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Orchid Island Capital, Inc. ORC

i

Market datapartial · fetched 2026-11-12T00:55:15.238Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-12T00:54:54.466671557Z

FundamentalsAlpha Vantage · unavailable

Share price$4.83
1D-1.6%
AH$4.78$4.82$4.87$4.91$4.955:30 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.$0.03$0.61$1.18$1.76$2.34$3.12$3.81$4.49$5.18$5.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ORC spot · $4.83ORC PRICE$0.09$0.29$0.49$0.69$0.89$1.08$1.28$1.48$1.68$1.88$0.22$0.24$0.27$0.29$0.31$0.33$0.35$0.37$0.73$1.09$1.45$1.81$2.17
PutsExpensive1.85×
Calls——
Skew——
Implied moveBullish±$1.04
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.10167.0%40.5%
25Δ3.37149.9%35.3%
30Δ3.64132.9%30.1%
35Δ4.9822.9%5.1%3.91115.8%25.0%
40Δ4.7734.9%4.8%4.1898.8%19.8%
45Δ4.5646.8%4.5%4.4581.7%14.7%
50Δ4.3558.7%4.3%4.7264.7%9.5%
55Δ4.1470.7%4.0%4.9947.6%4.4%
60Δ3.9382.6%3.7%5.3855.7%3.8%
65Δ3.7294.5%3.5%5.7664.3%3.3%
70Δ3.50106.4%3.2%6.1472.9%2.8%
75Δ3.29118.4%3.0%6.5381.6%2.3%
80Δ3.08130.3%2.7%6.9190.2%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.10
IV
167.0%
B/E move
40.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.37
IV
149.9%
B/E move
35.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.64
IV
132.9%
B/E move
30.1%

35Δ

Calls
Pseudo strike
4.98
IV
22.9%
B/E move
5.1%
Puts
Pseudo strike
3.91
IV
115.8%
B/E move
25.0%

40Δ

Calls
Pseudo strike
4.77
IV
34.9%
B/E move
4.8%
Puts
Pseudo strike
4.18
IV
98.8%
B/E move
19.8%

45Δ

Calls
Pseudo strike
4.56
IV
46.8%
B/E move
4.5%
Puts
Pseudo strike
4.45
IV
81.7%
B/E move
14.7%

50Δ

Calls
Pseudo strike
4.35
IV
58.7%
B/E move
4.3%
Puts
Pseudo strike
4.72
IV
64.7%
B/E move
9.5%

55Δ

Calls
Pseudo strike
4.14
IV
70.7%
B/E move
4.0%
Puts
Pseudo strike
4.99
IV
47.6%
B/E move
4.4%

60Δ

Calls
Pseudo strike
3.93
IV
82.6%
B/E move
3.7%
Puts
Pseudo strike
5.38
IV
55.7%
B/E move
3.8%

65Δ

Calls
Pseudo strike
3.72
IV
94.5%
B/E move
3.5%
Puts
Pseudo strike
5.76
IV
64.3%
B/E move
3.3%

70Δ

Calls
Pseudo strike
3.50
IV
106.4%
B/E move
3.2%
Puts
Pseudo strike
6.14
IV
72.9%
B/E move
2.8%

75Δ

Calls
Pseudo strike
3.29
IV
118.4%
B/E move
3.0%
Puts
Pseudo strike
6.53
IV
81.6%
B/E move
2.3%

80Δ

Calls
Pseudo strike
3.08
IV
130.3%
B/E move
2.7%
Puts
Pseudo strike
6.91
IV
90.2%
B/E move
1.9%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations