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Oppenheimer Holdings, Inc. OPY

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Market datapartial · fetched 2026-10-23T01:40:02.799Z

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 · 2026-10-22T23:00:00.001918639Z

FundamentalsAlpha Vantage · unavailable

Share price$102.06
1D+1.6%
AH$100.07$100.77$101.47$102.17$102.875:30 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.$0.93$5.18$9.43$13.68$17.93$83.83$95.23$106.64$118.05$129.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OPY spot · $102.06OPY PRICE$1.39$1.93$2.49$2.97$3.39$3.86$4.48$5.11$5.74$6.73$7.75$8.77$10.89$1.75$2.11$2.69$3.31$3.93$4.92$5.92$6.93$8.52$10.10$12.01$14.06$16.70
PutsExpensive1.11×
CallsExpensive1.11×
SkewBearish+5.20 pp
Implied moveBearish±$10.41
TiltBearish17.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ115.1145.8%14.1%91.4451.2%12.1%
25Δ113.0246.9%12.6%94.4946.2%9.5%
30Δ110.9848.0%11.2%96.4645.2%8.1%
35Δ108.8847.2%9.6%98.2144.8%7.0%
40Δ106.7144.5%7.9%99.9544.5%5.9%
45Δ104.6942.2%6.3%101.6545.4%5.2%
50Δ103.1741.4%5.5%103.3446.4%4.5%
55Δ101.6640.7%4.6%105.0547.3%3.9%
60Δ100.1439.9%3.7%107.1948.9%3.3%
65Δ98.5739.9%3.2%109.3350.5%2.8%
70Δ97.0040.0%2.6%111.7851.5%2.2%
75Δ95.4340.1%2.1%114.3952.3%1.7%
80Δ92.9143.0%1.7%117.5352.9%1.2%

20Δ

Calls
Pseudo strike
115.11
IV
45.8%
B/E move
14.1%
Puts
Pseudo strike
91.44
IV
51.2%
B/E move
12.1%

25Δ

Calls
Pseudo strike
113.02
IV
46.9%
B/E move
12.6%
Puts
Pseudo strike
94.49
IV
46.2%
B/E move
9.5%

30Δ

Calls
Pseudo strike
110.98
IV
48.0%
B/E move
11.2%
Puts
Pseudo strike
96.46
IV
45.2%
B/E move
8.1%

35Δ

Calls
Pseudo strike
108.88
IV
47.2%
B/E move
9.6%
Puts
Pseudo strike
98.21
IV
44.8%
B/E move
7.0%

40Δ

Calls
Pseudo strike
106.71
IV
44.5%
B/E move
7.9%
Puts
Pseudo strike
99.95
IV
44.5%
B/E move
5.9%

45Δ

Calls
Pseudo strike
104.69
IV
42.2%
B/E move
6.3%
Puts
Pseudo strike
101.65
IV
45.4%
B/E move
5.2%

50Δ

Calls
Pseudo strike
103.17
IV
41.4%
B/E move
5.5%
Puts
Pseudo strike
103.34
IV
46.4%
B/E move
4.5%

55Δ

Calls
Pseudo strike
101.66
IV
40.7%
B/E move
4.6%
Puts
Pseudo strike
105.05
IV
47.3%
B/E move
3.9%

60Δ

Calls
Pseudo strike
100.14
IV
39.9%
B/E move
3.7%
Puts
Pseudo strike
107.19
IV
48.9%
B/E move
3.3%

65Δ

Calls
Pseudo strike
98.57
IV
39.9%
B/E move
3.2%
Puts
Pseudo strike
109.33
IV
50.5%
B/E move
2.8%

70Δ

Calls
Pseudo strike
97.00
IV
40.0%
B/E move
2.6%
Puts
Pseudo strike
111.78
IV
51.5%
B/E move
2.2%

75Δ

Calls
Pseudo strike
95.43
IV
40.1%
B/E move
2.1%
Puts
Pseudo strike
114.39
IV
52.3%
B/E move
1.7%

80Δ

Calls
Pseudo strike
92.91
IV
43.0%
B/E move
1.7%
Puts
Pseudo strike
117.53
IV
52.9%
B/E move
1.2%

Options history

No recorded observations