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OR Royalties Inc. OR

i

Market datapartial · fetched 2026-11-12T00:46:50.122Z

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 · 2026-11-12T00:00:00.0029779Z

FundamentalsAlpha Vantage · unavailable

Share price$35.60
1D-2.9%
AH$35.46$35.78$36.10$36.42$36.745:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOR
Sold putSold callAH

OR Royalties Inc. options

Live interpolated OR call and put midpoint premiums by absolute delta.OR Royalties Inc.$0.27$1.45$2.63$3.80$4.98$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEOR PRICE$0.43$0.57$0.72$0.86$1.00$1.15$1.29$1.44$1.60$2.36$3.12$3.88$4.64$0.40$0.48$0.56$0.64
Puts——
CallsCheap0.75×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.5067.7%12.2%31.8372.3%11.7%
25Δ38.9466.2%11.0%32.6964.8%9.5%
30Δ38.3764.7%9.8%33.5457.3%7.4%
35Δ37.8163.2%8.6%34.4049.8%5.2%
40Δ37.2461.7%7.4%
45Δ36.6860.2%6.2%
50Δ36.1158.7%5.1%
55Δ35.5457.2%3.9%
60Δ34.9756.0%2.7%
65Δ34.1063.2%2.4%
70Δ33.2370.4%2.1%
75Δ32.3677.5%1.8%
80Δ31.5084.7%1.5%

20Δ

Calls
Pseudo strike
39.50
IV
67.7%
B/E move
12.2%
Puts
Pseudo strike
31.83
IV
72.3%
B/E move
11.7%

25Δ

Calls
Pseudo strike
38.94
IV
66.2%
B/E move
11.0%
Puts
Pseudo strike
32.69
IV
64.8%
B/E move
9.5%

30Δ

Calls
Pseudo strike
38.37
IV
64.7%
B/E move
9.8%
Puts
Pseudo strike
33.54
IV
57.3%
B/E move
7.4%

35Δ

Calls
Pseudo strike
37.81
IV
63.2%
B/E move
8.6%
Puts
Pseudo strike
34.40
IV
49.8%
B/E move
5.2%

40Δ

Calls
Pseudo strike
37.24
IV
61.7%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
36.68
IV
60.2%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
36.11
IV
58.7%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
35.54
IV
57.2%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
34.97
IV
56.0%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
34.10
IV
63.2%
B/E move
2.4%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
33.23
IV
70.4%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
32.36
IV
77.5%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
31.50
IV
84.7%
B/E move
1.5%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend44.36%
Daily EOD
OR42.5%43.5%44.6%2026-10-20: 42.61%2026-10-21: 43.66%2026-10-22: 43.87%2026-10-23: 44.48%2026-10-27: 44.36%Oct 20Oct 22Oct 27
5 observations2026-10-20 — 2026-10-27
Table
DateIV (%)
42.61%
43.66%
43.87%
44.48%
44.36%