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Orchid Island Capital Inc. ORC

REAL ESTATE · REIT - MORTGAGE
i

Market dataready · fetched 2026-10-22T23:44:00.343Z

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 · 2026-10-22T23:28:17.72796782Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:43:59.609358+00:00

Share price$4.90
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.$0.00$2.10$4.20$6.30$8.39$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEORC PRICE$0.21$0.50$0.79$1.08$1.37$1.66$1.95$2.24$0.65$1.40$2.14$2.89$7.79$5.77
PutsExpensive3.16×
CallsExpensive2.90×
SkewBearish+27.25 pp
Implied move——
TiltBearish35.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ4.9238.6%4.7%
50Δ4.6468.6%5.0%
55Δ4.3798.7%5.2%5.3364.7%4.5%
60Δ4.09128.7%5.5%6.03104.6%5.3%
65Δ3.82158.7%5.8%6.74144.6%6.2%
70Δ3.54188.7%6.1%7.45184.6%7.1%
75Δ3.26218.8%6.4%12.30297.8%7.8%
80Δ2.99248.8%6.6%10.44229.2%4.8%

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
4.92
IV
38.6%
B/E move
4.7%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
4.64
IV
68.6%
B/E move
5.0%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
4.37
IV
98.7%
B/E move
5.2%
Puts
Pseudo strike
5.33
IV
64.7%
B/E move
4.5%

60Δ

Calls
Pseudo strike
4.09
IV
128.7%
B/E move
5.5%
Puts
Pseudo strike
6.03
IV
104.6%
B/E move
5.3%

65Δ

Calls
Pseudo strike
3.82
IV
158.7%
B/E move
5.8%
Puts
Pseudo strike
6.74
IV
144.6%
B/E move
6.2%

70Δ

Calls
Pseudo strike
3.54
IV
188.7%
B/E move
6.1%
Puts
Pseudo strike
7.45
IV
184.6%
B/E move
7.1%

75Δ

Calls
Pseudo strike
3.26
IV
218.8%
B/E move
6.4%
Puts
Pseudo strike
12.30
IV
297.8%
B/E move
7.8%

80Δ

Calls
Pseudo strike
2.99
IV
248.8%
B/E move
6.6%
Puts
Pseudo strike
10.44
IV
229.2%
B/E move
4.8%

Options history

No recorded observations