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Orchid Island Capital, Inc. ORC

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Market datapartial · fetched 2026-10-22T22:55:18.069Z

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 · 2026-10-22T22:42:41.057591484Z

FundamentalsAlpha Vantage · unavailable

Share price$4.87
1D-0.6%
AH$4.67$4.75$4.84$4.93$5.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMORC
Sold putSold callAH

Orchid Island Capital, Inc. options

Live interpolated ORC call and put midpoint premiums by absolute delta.Orchid Island Capital, Inc.$0.09$2.09$4.10$6.10$8.10$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEORC PRICE$0.30$0.58$0.87$1.15$1.43$1.71$1.99$2.27$0.33$1.13$1.92$2.72$7.53$6.24
PutsExpensive2.97×
CallsExpensive3.14×
SkewBearish+5.52 pp
Implied move——
TiltBearish31.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ4.8350.5%5.3%
50Δ4.5680.3%5.6%
55Δ4.30110.2%5.9%5.0345.3%3.6%
60Δ4.03140.0%6.1%5.7887.3%4.5%
65Δ3.76169.8%6.4%6.53129.3%5.5%
70Δ3.49199.7%6.7%7.28171.3%6.4%
75Δ3.23229.5%7.0%12.03289.6%7.6%
80Δ2.96259.3%7.2%10.87239.8%5.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.83
IV
50.5%
B/E move
5.3%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
4.56
IV
80.3%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
4.30
IV
110.2%
B/E move
5.9%
Puts
Pseudo strike
5.03
IV
45.3%
B/E move
3.6%

60Δ

Calls
Pseudo strike
4.03
IV
140.0%
B/E move
6.1%
Puts
Pseudo strike
5.78
IV
87.3%
B/E move
4.5%

65Δ

Calls
Pseudo strike
3.76
IV
169.8%
B/E move
6.4%
Puts
Pseudo strike
6.53
IV
129.3%
B/E move
5.5%

70Δ

Calls
Pseudo strike
3.49
IV
199.7%
B/E move
6.7%
Puts
Pseudo strike
7.28
IV
171.3%
B/E move
6.4%

75Δ

Calls
Pseudo strike
3.23
IV
229.5%
B/E move
7.0%
Puts
Pseudo strike
12.03
IV
289.6%
B/E move
7.6%

80Δ

Calls
Pseudo strike
2.96
IV
259.3%
B/E move
7.2%
Puts
Pseudo strike
10.87
IV
239.8%
B/E move
5.0%

Options history

No recorded observations