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OptimizeRx Corporation Common Stock OPRX

HEALTHCARE · HEALTH INFORMATION SERVICES
i

Market dataready · fetched 2026-11-13T01:03:35.605Z

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 · 2026-11-13T00:38:12.285576023Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-13T00:55:54.580812+00:00

Share price$8.46
1D+17.9%
AH$6.29$7.00$7.72$8.43$9.155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOPRX
Sold putSold callAH

OptimizeRx Corporation Common Stock options

Live interpolated OPRX call and put midpoint premiums by absolute delta.OptimizeRx Corporation Common Stock$0.18$1.48$2.78$4.08$5.39$5.20$6.74$8.27$9.80$11.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive OPRX spot · $8.46OPRX PRICE$0.39$0.49$0.59$0.69$0.79$0.89$0.99$1.09$1.19$1.29$1.57$2.20$0.32$0.49$0.67$0.85$1.02$1.20$1.38$1.56$1.73$5.01
Puts——
Calls——
Skew——
Implied moveBearish±$2.09
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ9.3198.1%14.7%7.67123.0%13.1%
30Δ9.12105.0%13.6%7.93128.7%12.1%
35Δ8.93111.9%12.6%8.19134.4%11.1%
40Δ8.75118.8%11.5%8.45140.1%10.1%
45Δ8.56125.7%10.5%8.71145.8%9.1%
50Δ8.37132.6%9.5%8.97151.5%8.1%
55Δ8.18139.5%8.4%9.23157.2%7.2%
60Δ8.00146.3%7.4%9.49162.9%6.2%
65Δ7.81153.2%6.3%9.75168.6%5.2%
70Δ7.62160.1%5.3%
75Δ7.26179.1%4.4%13.01318.6%5.4%
80Δ6.57220.1%3.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
9.31
IV
98.1%
B/E move
14.7%
Puts
Pseudo strike
7.67
IV
123.0%
B/E move
13.1%

30Δ

Calls
Pseudo strike
9.12
IV
105.0%
B/E move
13.6%
Puts
Pseudo strike
7.93
IV
128.7%
B/E move
12.1%

35Δ

Calls
Pseudo strike
8.93
IV
111.9%
B/E move
12.6%
Puts
Pseudo strike
8.19
IV
134.4%
B/E move
11.1%

40Δ

Calls
Pseudo strike
8.75
IV
118.8%
B/E move
11.5%
Puts
Pseudo strike
8.45
IV
140.1%
B/E move
10.1%

45Δ

Calls
Pseudo strike
8.56
IV
125.7%
B/E move
10.5%
Puts
Pseudo strike
8.71
IV
145.8%
B/E move
9.1%

50Δ

Calls
Pseudo strike
8.37
IV
132.6%
B/E move
9.5%
Puts
Pseudo strike
8.97
IV
151.5%
B/E move
8.1%

55Δ

Calls
Pseudo strike
8.18
IV
139.5%
B/E move
8.4%
Puts
Pseudo strike
9.23
IV
157.2%
B/E move
7.2%

60Δ

Calls
Pseudo strike
8.00
IV
146.3%
B/E move
7.4%
Puts
Pseudo strike
9.49
IV
162.9%
B/E move
6.2%

65Δ

Calls
Pseudo strike
7.81
IV
153.2%
B/E move
6.3%
Puts
Pseudo strike
9.75
IV
168.6%
B/E move
5.2%

70Δ

Calls
Pseudo strike
7.62
IV
160.1%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
7.26
IV
179.1%
B/E move
4.4%
Puts
Pseudo strike
13.01
IV
318.6%
B/E move
5.4%

80Δ

Calls
Pseudo strike
6.57
IV
220.1%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend78.81%
Daily EOD
OPRX74.8%78.2%81.5%2026-10-19: 76.87%2026-10-20: 75.25%2026-10-21: 77.95%2026-10-22: 79.98%2026-10-23: 76.00%2026-10-26: 79.37%2026-10-27: 77.25%2026-10-28: 81.08%2026-10-29: 76.49%2026-10-30: 78.81%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
76.87%
75.25%
77.95%
79.98%
76.00%
79.37%
77.25%
81.08%
76.49%
78.81%