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Option Care Health, Inc. Common Stock OPCH

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Market datapartial · fetched 2026-10-23T04:44:50.348Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T20:00:02.83562089Z

FundamentalsAlpha Vantage · unavailable

Share price$31.29
1D-0.1%
AH$31.27$31.30$31.32$31.34$31.375:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOPCH
Sold putSold callAH

Option Care Health, Inc. Common Stock options

Live interpolated OPCH call and put midpoint premiums by absolute delta.Option Care Health, Inc. Common Stock$1.01$1.58$2.14$2.70$3.26$20.12$25.92$31.72$37.52$43.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OPCH spot · $31.29OPCH PRICE$1.07$1.14$1.24$1.33$1.43$1.53$1.62$1.72$1.82$1.97$2.55$1.08$1.11$1.13$1.16$1.25$1.34$1.43$1.52$1.61$1.86$2.27$2.68$3.10
PutsExpensive1.09×
CallsCheap0.42×
SkewBearish+0.79 pp
Implied moveBalanced±$2.86
TiltBearish10.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.8870.0%20.8%
25Δ27.8154.7%14.6%
30Δ35.8551.3%18.0%28.9945.5%10.9%
35Δ34.6144.7%14.2%30.0737.1%7.6%
40Δ34.0241.6%12.7%30.5134.4%6.5%
45Δ33.4438.5%11.1%30.9531.6%5.4%
50Δ32.8535.4%9.6%31.4028.8%4.2%
55Δ32.2732.3%8.0%31.8426.0%3.1%
60Δ31.6829.2%6.4%32.2823.2%2.0%
65Δ31.1026.1%4.9%32.7621.9%1.2%
70Δ30.5123.0%3.3%33.2722.2%0.9%
75Δ29.9220.4%1.9%33.7822.5%0.6%
80Δ29.2521.4%1.6%34.2922.7%0.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.88
IV
70.0%
B/E move
20.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.81
IV
54.7%
B/E move
14.6%

30Δ

Calls
Pseudo strike
35.85
IV
51.3%
B/E move
18.0%
Puts
Pseudo strike
28.99
IV
45.5%
B/E move
10.9%

35Δ

Calls
Pseudo strike
34.61
IV
44.7%
B/E move
14.2%
Puts
Pseudo strike
30.07
IV
37.1%
B/E move
7.6%

40Δ

Calls
Pseudo strike
34.02
IV
41.6%
B/E move
12.7%
Puts
Pseudo strike
30.51
IV
34.4%
B/E move
6.5%

45Δ

Calls
Pseudo strike
33.44
IV
38.5%
B/E move
11.1%
Puts
Pseudo strike
30.95
IV
31.6%
B/E move
5.4%

50Δ

Calls
Pseudo strike
32.85
IV
35.4%
B/E move
9.6%
Puts
Pseudo strike
31.40
IV
28.8%
B/E move
4.2%

55Δ

Calls
Pseudo strike
32.27
IV
32.3%
B/E move
8.0%
Puts
Pseudo strike
31.84
IV
26.0%
B/E move
3.1%

60Δ

Calls
Pseudo strike
31.68
IV
29.2%
B/E move
6.4%
Puts
Pseudo strike
32.28
IV
23.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
31.10
IV
26.1%
B/E move
4.9%
Puts
Pseudo strike
32.76
IV
21.9%
B/E move
1.2%

70Δ

Calls
Pseudo strike
30.51
IV
23.0%
B/E move
3.3%
Puts
Pseudo strike
33.27
IV
22.2%
B/E move
0.9%

75Δ

Calls
Pseudo strike
29.92
IV
20.4%
B/E move
1.9%
Puts
Pseudo strike
33.78
IV
22.5%
B/E move
0.6%

80Δ

Calls
Pseudo strike
29.25
IV
21.4%
B/E move
1.6%
Puts
Pseudo strike
34.29
IV
22.7%
B/E move
0.3%

Options history

No recorded observations