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Ormat Technologies Inc ORA

UTILITIES · UTILITIES - RENEWABLE
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Market dataready · fetched 2026-10-15T21:02:50.040Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:10:00.001145467Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T21:02:49.503242+00:00

Share price$89.54
1D+1.9%
AH$87.67$88.37$89.07$89.77$90.475:30 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$0.49$1.50$2.51$3.52$4.53$84.33$86.95$89.58$92.20$94.8320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $89.54OPTION PRICELive ORA spot · $89.54ORA PRICE$0.60$0.65$0.69$0.73$0.77$0.94$1.41$1.88$2.35$2.83$3.30$3.77$4.24$0.62$0.70$0.79$0.87$0.95$1.03$1.11$1.20$1.64$2.27$2.90$3.54$4.17
PutsExpensive1.36×
CallsExpensive2.36×
SkewBullish-1.66 pp
Implied moveBullish±$2.53
TiltBullish5.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ100.71184.9%13.1%81.97160.6%9.2%
25Δ98.43157.0%10.6%83.06145.8%8.0%
30Δ96.15129.1%8.1%84.16131.1%6.9%
35Δ93.87101.2%5.7%85.25116.4%5.8%
40Δ91.5973.3%3.2%86.34101.7%4.6%
45Δ89.8255.2%1.4%87.4486.9%3.5%
50Δ89.2459.7%1.2%88.5372.2%2.4%
55Δ88.6664.1%1.1%89.6357.5%1.2%
60Δ88.0868.6%1.0%90.4855.2%0.8%
65Δ87.5073.1%0.9%91.2059.5%0.7%
70Δ86.9277.5%0.8%91.9263.7%0.6%
75Δ86.3482.0%0.6%92.6467.9%0.5%
80Δ85.7686.5%0.5%93.3672.1%0.4%

20Δ

Calls
Pseudo strike
100.71
IV
184.9%
B/E move
13.1%
Puts
Pseudo strike
81.97
IV
160.6%
B/E move
9.2%

25Δ

Calls
Pseudo strike
98.43
IV
157.0%
B/E move
10.6%
Puts
Pseudo strike
83.06
IV
145.8%
B/E move
8.0%

30Δ

Calls
Pseudo strike
96.15
IV
129.1%
B/E move
8.1%
Puts
Pseudo strike
84.16
IV
131.1%
B/E move
6.9%

35Δ

Calls
Pseudo strike
93.87
IV
101.2%
B/E move
5.7%
Puts
Pseudo strike
85.25
IV
116.4%
B/E move
5.8%

40Δ

Calls
Pseudo strike
91.59
IV
73.3%
B/E move
3.2%
Puts
Pseudo strike
86.34
IV
101.7%
B/E move
4.6%

45Δ

Calls
Pseudo strike
89.82
IV
55.2%
B/E move
1.4%
Puts
Pseudo strike
87.44
IV
86.9%
B/E move
3.5%

50Δ

Calls
Pseudo strike
89.24
IV
59.7%
B/E move
1.2%
Puts
Pseudo strike
88.53
IV
72.2%
B/E move
2.4%

55Δ

Calls
Pseudo strike
88.66
IV
64.1%
B/E move
1.1%
Puts
Pseudo strike
89.63
IV
57.5%
B/E move
1.2%

60Δ

Calls
Pseudo strike
88.08
IV
68.6%
B/E move
1.0%
Puts
Pseudo strike
90.48
IV
55.2%
B/E move
0.8%

65Δ

Calls
Pseudo strike
87.50
IV
73.1%
B/E move
0.9%
Puts
Pseudo strike
91.20
IV
59.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
86.92
IV
77.5%
B/E move
0.8%
Puts
Pseudo strike
91.92
IV
63.7%
B/E move
0.6%

75Δ

Calls
Pseudo strike
86.34
IV
82.0%
B/E move
0.6%
Puts
Pseudo strike
92.64
IV
67.9%
B/E move
0.5%

80Δ

Calls
Pseudo strike
85.76
IV
86.5%
B/E move
0.5%
Puts
Pseudo strike
93.36
IV
72.1%
B/E move
0.4%