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OppFi Inc. OPFI

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Market datapartial · fetched 2026-10-22T20:45:39.291Z

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 · 2026-10-22T20:10:00.002313971Z

FundamentalsAlpha Vantage · unavailable

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$4.40$6.60$8.79$2.40$4.40$6.40$8.40$10.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION 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$2.60$3.18$3.77$4.36$4.94$5.53$6.12$6.70$8.16
PutsExpensive3.43×
CallsExpensive5.02×
SkewBullish-76.40 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
20Δ18.32314.1%224.2%5.1370.3%15.5%
25Δ16.72328.7%198.7%5.7785.3%14.6%
30Δ14.62318.9%164.1%6.40100.3%13.8%
35Δ13.47297.1%145.5%7.04115.3%13.0%
40Δ12.32275.2%126.9%7.68130.3%12.1%
45Δ11.17253.3%108.4%8.31145.4%11.3%
50Δ10.02231.5%89.8%8.95160.4%10.4%
55Δ8.87209.6%71.2%9.58175.4%9.6%
60Δ7.72187.7%52.6%10.22190.4%8.7%
65Δ6.57165.9%34.0%10.85205.4%7.9%
70Δ5.42144.0%15.4%11.49220.4%7.0%
75Δ4.62157.8%7.8%12.13235.5%6.2%
80Δ4.03192.5%6.7%13.65248.9%5.0%

20Δ

Calls
Pseudo strike
18.32
IV
314.1%
B/E move
224.2%
Puts
Pseudo strike
5.13
IV
70.3%
B/E move
15.5%

25Δ

Calls
Pseudo strike
16.72
IV
328.7%
B/E move
198.7%
Puts
Pseudo strike
5.77
IV
85.3%
B/E move
14.6%

30Δ

Calls
Pseudo strike
14.62
IV
318.9%
B/E move
164.1%
Puts
Pseudo strike
6.40
IV
100.3%
B/E move
13.8%

35Δ

Calls
Pseudo strike
13.47
IV
297.1%
B/E move
145.5%
Puts
Pseudo strike
7.04
IV
115.3%
B/E move
13.0%

40Δ

Calls
Pseudo strike
12.32
IV
275.2%
B/E move
126.9%
Puts
Pseudo strike
7.68
IV
130.3%
B/E move
12.1%

45Δ

Calls
Pseudo strike
11.17
IV
253.3%
B/E move
108.4%
Puts
Pseudo strike
8.31
IV
145.4%
B/E move
11.3%

50Δ

Calls
Pseudo strike
10.02
IV
231.5%
B/E move
89.8%
Puts
Pseudo strike
8.95
IV
160.4%
B/E move
10.4%

55Δ

Calls
Pseudo strike
8.87
IV
209.6%
B/E move
71.2%
Puts
Pseudo strike
9.58
IV
175.4%
B/E move
9.6%

60Δ

Calls
Pseudo strike
7.72
IV
187.7%
B/E move
52.6%
Puts
Pseudo strike
10.22
IV
190.4%
B/E move
8.7%

65Δ

Calls
Pseudo strike
6.57
IV
165.9%
B/E move
34.0%
Puts
Pseudo strike
10.85
IV
205.4%
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
220.4%
B/E move
7.0%

75Δ

Calls
Pseudo strike
4.62
IV
157.8%
B/E move
7.8%
Puts
Pseudo strike
12.13
IV
235.5%
B/E move
6.2%

80Δ

Calls
Pseudo strike
4.03
IV
192.5%
B/E move
6.7%
Puts
Pseudo strike
13.65
IV
248.9%
B/E move
5.0%

Options history

No recorded observations