IntraAlpha
Create free account Start free

Ocean Power Technologies, Inc. OPTT

i

Market datapartial · fetched 2026-10-23T16:34:48.533Z

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 · 2026-10-23T16:33:18.611337869Z

FundamentalsAlpha Vantage · unavailable

Share price$0.72
1D+11.7%
$0.63$0.66$0.68$0.71$0.745:30 AM6:30 AM9:00 AM1:00 PMOPTT
Sold putSold call

Ocean Power Technologies, Inc. options

Live interpolated OPTT call and put midpoint premiums by absolute delta.Ocean Power Technologies, Inc.$0.00$0.88$1.76$2.64$3.52$-0.52$0.22$0.95$1.69$2.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OPTT spot · $0.72OPTT PRICE$0.07$0.09$0.14$0.22$0.41$0.50$0.51$0.51$0.51$0.52$0.52$0.43$0.45$0.48$0.51$0.57$0.68$0.80$0.91$1.48$3.27
PutsExpensive2.05×
CallsExpensive2.82×
SkewBullish-136.47 pp
Implied moveBearish±$1.21
TiltBearish41.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ0.68664.7%65.6%
25Δ0.76596.4%57.0%
30Δ1.36248.3%97.6%0.85528.2%48.4%
35Δ1.51278.6%121.3%0.94460.0%39.8%
40Δ2.07411.9%205.6%1.05412.7%32.8%
45Δ3.19553.4%371.4%1.19404.2%28.9%
50Δ6.13721.9%806.0%1.34395.6%24.9%
55Δ6.97792.4%934.2%1.48387.1%20.9%
60Δ5.98778.1%797.8%2.07426.1%18.4%
65Δ4.99763.9%661.4%3.87500.6%16.9%
70Δ4.00749.6%525.0%
75Δ3.01735.4%388.6%
80Δ2.02721.1%252.2%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.68
IV
664.7%
B/E move
65.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
0.76
IV
596.4%
B/E move
57.0%

30Δ

Calls
Pseudo strike
1.36
IV
248.3%
B/E move
97.6%
Puts
Pseudo strike
0.85
IV
528.2%
B/E move
48.4%

35Δ

Calls
Pseudo strike
1.51
IV
278.6%
B/E move
121.3%
Puts
Pseudo strike
0.94
IV
460.0%
B/E move
39.8%

40Δ

Calls
Pseudo strike
2.07
IV
411.9%
B/E move
205.6%
Puts
Pseudo strike
1.05
IV
412.7%
B/E move
32.8%

45Δ

Calls
Pseudo strike
3.19
IV
553.4%
B/E move
371.4%
Puts
Pseudo strike
1.19
IV
404.2%
B/E move
28.9%

50Δ

Calls
Pseudo strike
6.13
IV
721.9%
B/E move
806.0%
Puts
Pseudo strike
1.34
IV
395.6%
B/E move
24.9%

55Δ

Calls
Pseudo strike
6.97
IV
792.4%
B/E move
934.2%
Puts
Pseudo strike
1.48
IV
387.1%
B/E move
20.9%

60Δ

Calls
Pseudo strike
5.98
IV
778.1%
B/E move
797.8%
Puts
Pseudo strike
2.07
IV
426.1%
B/E move
18.4%

65Δ

Calls
Pseudo strike
4.99
IV
763.9%
B/E move
661.4%
Puts
Pseudo strike
3.87
IV
500.6%
B/E move
16.9%

70Δ

Calls
Pseudo strike
4.00
IV
749.6%
B/E move
525.0%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.01
IV
735.4%
B/E move
388.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.02
IV
721.1%
B/E move
252.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations