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OppFi Inc OPFI

FINANCIAL SERVICES · CREDIT SERVICES
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Market dataready · fetched 2026-10-23T02:00:36.945Z

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 · 2026-10-22T23:00:00.002223007Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T02:00:36.080831+00:00

Share price$5.78
1D+3.9%
AH$5.55$5.61$5.68$5.74$5.815:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOPFI
Sold putSold callAH

OppFi Inc options

Live interpolated OPFI call and put midpoint premiums by absolute delta.OppFi Inc$0.01$2.21$4.42$6.62$8.82$2.40$4.40$6.40$8.40$10.4020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OPFI spot · $5.78OPFI PRICE$0.42$0.54$0.65$0.72$0.80$0.87$0.95$1.02$1.10$1.17$1.25$1.61$2.14$0.25$0.83$1.42$2.01$2.59$3.18$3.77$4.36$4.94$5.53$6.12$6.70$8.19
PutsExpensive3.43×
CallsExpensive5.01×
SkewBullish-76.47 pp
Implied moveBearish±$4.72
TiltBearish58.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.32315.3%224.2%5.1370.5%15.5%
25Δ16.72330.0%198.7%5.7785.6%14.6%
30Δ14.62320.1%164.1%6.40100.7%13.8%
35Δ13.47298.1%145.5%7.04115.7%13.0%
40Δ12.32276.1%126.9%7.68130.8%12.1%
45Δ11.17254.1%108.4%8.31145.9%11.3%
50Δ10.02232.1%89.8%8.95160.9%10.4%
55Δ8.87210.1%71.2%9.58176.0%9.6%
60Δ7.72188.1%52.6%10.22191.1%8.7%
65Δ6.57166.1%34.0%10.85206.1%7.9%
70Δ5.42144.0%15.4%11.49221.2%7.1%
75Δ4.62158.0%7.8%12.12236.3%6.2%
80Δ4.03192.9%6.7%13.68250.3%5.0%

20Δ

Calls
Pseudo strike
18.32
IV
315.3%
B/E move
224.2%
Puts
Pseudo strike
5.13
IV
70.5%
B/E move
15.5%

25Δ

Calls
Pseudo strike
16.72
IV
330.0%
B/E move
198.7%
Puts
Pseudo strike
5.77
IV
85.6%
B/E move
14.6%

30Δ

Calls
Pseudo strike
14.62
IV
320.1%
B/E move
164.1%
Puts
Pseudo strike
6.40
IV
100.7%
B/E move
13.8%

35Δ

Calls
Pseudo strike
13.47
IV
298.1%
B/E move
145.5%
Puts
Pseudo strike
7.04
IV
115.7%
B/E move
13.0%

40Δ

Calls
Pseudo strike
12.32
IV
276.1%
B/E move
126.9%
Puts
Pseudo strike
7.68
IV
130.8%
B/E move
12.1%

45Δ

Calls
Pseudo strike
11.17
IV
254.1%
B/E move
108.4%
Puts
Pseudo strike
8.31
IV
145.9%
B/E move
11.3%

50Δ

Calls
Pseudo strike
10.02
IV
232.1%
B/E move
89.8%
Puts
Pseudo strike
8.95
IV
160.9%
B/E move
10.4%

55Δ

Calls
Pseudo strike
8.87
IV
210.1%
B/E move
71.2%
Puts
Pseudo strike
9.58
IV
176.0%
B/E move
9.6%

60Δ

Calls
Pseudo strike
7.72
IV
188.1%
B/E move
52.6%
Puts
Pseudo strike
10.22
IV
191.1%
B/E move
8.7%

65Δ

Calls
Pseudo strike
6.57
IV
166.1%
B/E move
34.0%
Puts
Pseudo strike
10.85
IV
206.1%
B/E move
7.9%

70Δ

Calls
Pseudo strike
5.42
IV
144.0%
B/E move
15.4%
Puts
Pseudo strike
11.49
IV
221.2%
B/E move
7.1%

75Δ

Calls
Pseudo strike
4.62
IV
158.0%
B/E move
7.8%
Puts
Pseudo strike
12.12
IV
236.3%
B/E move
6.2%

80Δ

Calls
Pseudo strike
4.03
IV
192.9%
B/E move
6.7%
Puts
Pseudo strike
13.68
IV
250.3%
B/E move
5.0%

Options history

No recorded observations