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Oppenheimer Holdings, Inc. OPY

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Market datapartial · fetched 2026-10-22T16:52:22.472Z

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 · 2026-10-22T16:51:47.215935112Z

FundamentalsAlpha Vantage · unavailable

Share price$101.53
1D+1.1%
$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.$0.97$5.02$9.06$13.11$17.16$83.36$94.90$106.43$117.97$129.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OPY spot · $101.53OPY PRICE$1.41$1.95$2.50$2.97$3.42$3.92$4.50$5.08$5.77$6.77$7.77$8.86$11.23$1.72$2.09$2.66$3.36$4.05$5.07$6.29$7.51$8.72$9.94$11.43$13.59$15.99
PutsExpensive1.10×
CallsExpensive1.07×
SkewBearish+4.12 pp
Implied moveBearish±$10.79
TiltBearish16.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ114.7046.4%14.4%91.1050.6%12.0%
25Δ112.6347.6%12.9%93.9646.1%9.5%
30Δ110.5648.9%11.4%96.0644.7%8.0%
35Δ108.3847.4%9.7%97.7345.1%7.1%
40Δ106.1745.0%7.9%99.3945.6%6.1%
45Δ104.2643.2%6.6%101.1946.2%5.3%
50Δ102.7042.0%5.6%103.0646.9%4.7%
55Δ101.1440.8%4.6%104.9347.5%4.0%
60Δ99.5840.0%3.8%106.8048.2%3.4%
65Δ98.0240.3%3.2%108.6748.9%2.8%
70Δ96.4640.5%2.7%110.7849.7%2.1%
75Δ94.8240.9%2.1%113.4550.7%1.6%
80Δ92.0944.8%1.8%116.3451.2%1.2%

20Δ

Calls
Pseudo strike
114.70
IV
46.4%
B/E move
14.4%
Puts
Pseudo strike
91.10
IV
50.6%
B/E move
12.0%

25Δ

Calls
Pseudo strike
112.63
IV
47.6%
B/E move
12.9%
Puts
Pseudo strike
93.96
IV
46.1%
B/E move
9.5%

30Δ

Calls
Pseudo strike
110.56
IV
48.9%
B/E move
11.4%
Puts
Pseudo strike
96.06
IV
44.7%
B/E move
8.0%

35Δ

Calls
Pseudo strike
108.38
IV
47.4%
B/E move
9.7%
Puts
Pseudo strike
97.73
IV
45.1%
B/E move
7.1%

40Δ

Calls
Pseudo strike
106.17
IV
45.0%
B/E move
7.9%
Puts
Pseudo strike
99.39
IV
45.6%
B/E move
6.1%

45Δ

Calls
Pseudo strike
104.26
IV
43.2%
B/E move
6.6%
Puts
Pseudo strike
101.19
IV
46.2%
B/E move
5.3%

50Δ

Calls
Pseudo strike
102.70
IV
42.0%
B/E move
5.6%
Puts
Pseudo strike
103.06
IV
46.9%
B/E move
4.7%

55Δ

Calls
Pseudo strike
101.14
IV
40.8%
B/E move
4.6%
Puts
Pseudo strike
104.93
IV
47.5%
B/E move
4.0%

60Δ

Calls
Pseudo strike
99.58
IV
40.0%
B/E move
3.8%
Puts
Pseudo strike
106.80
IV
48.2%
B/E move
3.4%

65Δ

Calls
Pseudo strike
98.02
IV
40.3%
B/E move
3.2%
Puts
Pseudo strike
108.67
IV
48.9%
B/E move
2.8%

70Δ

Calls
Pseudo strike
96.46
IV
40.5%
B/E move
2.7%
Puts
Pseudo strike
110.78
IV
49.7%
B/E move
2.1%

75Δ

Calls
Pseudo strike
94.82
IV
40.9%
B/E move
2.1%
Puts
Pseudo strike
113.45
IV
50.7%
B/E move
1.6%

80Δ

Calls
Pseudo strike
92.09
IV
44.8%
B/E move
1.8%
Puts
Pseudo strike
116.34
IV
51.2%
B/E move
1.2%

Options history

No recorded observations