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OPENLANE, Inc OPLN

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Market datapartial · fetched 2026-10-22T21:02:03.830Z

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 · 2026-10-22T20:10:00.001318486Z

FundamentalsAlpha Vantage · unavailable

Share price$38.05
1D+0.8%
AH$37.47$37.64$37.81$37.98$38.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOPLN
Sold putSold callAH

OPENLANE, Inc options

Live interpolated OPLN call and put midpoint premiums by absolute delta.OPENLANE, Inc$0.62$3.04$5.46$7.88$10.30$30.48$33.80$37.12$40.43$43.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OPLN spot · $38.05OPLN PRICE$1.12$0.92$0.88$1.18$1.48$1.78$2.08$2.39$2.69$2.99$3.29$3.59$1.08$1.06$1.25$1.54$1.82$2.10$2.39$2.67$2.95$4.14$5.79$7.45$9.60
PutsExpensive2.27×
CallsExpensive1.34×
SkewBearish+17.40 pp
Implied moveBearish±$4.17
TiltBearish28.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ31.7986.0%19.3%
25Δ45.4978.3%22.5%34.2862.8%12.7%
30Δ42.1252.1%13.1%35.5155.1%10.0%
35Δ39.8234.7%7.0%36.2153.6%8.9%
40Δ39.2935.1%6.4%36.9252.2%7.7%
45Δ38.7635.5%5.8%37.6350.7%6.6%
50Δ38.2335.9%5.2%38.3449.3%5.5%
55Δ37.7036.3%4.6%39.0547.8%4.4%
60Δ37.1736.6%4.0%39.7646.3%3.3%
65Δ36.6437.0%3.4%41.1451.9%2.7%
70Δ36.1137.4%2.8%42.8961.0%2.5%
75Δ35.5837.8%2.2%44.6370.2%2.3%
80Δ35.0538.1%1.6%46.9875.3%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
31.79
IV
86.0%
B/E move
19.3%

25Δ

Calls
Pseudo strike
45.49
IV
78.3%
B/E move
22.5%
Puts
Pseudo strike
34.28
IV
62.8%
B/E move
12.7%

30Δ

Calls
Pseudo strike
42.12
IV
52.1%
B/E move
13.1%
Puts
Pseudo strike
35.51
IV
55.1%
B/E move
10.0%

35Δ

Calls
Pseudo strike
39.82
IV
34.7%
B/E move
7.0%
Puts
Pseudo strike
36.21
IV
53.6%
B/E move
8.9%

40Δ

Calls
Pseudo strike
39.29
IV
35.1%
B/E move
6.4%
Puts
Pseudo strike
36.92
IV
52.2%
B/E move
7.7%

45Δ

Calls
Pseudo strike
38.76
IV
35.5%
B/E move
5.8%
Puts
Pseudo strike
37.63
IV
50.7%
B/E move
6.6%

50Δ

Calls
Pseudo strike
38.23
IV
35.9%
B/E move
5.2%
Puts
Pseudo strike
38.34
IV
49.3%
B/E move
5.5%

55Δ

Calls
Pseudo strike
37.70
IV
36.3%
B/E move
4.6%
Puts
Pseudo strike
39.05
IV
47.8%
B/E move
4.4%

60Δ

Calls
Pseudo strike
37.17
IV
36.6%
B/E move
4.0%
Puts
Pseudo strike
39.76
IV
46.3%
B/E move
3.3%

65Δ

Calls
Pseudo strike
36.64
IV
37.0%
B/E move
3.4%
Puts
Pseudo strike
41.14
IV
51.9%
B/E move
2.7%

70Δ

Calls
Pseudo strike
36.11
IV
37.4%
B/E move
2.8%
Puts
Pseudo strike
42.89
IV
61.0%
B/E move
2.5%

75Δ

Calls
Pseudo strike
35.58
IV
37.8%
B/E move
2.2%
Puts
Pseudo strike
44.63
IV
70.2%
B/E move
2.3%

80Δ

Calls
Pseudo strike
35.05
IV
38.1%
B/E move
1.6%
Puts
Pseudo strike
46.98
IV
75.3%
B/E move
1.8%

Options history

No recorded observations