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Oppenheimer Holdings, Inc. OPY

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Market datapartial · fetched 2026-10-22T14:49:53.404Z

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 · 2026-10-22T14:46:48.303703254Z

FundamentalsAlpha Vantage · unavailable

Share price$100.93
1D+0.5%
$100.07$100.77$101.47$102.17$102.875:30 AM6:30 AM9:00 AM1:00 PMOPY
Sold putSold call

Oppenheimer Holdings, Inc. options

Live interpolated OPY call and put midpoint premiums by absolute delta.Oppenheimer Holdings, Inc.$1.02$4.85$8.68$12.52$16.35$83.43$94.95$106.47$117.98$129.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OPY spot · $100.93OPY PRICE$1.43$1.96$2.48$2.94$3.40$3.96$4.54$5.12$6.06$7.15$8.24$10.00$12.08$1.68$2.03$2.53$3.24$3.94$4.72$5.68$6.64$7.69$8.97$10.25$12.41$15.24
PutsFair1.05×
CallsExpensive1.12×
SkewBearish+0.28 pp
Implied moveBearish±$10.22
TiltBearish10.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.4347.6%14.8%90.7749.6%11.7%
25Δ112.1948.4%13.1%93.4845.2%9.4%
30Δ109.9649.3%11.4%95.7043.0%7.7%
35Δ107.7147.2%9.6%97.2843.7%6.8%
40Δ105.4745.1%7.9%98.8644.3%6.0%
45Δ103.7243.8%6.7%100.4644.8%5.1%
50Δ102.1142.7%5.7%102.1245.1%4.4%
55Δ100.4941.6%4.6%103.7845.4%3.8%
60Δ98.8542.0%3.9%105.4945.6%3.1%
65Δ97.2043.0%3.4%107.3445.4%2.5%
70Δ95.5544.0%2.8%109.2045.2%2.0%
75Δ93.3246.3%2.4%111.8346.8%1.5%
80Δ90.8049.4%1.9%115.0549.7%1.1%

20Δ

Calls
Pseudo strike
114.43
IV
47.6%
B/E move
14.8%
Puts
Pseudo strike
90.77
IV
49.6%
B/E move
11.7%

25Δ

Calls
Pseudo strike
112.19
IV
48.4%
B/E move
13.1%
Puts
Pseudo strike
93.48
IV
45.2%
B/E move
9.4%

30Δ

Calls
Pseudo strike
109.96
IV
49.3%
B/E move
11.4%
Puts
Pseudo strike
95.70
IV
43.0%
B/E move
7.7%

35Δ

Calls
Pseudo strike
107.71
IV
47.2%
B/E move
9.6%
Puts
Pseudo strike
97.28
IV
43.7%
B/E move
6.8%

40Δ

Calls
Pseudo strike
105.47
IV
45.1%
B/E move
7.9%
Puts
Pseudo strike
98.86
IV
44.3%
B/E move
6.0%

45Δ

Calls
Pseudo strike
103.72
IV
43.8%
B/E move
6.7%
Puts
Pseudo strike
100.46
IV
44.8%
B/E move
5.1%

50Δ

Calls
Pseudo strike
102.11
IV
42.7%
B/E move
5.7%
Puts
Pseudo strike
102.12
IV
45.1%
B/E move
4.4%

55Δ

Calls
Pseudo strike
100.49
IV
41.6%
B/E move
4.6%
Puts
Pseudo strike
103.78
IV
45.4%
B/E move
3.8%

60Δ

Calls
Pseudo strike
98.85
IV
42.0%
B/E move
3.9%
Puts
Pseudo strike
105.49
IV
45.6%
B/E move
3.1%

65Δ

Calls
Pseudo strike
97.20
IV
43.0%
B/E move
3.4%
Puts
Pseudo strike
107.34
IV
45.4%
B/E move
2.5%

70Δ

Calls
Pseudo strike
95.55
IV
44.0%
B/E move
2.8%
Puts
Pseudo strike
109.20
IV
45.2%
B/E move
2.0%

75Δ

Calls
Pseudo strike
93.32
IV
46.3%
B/E move
2.4%
Puts
Pseudo strike
111.83
IV
46.8%
B/E move
1.5%

80Δ

Calls
Pseudo strike
90.80
IV
49.4%
B/E move
1.9%
Puts
Pseudo strike
115.05
IV
49.7%
B/E move
1.1%

Options history

No recorded observations