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OptimizeRx Corporation Common Stock OPRX

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Market datapartial · fetched 2026-10-23T17:34:38.329Z

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 · 2026-10-23T17:30:45.448172278Z

FundamentalsAlpha Vantage · unavailable

Share price$9.12
1D-0.5%
$8.91$8.98$9.05$9.12$9.195:30 AM6:30 AM9:00 AM1:00 PMOPRX
Sold putSold call

OptimizeRx Corporation Common Stock options

Live interpolated OPRX call and put midpoint premiums by absolute delta.OptimizeRx Corporation Common Stock$0.09$1.40$2.70$4.00$5.30$6.13$7.61$9.08$10.56$12.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OPRX spot · $9.12OPRX PRICE$0.24$0.31$0.38$0.46$0.54$0.74$0.93$1.13$1.32$1.52$1.71$1.91$0.33$0.45$0.57$0.69$0.81$0.93$1.05$1.17$1.28$1.98$2.96$3.94$4.93
PutsExpensive1.30×
CallsExpensive1.09×
SkewBearish+2.78 pp
Implied moveBearish±$1.98
TiltBearish30.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.7083.5%30.9%7.51101.2%21.3%
25Δ11.2783.7%26.9%7.8198.6%19.3%
30Δ10.8383.9%23.0%8.1195.9%17.3%
35Δ10.4084.1%19.0%8.4193.3%15.4%
40Δ9.9784.6%15.3%8.7090.6%13.4%
45Δ9.6588.2%13.9%9.0087.9%11.4%
50Δ9.3391.9%12.5%9.3085.3%9.5%
55Δ9.0195.5%11.2%9.6082.6%7.5%
60Δ8.6999.2%9.8%9.9080.0%5.5%
65Δ8.37102.8%8.4%10.6987.6%4.5%
70Δ8.05106.5%7.1%11.73100.5%3.8%
75Δ7.73110.1%5.7%12.77113.4%3.2%
80Δ13.81126.3%2.6%

20Δ

Calls
Pseudo strike
11.70
IV
83.5%
B/E move
30.9%
Puts
Pseudo strike
7.51
IV
101.2%
B/E move
21.3%

25Δ

Calls
Pseudo strike
11.27
IV
83.7%
B/E move
26.9%
Puts
Pseudo strike
7.81
IV
98.6%
B/E move
19.3%

30Δ

Calls
Pseudo strike
10.83
IV
83.9%
B/E move
23.0%
Puts
Pseudo strike
8.11
IV
95.9%
B/E move
17.3%

35Δ

Calls
Pseudo strike
10.40
IV
84.1%
B/E move
19.0%
Puts
Pseudo strike
8.41
IV
93.3%
B/E move
15.4%

40Δ

Calls
Pseudo strike
9.97
IV
84.6%
B/E move
15.3%
Puts
Pseudo strike
8.70
IV
90.6%
B/E move
13.4%

45Δ

Calls
Pseudo strike
9.65
IV
88.2%
B/E move
13.9%
Puts
Pseudo strike
9.00
IV
87.9%
B/E move
11.4%

50Δ

Calls
Pseudo strike
9.33
IV
91.9%
B/E move
12.5%
Puts
Pseudo strike
9.30
IV
85.3%
B/E move
9.5%

55Δ

Calls
Pseudo strike
9.01
IV
95.5%
B/E move
11.2%
Puts
Pseudo strike
9.60
IV
82.6%
B/E move
7.5%

60Δ

Calls
Pseudo strike
8.69
IV
99.2%
B/E move
9.8%
Puts
Pseudo strike
9.90
IV
80.0%
B/E move
5.5%

65Δ

Calls
Pseudo strike
8.37
IV
102.8%
B/E move
8.4%
Puts
Pseudo strike
10.69
IV
87.6%
B/E move
4.5%

70Δ

Calls
Pseudo strike
8.05
IV
106.5%
B/E move
7.1%
Puts
Pseudo strike
11.73
IV
100.5%
B/E move
3.8%

75Δ

Calls
Pseudo strike
7.73
IV
110.1%
B/E move
5.7%
Puts
Pseudo strike
12.77
IV
113.4%
B/E move
3.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.81
IV
126.3%
B/E move
2.6%

Options history

No recorded observations