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OP Bancorp Common Stock OPBK

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Market datapartial · fetched 2026-10-23T15:07:46.395Z

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 · 2026-10-23T14:17:47.200428575Z

FundamentalsAlpha Vantage · unavailable

Share price$15.01
1D+0.4%
$14.93$15.01$15.09$15.17$15.255:30 AM6:30 AM9:00 AM1:00 PMOPBK
Sold putSold call

OP Bancorp Common Stock options

Live interpolated OPBK call and put midpoint premiums by absolute delta.OP Bancorp Common Stock$0.33$2.06$3.79$5.52$7.24$10.33$13.70$17.08$20.45$23.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OPBK spot · $15.01OPBK PRICE$0.92$1.41$1.89$2.38$2.86$3.35$3.83$4.32$4.81$5.29$5.78$6.26$6.75$0.52$0.85$1.19$1.52$1.85$2.19$2.52$2.86$3.19$3.52$3.86$4.19$4.53
PutsExpensive3.08×
CallsExpensive6.51×
SkewBullish-99.44 pp
Implied moveBullish±$6.36
TiltBullish20.6% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.74149.8%64.3%12.7383.0%18.6%
25Δ22.61154.9%60.1%13.2682.6%17.3%
30Δ21.49160.0%55.9%13.7982.3%16.0%
35Δ20.37165.1%51.6%14.3281.9%14.7%
40Δ19.25170.1%47.4%14.8581.6%13.4%
45Δ18.13175.2%43.1%15.3881.2%12.1%
50Δ17.01180.3%38.9%15.9180.9%10.8%
55Δ15.89185.4%34.7%16.4480.5%9.5%
60Δ14.77190.5%30.4%16.9780.2%8.2%
65Δ13.64195.5%26.2%17.5079.8%6.9%
70Δ12.52200.6%22.0%18.0379.5%5.6%
75Δ11.40205.7%17.7%18.5679.1%4.3%
80Δ10.28210.8%13.5%19.0978.8%2.9%

20Δ

Calls
Pseudo strike
23.74
IV
149.8%
B/E move
64.3%
Puts
Pseudo strike
12.73
IV
83.0%
B/E move
18.6%

25Δ

Calls
Pseudo strike
22.61
IV
154.9%
B/E move
60.1%
Puts
Pseudo strike
13.26
IV
82.6%
B/E move
17.3%

30Δ

Calls
Pseudo strike
21.49
IV
160.0%
B/E move
55.9%
Puts
Pseudo strike
13.79
IV
82.3%
B/E move
16.0%

35Δ

Calls
Pseudo strike
20.37
IV
165.1%
B/E move
51.6%
Puts
Pseudo strike
14.32
IV
81.9%
B/E move
14.7%

40Δ

Calls
Pseudo strike
19.25
IV
170.1%
B/E move
47.4%
Puts
Pseudo strike
14.85
IV
81.6%
B/E move
13.4%

45Δ

Calls
Pseudo strike
18.13
IV
175.2%
B/E move
43.1%
Puts
Pseudo strike
15.38
IV
81.2%
B/E move
12.1%

50Δ

Calls
Pseudo strike
17.01
IV
180.3%
B/E move
38.9%
Puts
Pseudo strike
15.91
IV
80.9%
B/E move
10.8%

55Δ

Calls
Pseudo strike
15.89
IV
185.4%
B/E move
34.7%
Puts
Pseudo strike
16.44
IV
80.5%
B/E move
9.5%

60Δ

Calls
Pseudo strike
14.77
IV
190.5%
B/E move
30.4%
Puts
Pseudo strike
16.97
IV
80.2%
B/E move
8.2%

65Δ

Calls
Pseudo strike
13.64
IV
195.5%
B/E move
26.2%
Puts
Pseudo strike
17.50
IV
79.8%
B/E move
6.9%

70Δ

Calls
Pseudo strike
12.52
IV
200.6%
B/E move
22.0%
Puts
Pseudo strike
18.03
IV
79.5%
B/E move
5.6%

75Δ

Calls
Pseudo strike
11.40
IV
205.7%
B/E move
17.7%
Puts
Pseudo strike
18.56
IV
79.1%
B/E move
4.3%

80Δ

Calls
Pseudo strike
10.28
IV
210.8%
B/E move
13.5%
Puts
Pseudo strike
19.09
IV
78.8%
B/E move
2.9%

Options history

No recorded observations