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Oppenheimer Holdings, Inc. OPY

i

Market dataready · fetched 2026-11-12T02:49:11.798Z

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 · 2026-11-12T00:00:00.001610553Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:49:11.406673+00:00

Share price$91.45
1D+0.3%
AH$90.75$90.98$91.21$91.45$91.685:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOPY
Sold putSold callAH

Oppenheimer Holdings, Inc. options

Live interpolated OPY call and put midpoint premiums by absolute delta.Oppenheimer Holdings, Inc.$1.07$3.45$5.83$8.21$10.59$79.39$85.09$90.80$96.50$102.2020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OPY spot · $91.45OPY PRICE$1.33$1.43$1.69$1.95$2.31$2.71$3.11$3.51$3.93$4.69$5.45$6.20$6.96$1.58$1.84$2.21$2.58$2.96$3.48$4.07$4.66$5.24$6.07$7.28$8.49$9.90
PutsExpensive1.69×
CallsFair1.01×
SkewBearish+9.23 pp
Implied moveBearish±$7.18
TiltBearish14.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ104.1290.4%15.3%81.5794.5%12.5%
25Δ99.4271.6%10.3%84.6381.2%9.5%
30Δ97.4766.4%8.4%86.3876.0%8.0%
35Δ95.5361.1%6.6%87.9572.0%6.6%
40Δ94.2258.8%5.6%89.5268.0%5.3%
45Δ93.1457.5%4.8%90.8166.0%4.5%
50Δ92.0756.1%4.1%91.9764.9%3.9%
55Δ90.9954.8%3.3%93.1363.7%3.3%
60Δ89.9253.6%2.6%94.2962.6%2.6%
65Δ88.8153.6%2.2%95.6062.3%2.1%
70Δ87.7153.6%1.9%97.1563.3%1.7%
75Δ86.6053.5%1.5%98.7064.3%1.4%
80Δ85.5053.5%1.1%100.4565.6%1.0%

20Δ

Calls
Pseudo strike
104.12
IV
90.4%
B/E move
15.3%
Puts
Pseudo strike
81.57
IV
94.5%
B/E move
12.5%

25Δ

Calls
Pseudo strike
99.42
IV
71.6%
B/E move
10.3%
Puts
Pseudo strike
84.63
IV
81.2%
B/E move
9.5%

30Δ

Calls
Pseudo strike
97.47
IV
66.4%
B/E move
8.4%
Puts
Pseudo strike
86.38
IV
76.0%
B/E move
8.0%

35Δ

Calls
Pseudo strike
95.53
IV
61.1%
B/E move
6.6%
Puts
Pseudo strike
87.95
IV
72.0%
B/E move
6.6%

40Δ

Calls
Pseudo strike
94.22
IV
58.8%
B/E move
5.6%
Puts
Pseudo strike
89.52
IV
68.0%
B/E move
5.3%

45Δ

Calls
Pseudo strike
93.14
IV
57.5%
B/E move
4.8%
Puts
Pseudo strike
90.81
IV
66.0%
B/E move
4.5%

50Δ

Calls
Pseudo strike
92.07
IV
56.1%
B/E move
4.1%
Puts
Pseudo strike
91.97
IV
64.9%
B/E move
3.9%

55Δ

Calls
Pseudo strike
90.99
IV
54.8%
B/E move
3.3%
Puts
Pseudo strike
93.13
IV
63.7%
B/E move
3.3%

60Δ

Calls
Pseudo strike
89.92
IV
53.6%
B/E move
2.6%
Puts
Pseudo strike
94.29
IV
62.6%
B/E move
2.6%

65Δ

Calls
Pseudo strike
88.81
IV
53.6%
B/E move
2.2%
Puts
Pseudo strike
95.60
IV
62.3%
B/E move
2.1%

70Δ

Calls
Pseudo strike
87.71
IV
53.6%
B/E move
1.9%
Puts
Pseudo strike
97.15
IV
63.3%
B/E move
1.7%

75Δ

Calls
Pseudo strike
86.60
IV
53.5%
B/E move
1.5%
Puts
Pseudo strike
98.70
IV
64.3%
B/E move
1.4%

80Δ

Calls
Pseudo strike
85.50
IV
53.5%
B/E move
1.1%
Puts
Pseudo strike
100.45
IV
65.6%
B/E move
1.0%

Options history

IV · four-Friday blend42.15%
Daily EOD
OPY37.9%40.2%42.5%2026-10-19: 39.04%2026-10-20: 38.63%2026-10-21: 38.19%2026-10-22: 38.80%2026-10-23: 39.60%2026-10-26: 38.77%2026-10-27: 39.65%2026-10-28: 39.95%2026-10-29: 39.44%2026-10-30: 42.15%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.04%
38.63%
38.19%
38.80%
39.60%
38.77%
39.65%
39.95%
39.44%
42.15%