IntraAlpha
Create free account Start free

Optimum Communications, Inc. OPTU

COMMUNICATION SERVICES · TELECOM SERVICES
i

Market dataready · fetched 2026-11-13T02:13:04.892Z

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 · 2026-11-13T00:08:45.213198592Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T02:13:04.560793+00:00

Share price$0.62
1D-3.2%
AH$0.62$0.63$0.64$0.65$0.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOPTU
Sold putSold callAH

Optimum Communications, Inc. options

Live interpolated OPTU call and put midpoint premiums by absolute delta.Optimum Communications, Inc.$0.27$0.56$0.86$1.15$1.45$0.39$0.51$0.63$0.75$0.8720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELive OPTU spot · $0.62OPTU PRICE$0.30$0.30$0.30$0.30$0.30$0.30$0.31$0.33$0.34$0.35$0.36$0.37$0.36$0.39$0.41$0.44$0.46$0.48$0.57$0.83$1.10$1.36
Puts——
Calls——
Skew——
Implied moveBearish±$0.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.66800.0%533.9%
25Δ2.86800.0%406.6%0.55781.3%70.6%
30Δ2.33800.0%321.6%0.63750.4%61.8%
35Δ2.02800.0%271.8%0.70719.6%53.0%
40Δ1.71800.0%221.9%0.78688.7%44.1%
45Δ1.45800.0%181.5%0.86657.9%35.3%
50Δ1.31800.0%160.1%0.94627.0%26.5%
55Δ1.16800.0%138.7%1.07612.2%19.3%
60Δ1.02800.0%117.4%1.35646.0%17.1%
65Δ0.88800.0%96.0%1.63679.9%14.8%
70Δ0.73800.0%74.6%1.91713.8%12.6%
75Δ0.59800.0%53.2%
80Δ

20Δ

Calls
Pseudo strike
3.66
IV
800.0%
B/E move
533.9%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
2.86
IV
800.0%
B/E move
406.6%
Puts
Pseudo strike
0.55
IV
781.3%
B/E move
70.6%

30Δ

Calls
Pseudo strike
2.33
IV
800.0%
B/E move
321.6%
Puts
Pseudo strike
0.63
IV
750.4%
B/E move
61.8%

35Δ

Calls
Pseudo strike
2.02
IV
800.0%
B/E move
271.8%
Puts
Pseudo strike
0.70
IV
719.6%
B/E move
53.0%

40Δ

Calls
Pseudo strike
1.71
IV
800.0%
B/E move
221.9%
Puts
Pseudo strike
0.78
IV
688.7%
B/E move
44.1%

45Δ

Calls
Pseudo strike
1.45
IV
800.0%
B/E move
181.5%
Puts
Pseudo strike
0.86
IV
657.9%
B/E move
35.3%

50Δ

Calls
Pseudo strike
1.31
IV
800.0%
B/E move
160.1%
Puts
Pseudo strike
0.94
IV
627.0%
B/E move
26.5%

55Δ

Calls
Pseudo strike
1.16
IV
800.0%
B/E move
138.7%
Puts
Pseudo strike
1.07
IV
612.2%
B/E move
19.3%

60Δ

Calls
Pseudo strike
1.02
IV
800.0%
B/E move
117.4%
Puts
Pseudo strike
1.35
IV
646.0%
B/E move
17.1%

65Δ

Calls
Pseudo strike
0.88
IV
800.0%
B/E move
96.0%
Puts
Pseudo strike
1.63
IV
679.9%
B/E move
14.8%

70Δ

Calls
Pseudo strike
0.73
IV
800.0%
B/E move
74.6%
Puts
Pseudo strike
1.91
IV
713.8%
B/E move
12.6%

75Δ

Calls
Pseudo strike
0.59
IV
800.0%
B/E move
53.2%
Puts
Pseudo strike
IV
B/E move

80Δ

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

Options history

IV · four-Friday blend337.93%
Daily EOD
OPTU325.9%332.4%338.8%2026-10-23: 326.79%2026-10-28: 337.93%Oct 23Oct 28
2 observations2026-10-23 — 2026-10-28
Table
DateIV (%)
326.79%
337.93%