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Ormat Technologies, Inc. ORA

i

Market dataready · fetched 2026-11-07T01:31:46.732Z

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 · 2026-11-07T00:00:00.001704326Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T01:31:46.416184+00:00

Share price$91.90
1D-1.6%
AH$90.66$91.47$92.28$93.09$93.905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMORA
Sold putSold callAH

Ormat Technologies, Inc. options

Live interpolated ORA call and put midpoint premiums by absolute delta.Ormat Technologies, Inc.$0.70$2.63$4.55$6.48$8.40$80.51$86.27$92.03$97.79$103.5520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ORA spot · $91.90ORA PRICE$0.91$1.25$1.58$1.91$2.31$2.81$3.31$3.81$4.31$5.06$5.90$6.75$7.59$1.01$1.32$1.62$1.93$2.34$2.89$3.43$3.98$4.52$5.20$6.08$6.96$7.84
PutsCheap0.85×
CallsCheap0.89×
SkewBullish-3.52 pp
Implied moveBalanced±$6.74
TiltBalanced1.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ99.9547.3%9.8%85.3547.7%8.2%
25Δ98.5947.1%8.6%86.6646.2%7.1%
30Δ97.2247.0%7.5%87.9744.7%6.0%
35Δ95.8646.8%6.4%89.2743.2%5.0%
40Δ94.6046.7%5.5%90.4442.5%4.1%
45Δ93.5346.7%4.8%91.4342.6%3.7%
50Δ92.4546.8%4.2%92.4242.8%3.2%
55Δ91.3746.9%3.6%93.4143.0%2.7%
60Δ90.3047.0%2.9%94.4043.1%2.2%
65Δ89.1247.0%2.5%95.4743.0%1.8%
70Δ87.8947.0%2.1%96.6742.5%1.4%
75Δ86.6747.0%1.7%97.8641.9%1.1%
80Δ85.4547.0%1.2%99.0541.4%0.8%

20Δ

Calls
Pseudo strike
99.95
IV
47.3%
B/E move
9.8%
Puts
Pseudo strike
85.35
IV
47.7%
B/E move
8.2%

25Δ

Calls
Pseudo strike
98.59
IV
47.1%
B/E move
8.6%
Puts
Pseudo strike
86.66
IV
46.2%
B/E move
7.1%

30Δ

Calls
Pseudo strike
97.22
IV
47.0%
B/E move
7.5%
Puts
Pseudo strike
87.97
IV
44.7%
B/E move
6.0%

35Δ

Calls
Pseudo strike
95.86
IV
46.8%
B/E move
6.4%
Puts
Pseudo strike
89.27
IV
43.2%
B/E move
5.0%

40Δ

Calls
Pseudo strike
94.60
IV
46.7%
B/E move
5.5%
Puts
Pseudo strike
90.44
IV
42.5%
B/E move
4.1%

45Δ

Calls
Pseudo strike
93.53
IV
46.7%
B/E move
4.8%
Puts
Pseudo strike
91.43
IV
42.6%
B/E move
3.7%

50Δ

Calls
Pseudo strike
92.45
IV
46.8%
B/E move
4.2%
Puts
Pseudo strike
92.42
IV
42.8%
B/E move
3.2%

55Δ

Calls
Pseudo strike
91.37
IV
46.9%
B/E move
3.6%
Puts
Pseudo strike
93.41
IV
43.0%
B/E move
2.7%

60Δ

Calls
Pseudo strike
90.30
IV
47.0%
B/E move
2.9%
Puts
Pseudo strike
94.40
IV
43.1%
B/E move
2.2%

65Δ

Calls
Pseudo strike
89.12
IV
47.0%
B/E move
2.5%
Puts
Pseudo strike
95.47
IV
43.0%
B/E move
1.8%

70Δ

Calls
Pseudo strike
87.89
IV
47.0%
B/E move
2.1%
Puts
Pseudo strike
96.67
IV
42.5%
B/E move
1.4%

75Δ

Calls
Pseudo strike
86.67
IV
47.0%
B/E move
1.7%
Puts
Pseudo strike
97.86
IV
41.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
85.45
IV
47.0%
B/E move
1.2%
Puts
Pseudo strike
99.05
IV
41.4%
B/E move
0.8%

Options history

IV · four-Friday blend43.35%
Daily close
ORA32.9%39.0%45.0%2026-08-10: 37.83%2026-08-11: 38.02%2026-08-12: 36.90%2026-08-13: 36.70%2026-08-14: 35.02%2026-08-17: 37.77%2026-08-18: 37.83%2026-08-19: 38.23%2026-08-21: 36.49%2026-08-24: 36.17%2026-08-25: 35.25%2026-08-26: 36.71%2026-08-27: 34.74%2026-08-28: 34.25%2026-08-31: 33.76%2026-09-01: 34.61%2026-09-02: 34.10%2026-09-03: 33.80%2026-09-04: 34.29%2026-09-08: 35.83%2026-09-09: 39.26%2026-09-10: 38.45%2026-09-11: 37.81%2026-09-14: 41.75%2026-09-18: 37.56%2026-09-21: 36.97%2026-09-22: 36.39%2026-09-23: 36.79%2026-09-24: 36.68%2026-09-25: 36.27%2026-09-28: 38.49%2026-09-29: 37.20%2026-09-30: 37.09%2026-10-01: 37.29%2026-10-02: 36.76%2026-10-05: 37.02%2026-10-06: 36.66%2026-10-07: 36.62%2026-10-08: 38.52%2026-10-09: 38.00%2026-10-15: 44.18%2026-10-16: 38.00%2026-10-19: 38.44%2026-10-20: 38.89%2026-10-21: 39.08%2026-10-22: 39.60%2026-10-23: 40.01%2026-10-26: 41.33%2026-10-27: 41.83%2026-10-28: 41.21%2026-10-29: 41.16%2026-10-30: 43.35%Aug 10Sep 21Oct 30
52 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
37.83%
38.02%
36.90%
36.70%
35.02%
37.77%
37.83%
38.23%
36.49%
36.17%
35.25%
36.71%
34.74%
34.25%
33.76%
34.61%
34.10%
33.80%
34.29%
35.83%
39.26%
38.45%
37.81%
41.75%
37.56%
36.97%
36.39%
36.79%
36.68%
36.27%
38.49%
37.20%
37.09%
37.29%
36.76%
37.02%
36.66%
36.62%
38.52%
38.00%
44.18%
38.00%
38.44%
38.89%
39.08%
39.60%
40.01%
41.33%
41.83%
41.21%
41.16%
43.35%