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Ormat Technologies Inc ORA

UTILITIES · UTILITIES - RENEWABLE
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Market dataready · fetched 2026-10-16T00:16:31.134Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:00:00.001758922Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:16:30.521267+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$0.95$3.82$6.69$9.56$12.43$73.24$80.99$88.74$96.49$104.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ORA spot · $89.54ORA PRICE$1.26$1.64$2.03$2.42$3.07$3.71$4.36$5.12$5.97$6.82$7.78$9.03$10.28$1.49$1.94$2.40$3.04$3.73$4.42$5.20$6.08$6.95$7.87$9.04$10.20$11.60
PutsCheap0.87×
CallsFair0.99×
SkewNeutral+0.03 pp
Implied moveBearish±$9.56
TiltBearish7.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ101.5642.1%14.8%80.6844.0%11.6%
25Δ99.1241.5%12.5%82.6342.9%9.9%
30Δ97.0240.2%10.6%84.5941.7%8.2%
35Δ94.9539.0%8.7%86.1841.7%7.1%
40Δ93.5139.9%7.9%87.6841.9%6.2%
45Δ92.0840.7%7.0%89.1842.2%5.3%
50Δ90.6541.6%6.1%90.6942.1%4.5%
55Δ89.1642.0%5.3%92.2041.7%3.8%
60Δ87.6442.1%4.5%93.7141.3%3.1%
65Δ86.1242.2%3.8%95.2440.9%2.4%
70Δ84.5442.3%3.1%96.8840.0%1.9%
75Δ82.7842.2%2.5%98.5339.2%1.4%
80Δ81.0242.0%2.0%100.3838.7%0.8%

20Δ

Calls
Pseudo strike
101.56
IV
42.1%
B/E move
14.8%
Puts
Pseudo strike
80.68
IV
44.0%
B/E move
11.6%

25Δ

Calls
Pseudo strike
99.12
IV
41.5%
B/E move
12.5%
Puts
Pseudo strike
82.63
IV
42.9%
B/E move
9.9%

30Δ

Calls
Pseudo strike
97.02
IV
40.2%
B/E move
10.6%
Puts
Pseudo strike
84.59
IV
41.7%
B/E move
8.2%

35Δ

Calls
Pseudo strike
94.95
IV
39.0%
B/E move
8.7%
Puts
Pseudo strike
86.18
IV
41.7%
B/E move
7.1%

40Δ

Calls
Pseudo strike
93.51
IV
39.9%
B/E move
7.9%
Puts
Pseudo strike
87.68
IV
41.9%
B/E move
6.2%

45Δ

Calls
Pseudo strike
92.08
IV
40.7%
B/E move
7.0%
Puts
Pseudo strike
89.18
IV
42.2%
B/E move
5.3%

50Δ

Calls
Pseudo strike
90.65
IV
41.6%
B/E move
6.1%
Puts
Pseudo strike
90.69
IV
42.1%
B/E move
4.5%

55Δ

Calls
Pseudo strike
89.16
IV
42.0%
B/E move
5.3%
Puts
Pseudo strike
92.20
IV
41.7%
B/E move
3.8%

60Δ

Calls
Pseudo strike
87.64
IV
42.1%
B/E move
4.5%
Puts
Pseudo strike
93.71
IV
41.3%
B/E move
3.1%

65Δ

Calls
Pseudo strike
86.12
IV
42.2%
B/E move
3.8%
Puts
Pseudo strike
95.24
IV
40.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
84.54
IV
42.3%
B/E move
3.1%
Puts
Pseudo strike
96.88
IV
40.0%
B/E move
1.9%

75Δ

Calls
Pseudo strike
82.78
IV
42.2%
B/E move
2.5%
Puts
Pseudo strike
98.53
IV
39.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
81.02
IV
42.0%
B/E move
2.0%
Puts
Pseudo strike
100.38
IV
38.7%
B/E move
0.8%