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OptimizeRx Corporation Common Stock OPRX

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Market datapartial · fetched 2026-10-23T18:18:44.188Z

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 · 2026-10-23T18:12:05.54409235Z

FundamentalsAlpha Vantage · unavailable

Share price$9.15
1D-0.3%
$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$0.19$1.52$2.85$4.17$5.50$6.07$7.61$9.16$10.70$12.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OPRX spot · $9.14OPRX PRICE$0.53$0.74$0.94$1.15$1.35$1.56$1.76$1.96$0.33$0.45$0.58$0.70$0.82$0.94$1.06$1.18$1.30$2.15$3.14$4.13$5.12
PutsExpensive1.35×
CallsExpensive1.17×
SkewBullish-0.93 pp
Implied moveBearish±$2.00
TiltBearish37.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.52101.8%21.4%
25Δ7.8299.2%19.4%
30Δ8.1396.7%17.4%
35Δ8.4394.1%15.4%
40Δ9.9883.4%15.0%8.7491.5%13.4%
45Δ9.6687.8%13.7%9.0488.9%11.4%
50Δ9.3492.1%12.4%9.3486.3%9.5%
55Δ9.0196.5%11.1%9.6583.7%7.5%
60Δ8.69100.9%9.8%9.9581.1%5.5%
65Δ8.36105.2%8.5%10.8791.8%4.6%
70Δ8.04109.6%7.2%11.92105.2%4.0%
75Δ7.72113.9%5.9%12.97118.6%3.4%
80Δ14.01132.0%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.52
IV
101.8%
B/E move
21.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.82
IV
99.2%
B/E move
19.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.13
IV
96.7%
B/E move
17.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.43
IV
94.1%
B/E move
15.4%

40Δ

Calls
Pseudo strike
9.98
IV
83.4%
B/E move
15.0%
Puts
Pseudo strike
8.74
IV
91.5%
B/E move
13.4%

45Δ

Calls
Pseudo strike
9.66
IV
87.8%
B/E move
13.7%
Puts
Pseudo strike
9.04
IV
88.9%
B/E move
11.4%

50Δ

Calls
Pseudo strike
9.34
IV
92.1%
B/E move
12.4%
Puts
Pseudo strike
9.34
IV
86.3%
B/E move
9.5%

55Δ

Calls
Pseudo strike
9.01
IV
96.5%
B/E move
11.1%
Puts
Pseudo strike
9.65
IV
83.7%
B/E move
7.5%

60Δ

Calls
Pseudo strike
8.69
IV
100.9%
B/E move
9.8%
Puts
Pseudo strike
9.95
IV
81.1%
B/E move
5.5%

65Δ

Calls
Pseudo strike
8.36
IV
105.2%
B/E move
8.5%
Puts
Pseudo strike
10.87
IV
91.8%
B/E move
4.6%

70Δ

Calls
Pseudo strike
8.04
IV
109.6%
B/E move
7.2%
Puts
Pseudo strike
11.92
IV
105.2%
B/E move
4.0%

75Δ

Calls
Pseudo strike
7.72
IV
113.9%
B/E move
5.9%
Puts
Pseudo strike
12.97
IV
118.6%
B/E move
3.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.01
IV
132.0%
B/E move
2.7%

Options history

No recorded observations