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Ocean Power Technologies, Inc. OPTT

INDUSTRIALS · SPECIALTY INDUSTRIAL MACHINERY
i

Market dataready · fetched 2026-11-13T01:32:47.350Z

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 · 2026-11-13T01:00:00.094383039Z

FundamentalsAlpha Vantage · ready · quarter 2026-07-31 · fetched 2026-11-13T01:32:46.923917+00:00

Share price$0.68
1D+29.3%
AH$0.53$0.59$0.65$0.71$0.765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOPTT
Sold putSold callAH

Ocean Power Technologies, Inc. options

Live interpolated OPTT call and put midpoint premiums by absolute delta.Ocean Power Technologies, Inc.$0.05$0.37$0.70$1.02$1.35$0.26$0.48$0.70$0.92$1.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive OPTT spot · $0.68OPTT PRICE$0.08$0.10$0.11$0.12$0.13$0.14$0.16$0.17$0.18$0.23$0.31$0.40$0.49$0.57$0.64$0.71$0.79$0.86$0.97$1.11$1.25
Puts——
Calls——
Skew——
Implied moveBearish±$0.75
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ0.60711.1%45.2%
30Δ0.72720.9%40.9%
35Δ0.83730.6%36.7%
40Δ0.97389.8%53.2%0.95740.4%32.5%
45Δ0.92371.4%47.9%1.05728.7%28.6%
50Δ0.87353.1%42.6%1.15700.0%25.0%
55Δ0.82334.7%37.2%1.25671.2%21.4%
60Δ0.77316.3%31.9%1.35642.5%17.9%
65Δ0.72297.9%26.5%1.45613.8%14.3%
70Δ0.67279.5%21.2%1.57589.4%11.3%
75Δ0.62261.1%15.9%1.73570.0%9.0%
80Δ0.58242.8%10.5%1.89550.6%6.6%

20Δ

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

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.60
IV
711.1%
B/E move
45.2%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.72
IV
720.9%
B/E move
40.9%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.83
IV
730.6%
B/E move
36.7%

40Δ

Calls
Pseudo strike
0.97
IV
389.8%
B/E move
53.2%
Puts
Pseudo strike
0.95
IV
740.4%
B/E move
32.5%

45Δ

Calls
Pseudo strike
0.92
IV
371.4%
B/E move
47.9%
Puts
Pseudo strike
1.05
IV
728.7%
B/E move
28.6%

50Δ

Calls
Pseudo strike
0.87
IV
353.1%
B/E move
42.6%
Puts
Pseudo strike
1.15
IV
700.0%
B/E move
25.0%

55Δ

Calls
Pseudo strike
0.82
IV
334.7%
B/E move
37.2%
Puts
Pseudo strike
1.25
IV
671.2%
B/E move
21.4%

60Δ

Calls
Pseudo strike
0.77
IV
316.3%
B/E move
31.9%
Puts
Pseudo strike
1.35
IV
642.5%
B/E move
17.9%

65Δ

Calls
Pseudo strike
0.72
IV
297.9%
B/E move
26.5%
Puts
Pseudo strike
1.45
IV
613.8%
B/E move
14.3%

70Δ

Calls
Pseudo strike
0.67
IV
279.5%
B/E move
21.2%
Puts
Pseudo strike
1.57
IV
589.4%
B/E move
11.3%

75Δ

Calls
Pseudo strike
0.62
IV
261.1%
B/E move
15.9%
Puts
Pseudo strike
1.73
IV
570.0%
B/E move
9.0%

80Δ

Calls
Pseudo strike
0.58
IV
242.8%
B/E move
10.5%
Puts
Pseudo strike
1.89
IV
550.6%
B/E move
6.6%

Options history

IV · four-Friday blend343.21%
Daily EOD
OPTT283.0%315.3%347.7%2026-10-19: 287.49%2026-10-22: 343.21%Oct 19Oct 22
2 observations2026-10-19 — 2026-10-22
Table
DateIV (%)
287.49%
343.21%