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OPENLANE, Inc OPLN

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Market datapartial · fetched 2026-10-22T18:28:07.929Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T18:27:57.887281044Z

FundamentalsAlpha Vantage · unavailable

Share price$37.92
1D+0.4%
$37.48$37.63$37.77$37.92$38.075:30 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$0.29$3.30$6.30$9.31$12.32$29.53$33.64$37.75$41.86$45.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OPLN spot · $37.91OPLN PRICE$0.61$0.74$0.88$1.01$1.87$3.06$4.25$5.44$6.64$7.83$9.02$10.21$11.40$1.07$2.02$2.96$3.90$4.85$5.79$6.73$7.68$8.62$9.57$10.51$11.45
PutsExpensive1.57×
CallsExpensive1.41×
SkewBearish+2.19 pp
Implied moveBearish±$10.04
TiltBearish8.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.4843.7%24.2%
25Δ44.5239.5%19.4%35.4833.5%9.3%
30Δ42.5735.3%14.6%36.6935.7%8.6%
35Δ40.6231.1%9.8%37.9037.8%7.9%
40Δ39.0232.1%7.8%39.1140.0%7.2%
45Δ37.5935.5%7.2%40.3242.1%6.4%
50Δ36.1638.9%6.6%41.5344.3%5.7%
55Δ34.7342.3%6.0%42.7446.4%5.0%
60Δ33.3145.7%5.3%43.9548.5%4.3%
65Δ31.8849.1%4.7%45.1650.7%3.6%
70Δ30.4552.5%4.1%46.3752.8%2.9%
75Δ29.0255.8%3.5%47.5855.0%2.2%
80Δ27.5959.2%2.8%48.7957.1%1.5%

20Δ

Calls
Pseudo strike
46.48
IV
43.7%
B/E move
24.2%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
44.52
IV
39.5%
B/E move
19.4%
Puts
Pseudo strike
35.48
IV
33.5%
B/E move
9.3%

30Δ

Calls
Pseudo strike
42.57
IV
35.3%
B/E move
14.6%
Puts
Pseudo strike
36.69
IV
35.7%
B/E move
8.6%

35Δ

Calls
Pseudo strike
40.62
IV
31.1%
B/E move
9.8%
Puts
Pseudo strike
37.90
IV
37.8%
B/E move
7.9%

40Δ

Calls
Pseudo strike
39.02
IV
32.1%
B/E move
7.8%
Puts
Pseudo strike
39.11
IV
40.0%
B/E move
7.2%

45Δ

Calls
Pseudo strike
37.59
IV
35.5%
B/E move
7.2%
Puts
Pseudo strike
40.32
IV
42.1%
B/E move
6.4%

50Δ

Calls
Pseudo strike
36.16
IV
38.9%
B/E move
6.6%
Puts
Pseudo strike
41.53
IV
44.3%
B/E move
5.7%

55Δ

Calls
Pseudo strike
34.73
IV
42.3%
B/E move
6.0%
Puts
Pseudo strike
42.74
IV
46.4%
B/E move
5.0%

60Δ

Calls
Pseudo strike
33.31
IV
45.7%
B/E move
5.3%
Puts
Pseudo strike
43.95
IV
48.5%
B/E move
4.3%

65Δ

Calls
Pseudo strike
31.88
IV
49.1%
B/E move
4.7%
Puts
Pseudo strike
45.16
IV
50.7%
B/E move
3.6%

70Δ

Calls
Pseudo strike
30.45
IV
52.5%
B/E move
4.1%
Puts
Pseudo strike
46.37
IV
52.8%
B/E move
2.9%

75Δ

Calls
Pseudo strike
29.02
IV
55.8%
B/E move
3.5%
Puts
Pseudo strike
47.58
IV
55.0%
B/E move
2.2%

80Δ

Calls
Pseudo strike
27.59
IV
59.2%
B/E move
2.8%
Puts
Pseudo strike
48.79
IV
57.1%
B/E move
1.5%

Options history

No recorded observations