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Optimum Communications, Inc. OPTU

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Market datapartial · fetched 2026-10-23T02:22:03.928Z

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 · 2026-10-22T23:38:03.590704189Z

FundamentalsAlpha Vantage · unavailable

Share price$0.60
1D-17.0%
AH$0.48$0.54$0.61$0.67$0.735:30 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.$0.00$1.94$3.87$5.81$7.75$-0.31$0.22$0.75$1.29$1.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OPTU spot · $0.60OPTU PRICE$0.03$0.05$0.07$0.09$0.17$0.30$0.42$0.42$0.42$0.42$0.42$0.44$0.45$1.00$2.54$4.09$5.63$7.18$2.66$0.57$0.71$0.84$0.97$1.08
PutsExpensive1.74×
CallsExpensive4.31×
SkewBullish-182.29 pp
Implied moveBearish±$7.60
TiltBearish76.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ1.01170.1%72.5%
25Δ1.15230.8%100.0%
30Δ1.30291.5%127.4%1.40273.7%31.9%
35Δ1.44352.3%154.9%2.92404.8%36.4%
40Δ2.84472.5%402.2%4.44535.8%40.9%
45Δ5.19637.6%814.6%5.96666.9%45.4%
50Δ7.47800.0%1216.0%7.48797.9%49.9%
55Δ5.73800.0%925.4%3.09460.1%27.4%
60Δ4.37800.0%699.5%1.08299.6%15.3%
65Δ3.30800.0%520.1%1.23301.1%12.9%
70Δ2.31800.0%355.8%1.38302.5%10.4%
75Δ1.78820.9%269.7%1.52299.9%7.9%
80Δ1.40857.3%209.7%1.65280.4%5.9%

20Δ

Calls
Pseudo strike
1.01
IV
170.1%
B/E move
72.5%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
1.15
IV
230.8%
B/E move
100.0%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
1.30
IV
291.5%
B/E move
127.4%
Puts
Pseudo strike
1.40
IV
273.7%
B/E move
31.9%

35Δ

Calls
Pseudo strike
1.44
IV
352.3%
B/E move
154.9%
Puts
Pseudo strike
2.92
IV
404.8%
B/E move
36.4%

40Δ

Calls
Pseudo strike
2.84
IV
472.5%
B/E move
402.2%
Puts
Pseudo strike
4.44
IV
535.8%
B/E move
40.9%

45Δ

Calls
Pseudo strike
5.19
IV
637.6%
B/E move
814.6%
Puts
Pseudo strike
5.96
IV
666.9%
B/E move
45.4%

50Δ

Calls
Pseudo strike
7.47
IV
800.0%
B/E move
1216.0%
Puts
Pseudo strike
7.48
IV
797.9%
B/E move
49.9%

55Δ

Calls
Pseudo strike
5.73
IV
800.0%
B/E move
925.4%
Puts
Pseudo strike
3.09
IV
460.1%
B/E move
27.4%

60Δ

Calls
Pseudo strike
4.37
IV
800.0%
B/E move
699.5%
Puts
Pseudo strike
1.08
IV
299.6%
B/E move
15.3%

65Δ

Calls
Pseudo strike
3.30
IV
800.0%
B/E move
520.1%
Puts
Pseudo strike
1.23
IV
301.1%
B/E move
12.9%

70Δ

Calls
Pseudo strike
2.31
IV
800.0%
B/E move
355.8%
Puts
Pseudo strike
1.38
IV
302.5%
B/E move
10.4%

75Δ

Calls
Pseudo strike
1.78
IV
820.9%
B/E move
269.7%
Puts
Pseudo strike
1.52
IV
299.9%
B/E move
7.9%

80Δ

Calls
Pseudo strike
1.40
IV
857.3%
B/E move
209.7%
Puts
Pseudo strike
1.65
IV
280.4%
B/E move
5.9%

Options history

No recorded observations