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OPENLANE, Inc OPLN

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Market datapartial · fetched 2026-10-23T15:09:19.327Z

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 · 2026-10-23T15:08:32.522960987Z

FundamentalsAlpha Vantage · unavailable

Share price$37.59
1D-0.1%
$37.28$37.39$37.50$37.62$37.735:30 AM6:30 AM9:00 AM1:00 PMOPLN
Sold putSold call

OPENLANE, Inc options

Live interpolated OPLN call and put midpoint premiums by absolute delta.OPENLANE, Inc$0.40$2.15$3.90$5.66$7.41$30.50$33.82$37.15$40.48$43.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OPLN spot · $37.59OPLN PRICE$0.58$0.70$0.82$1.03$1.35$1.67$1.99$2.32$2.64$2.96$3.28$3.90$5.46$0.97$1.23$1.49$1.72$1.94$2.16$2.38$2.60$2.82$3.04$3.87$5.39$6.91
PutsExpensive2.10×
CallsExpensive1.55×
SkewBearish+8.42 pp
Implied moveBearish±$4.37
TiltBearish12.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.8755.6%18.3%31.9675.4%17.6%
25Δ42.3350.2%14.5%33.3371.7%14.6%
30Δ40.7944.7%10.7%34.7068.0%11.7%
35Δ39.7142.2%8.4%35.5364.4%10.0%
40Δ39.1042.8%7.6%36.2260.9%8.8%
45Δ38.4943.4%6.9%36.9057.4%7.6%
50Δ37.8944.0%6.1%37.5953.9%6.3%
55Δ37.2844.6%5.3%38.2750.4%5.1%
60Δ36.6745.3%4.6%38.9646.9%3.9%
65Δ36.0745.9%3.8%39.6443.3%2.6%
70Δ35.4646.5%3.1%40.7942.1%1.8%
75Δ34.6049.2%2.4%42.4543.3%1.4%
80Δ32.9158.5%2.1%44.1144.6%1.0%

20Δ

Calls
Pseudo strike
43.87
IV
55.6%
B/E move
18.3%
Puts
Pseudo strike
31.96
IV
75.4%
B/E move
17.6%

25Δ

Calls
Pseudo strike
42.33
IV
50.2%
B/E move
14.5%
Puts
Pseudo strike
33.33
IV
71.7%
B/E move
14.6%

30Δ

Calls
Pseudo strike
40.79
IV
44.7%
B/E move
10.7%
Puts
Pseudo strike
34.70
IV
68.0%
B/E move
11.7%

35Δ

Calls
Pseudo strike
39.71
IV
42.2%
B/E move
8.4%
Puts
Pseudo strike
35.53
IV
64.4%
B/E move
10.0%

40Δ

Calls
Pseudo strike
39.10
IV
42.8%
B/E move
7.6%
Puts
Pseudo strike
36.22
IV
60.9%
B/E move
8.8%

45Δ

Calls
Pseudo strike
38.49
IV
43.4%
B/E move
6.9%
Puts
Pseudo strike
36.90
IV
57.4%
B/E move
7.6%

50Δ

Calls
Pseudo strike
37.89
IV
44.0%
B/E move
6.1%
Puts
Pseudo strike
37.59
IV
53.9%
B/E move
6.3%

55Δ

Calls
Pseudo strike
37.28
IV
44.6%
B/E move
5.3%
Puts
Pseudo strike
38.27
IV
50.4%
B/E move
5.1%

60Δ

Calls
Pseudo strike
36.67
IV
45.3%
B/E move
4.6%
Puts
Pseudo strike
38.96
IV
46.9%
B/E move
3.9%

65Δ

Calls
Pseudo strike
36.07
IV
45.9%
B/E move
3.8%
Puts
Pseudo strike
39.64
IV
43.3%
B/E move
2.6%

70Δ

Calls
Pseudo strike
35.46
IV
46.5%
B/E move
3.1%
Puts
Pseudo strike
40.79
IV
42.1%
B/E move
1.8%

75Δ

Calls
Pseudo strike
34.60
IV
49.2%
B/E move
2.4%
Puts
Pseudo strike
42.45
IV
43.3%
B/E move
1.4%

80Δ

Calls
Pseudo strike
32.91
IV
58.5%
B/E move
2.1%
Puts
Pseudo strike
44.11
IV
44.6%
B/E move
1.0%

Options history

No recorded observations