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OR Royalties Inc. OR

i

Market datapartial · fetched 2026-10-22T23:41:23.060Z

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 · 2026-10-22T23:00:00.003948723Z

FundamentalsAlpha Vantage · unavailable

Share price$33.33
1D-1.4%
AH$32.80$33.07$33.33$33.60$33.875:30 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.$0.15$3.61$7.07$10.53$13.99$26.86$30.02$33.18$36.35$39.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OR spot · $33.33OR PRICE$0.74$0.77$0.81$0.84$1.14$1.50$1.86$2.22$2.58$2.94$3.30$3.66$4.15$0.52$0.74$0.97$1.19$1.41$1.63$1.85$2.07$2.29$3.39$6.59$9.79$12.99
PutsCheap0.90×
CallsExpensive1.17×
SkewBullish-2.70 pp
Implied moveBalanced±$3.71
TiltBearish26.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ46.0996.2%40.5%30.3043.3%10.7%
25Δ42.6278.4%30.2%30.8443.0%9.7%
30Δ39.1560.6%19.9%31.3842.6%8.7%
35Δ35.6942.8%9.6%31.9242.3%7.8%
40Δ34.5440.3%7.1%32.4641.9%6.8%
45Δ33.9741.5%6.4%33.0041.6%5.9%
50Δ33.4042.8%5.8%33.5441.2%4.9%
55Δ32.8344.1%5.1%34.0840.9%4.0%
60Δ32.2645.4%4.5%34.6240.6%3.0%
65Δ31.6946.7%3.9%35.9645.0%2.3%
70Δ31.1148.0%3.2%39.2360.8%2.1%
75Δ30.5449.3%2.6%42.4976.7%1.9%
80Δ29.8451.6%2.0%45.7692.5%1.7%

20Δ

Calls
Pseudo strike
46.09
IV
96.2%
B/E move
40.5%
Puts
Pseudo strike
30.30
IV
43.3%
B/E move
10.7%

25Δ

Calls
Pseudo strike
42.62
IV
78.4%
B/E move
30.2%
Puts
Pseudo strike
30.84
IV
43.0%
B/E move
9.7%

30Δ

Calls
Pseudo strike
39.15
IV
60.6%
B/E move
19.9%
Puts
Pseudo strike
31.38
IV
42.6%
B/E move
8.7%

35Δ

Calls
Pseudo strike
35.69
IV
42.8%
B/E move
9.6%
Puts
Pseudo strike
31.92
IV
42.3%
B/E move
7.8%

40Δ

Calls
Pseudo strike
34.54
IV
40.3%
B/E move
7.1%
Puts
Pseudo strike
32.46
IV
41.9%
B/E move
6.8%

45Δ

Calls
Pseudo strike
33.97
IV
41.5%
B/E move
6.4%
Puts
Pseudo strike
33.00
IV
41.6%
B/E move
5.9%

50Δ

Calls
Pseudo strike
33.40
IV
42.8%
B/E move
5.8%
Puts
Pseudo strike
33.54
IV
41.2%
B/E move
4.9%

55Δ

Calls
Pseudo strike
32.83
IV
44.1%
B/E move
5.1%
Puts
Pseudo strike
34.08
IV
40.9%
B/E move
4.0%

60Δ

Calls
Pseudo strike
32.26
IV
45.4%
B/E move
4.5%
Puts
Pseudo strike
34.62
IV
40.6%
B/E move
3.0%

65Δ

Calls
Pseudo strike
31.69
IV
46.7%
B/E move
3.9%
Puts
Pseudo strike
35.96
IV
45.0%
B/E move
2.3%

70Δ

Calls
Pseudo strike
31.11
IV
48.0%
B/E move
3.2%
Puts
Pseudo strike
39.23
IV
60.8%
B/E move
2.1%

75Δ

Calls
Pseudo strike
30.54
IV
49.3%
B/E move
2.6%
Puts
Pseudo strike
42.49
IV
76.7%
B/E move
1.9%

80Δ

Calls
Pseudo strike
29.84
IV
51.6%
B/E move
2.0%
Puts
Pseudo strike
45.76
IV
92.5%
B/E move
1.7%

Options history

No recorded observations