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OppFi Inc. OPFI

FINANCIAL SERVICES · CREDIT SERVICES
i

Market dataready · fetched 2026-11-13T02:12:24.961Z

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 · 2026-11-13T00:00:00.002350527Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:09:41.336599+00:00

Share price$5.91
1D-1.5%
AH$5.90$5.92$5.95$5.98$6.015:30 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.$0.14$2.52$4.90$7.28$9.66$4.90$6.02$7.14$8.26$9.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive OPFI spot · $5.91OPFI PRICE$0.40$0.44$0.49$0.54$0.59$0.64$0.69$0.74$0.79$0.84$0.89$0.94$0.99$0.58$1.35$2.11$2.87$3.64$4.40$5.16$5.92$6.69$7.45$8.21$8.97
Puts——
CallsExpensive6.88×
Skew——
Implied moveBearish±$5.09
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.66589.1%205.5%
25Δ14.39511.0%150.9%5.37194.3%19.1%
30Δ13.58478.4%138.1%6.21204.6%17.7%
35Δ12.78445.7%125.3%7.05214.9%16.4%
40Δ11.97413.1%112.6%7.89225.2%15.1%
45Δ11.17380.5%99.8%8.73235.5%13.8%
50Δ10.36347.9%87.0%9.57245.8%12.5%
55Δ9.56315.2%74.3%10.41256.1%11.2%
60Δ8.76282.6%61.5%11.25266.4%9.9%
65Δ7.95250.0%48.8%12.09276.7%8.6%
70Δ7.15217.4%36.0%12.93287.0%7.3%
75Δ6.34184.7%23.2%13.77297.3%6.0%
80Δ5.54152.1%10.5%14.61307.6%4.7%

20Δ

Calls
Pseudo strike
17.66
IV
589.1%
B/E move
205.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
14.39
IV
511.0%
B/E move
150.9%
Puts
Pseudo strike
5.37
IV
194.3%
B/E move
19.1%

30Δ

Calls
Pseudo strike
13.58
IV
478.4%
B/E move
138.1%
Puts
Pseudo strike
6.21
IV
204.6%
B/E move
17.7%

35Δ

Calls
Pseudo strike
12.78
IV
445.7%
B/E move
125.3%
Puts
Pseudo strike
7.05
IV
214.9%
B/E move
16.4%

40Δ

Calls
Pseudo strike
11.97
IV
413.1%
B/E move
112.6%
Puts
Pseudo strike
7.89
IV
225.2%
B/E move
15.1%

45Δ

Calls
Pseudo strike
11.17
IV
380.5%
B/E move
99.8%
Puts
Pseudo strike
8.73
IV
235.5%
B/E move
13.8%

50Δ

Calls
Pseudo strike
10.36
IV
347.9%
B/E move
87.0%
Puts
Pseudo strike
9.57
IV
245.8%
B/E move
12.5%

55Δ

Calls
Pseudo strike
9.56
IV
315.2%
B/E move
74.3%
Puts
Pseudo strike
10.41
IV
256.1%
B/E move
11.2%

60Δ

Calls
Pseudo strike
8.76
IV
282.6%
B/E move
61.5%
Puts
Pseudo strike
11.25
IV
266.4%
B/E move
9.9%

65Δ

Calls
Pseudo strike
7.95
IV
250.0%
B/E move
48.8%
Puts
Pseudo strike
12.09
IV
276.7%
B/E move
8.6%

70Δ

Calls
Pseudo strike
7.15
IV
217.4%
B/E move
36.0%
Puts
Pseudo strike
12.93
IV
287.0%
B/E move
7.3%

75Δ

Calls
Pseudo strike
6.34
IV
184.7%
B/E move
23.2%
Puts
Pseudo strike
13.77
IV
297.3%
B/E move
6.0%

80Δ

Calls
Pseudo strike
5.54
IV
152.1%
B/E move
10.5%
Puts
Pseudo strike
14.61
IV
307.6%
B/E move
4.7%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations