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OppFi Inc. OPFI

i

Market datapartial · fetched 2026-10-23T17:38:07.346Z

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 · 2026-10-23T17:37:53.678418636Z

FundamentalsAlpha Vantage · unavailable

Share price$5.41
1D-3.7%
$5.39$5.45$5.52$5.58$5.645:30 AM6:30 AM9:00 AM1:00 PMOPFI
Sold putSold call

OppFi Inc. options

Live interpolated OPFI call and put midpoint premiums by absolute delta.OppFi Inc.$0.16$2.46$4.76$7.06$9.37$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEOPFI PRICE$0.41$0.56$0.64$0.72$0.80$0.87$0.95$1.03$1.11$1.19$1.55$1.97$2.40$4.42$6.56$8.70
PutsExpensive3.99×
CallsExpensive5.78×
SkewBullish-64.58 pp
Implied move——
TiltBearish16.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.94315.9%220.6%
25Δ19.35379.6%268.0%
30Δ14.72346.3%184.0%
35Δ13.37321.9%160.4%
40Δ12.01297.5%136.8%
45Δ10.66273.1%113.2%
50Δ9.30248.7%89.6%
55Δ7.95224.2%66.0%
60Δ6.60199.8%42.4%
65Δ5.24175.4%18.8%
70Δ4.58198.2%13.3%9.44190.4%7.2%
75Δ4.07231.2%11.7%11.66202.8%5.7%
80Δ3.56264.2%10.1%13.88215.2%4.3%

20Δ

Calls
Pseudo strike
16.94
IV
315.9%
B/E move
220.6%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
19.35
IV
379.6%
B/E move
268.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
14.72
IV
346.3%
B/E move
184.0%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
13.37
IV
321.9%
B/E move
160.4%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
12.01
IV
297.5%
B/E move
136.8%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
10.66
IV
273.1%
B/E move
113.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
9.30
IV
248.7%
B/E move
89.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
7.95
IV
224.2%
B/E move
66.0%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
6.60
IV
199.8%
B/E move
42.4%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
5.24
IV
175.4%
B/E move
18.8%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.58
IV
198.2%
B/E move
13.3%
Puts
Pseudo strike
9.44
IV
190.4%
B/E move
7.2%

75Δ

Calls
Pseudo strike
4.07
IV
231.2%
B/E move
11.7%
Puts
Pseudo strike
11.66
IV
202.8%
B/E move
5.7%

80Δ

Calls
Pseudo strike
3.56
IV
264.2%
B/E move
10.1%
Puts
Pseudo strike
13.88
IV
215.2%
B/E move
4.3%

Options history

No recorded observations