ16.87184.1%19.2%14.23156.5%11.7%
45Δ16.16160.4%14.7%14.78129.3%8.1%
50Δ15.45136.8%10.1%15.18115.9%6.3%
55Δ14.89120.0%7.0%15.47111.2%5.6%
60Δ14.58115.3%6.1%15.75106.4%4.8%
65Δ14.27110.6%5.3%16.04101.7%4.1%
70Δ13.96105.8%4.4%16.3396.9%3.4%
75Δ13.65101.1%3.6%16.6292.2%2.6%
80Δ13.3496.4%2.7%16.9187.5%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.19
IV
315.0%
B/E move
31.4%

25Δ

Calls
Pseudo strike
24.61
IV
360.8%
B/E move
70.7%
Puts
Pseudo strike
12.55
IV
238.1%
B/E move
22.3%

30Δ

Calls
Pseudo strike
19.92
IV
269.5%
B/E move
39.4%
Puts
Pseudo strike
13.11
IV
210.9%
B/E move
18.8%

35Δ

Calls
Pseudo strike
17.75
IV
211.7%
B/E move
24.8%
Puts
Pseudo strike
13.67
IV
183.7%
B/E move
15.2%

40Δ

Calls
Pseudo strike
16.87
IV
184.1%
B/E move
19.2%
Puts
Pseudo strike
14.23
IV
156.5%
B/E move
11.7%

45Δ

Calls
Pseudo strike
16.16
IV
160.4%
B/E move
14.7%
Puts
Pseudo strike
14.78
IV
129.3%
B/E move
8.1%

50Δ

Calls
Pseudo strike
15.45
IV
136.8%
B/E move
10.1%
Puts
Pseudo strike
15.18
IV
115.9%
B/E move
6.3%

55Δ

Calls
Pseudo strike
14.89
IV
120.0%
B/E move
7.0%
Puts
Pseudo strike
15.47
IV
111.2%
B/E move
5.6%

60Δ

Calls
Pseudo strike
14.58
IV
115.3%
B/E move
6.1%
Puts
Pseudo strike
15.75
IV
106.4%
B/E move
4.8%

65Δ

Calls
Pseudo strike
14.27
IV
110.6%
B/E move
5.3%
Puts
Pseudo strike
16.04
IV
101.7%
B/E move
4.1%

70Δ

Calls
Pseudo strike
13.96
IV
105.8%
B/E move
4.4%
Puts
Pseudo strike
16.33
IV
96.9%
B/E move
3.4%

75Δ

Calls
Pseudo strike
13.65
IV
101.1%
B/E move
3.6%
Puts
Pseudo strike
16.62
IV
92.2%
B/E move
2.6%

80Δ

Calls
Pseudo strike
13.34
IV
96.4%
B/E move
2.7%
Puts
Pseudo strike
16.91
IV
87.5%
B/E move
1.9%

Options history

IV · four-Friday blend39.84%
Daily EOD
OPBK34.0%43.7%53.3%2026-10-19: 39.81%2026-10-20: 38.40%2026-10-21: 39.40%2026-10-22: 47.84%2026-10-23: 35.33%2026-10-26: 35.33%2026-10-27: 39.94%2026-10-28: 51.30%2026-10-29: 52.00%2026-10-30: 39.84%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.81%
38.40%
39.40%
47.84%
35.33%
35.33%
39.94%
51.30%
52.00%
39.84%