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Old Republic International Corporation ORI

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Market datapartial · fetched 2026-10-22T21:24:23.059Z

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 · 2026-10-22T20:10:00.001183235Z

FundamentalsAlpha Vantage · unavailable

Share price$40.08
1D+0.9%
AH$39.08$39.38$39.68$39.98$40.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMORI
Sold putSold callAH

Old Republic International Corporation options

Live interpolated ORI call and put midpoint premiums by absolute delta.Old Republic International Corporation$0.30$1.41$2.52$3.63$4.74$35.70$38.71$41.72$44.73$47.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ORI spot · $40.08ORI PRICE$1.00$1.00$1.00$1.00$1.00$1.00$1.00$0.42$0.51$0.59$0.68$0.76$0.84$1.33$1.84$2.36$2.87$3.39$3.91$4.42
PutsExpensive1.23×
CallsExpensive2.34×
SkewBullish-29.08 pp
Implied moveBearish±$2.33
TiltBearish54.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ51.5289.7%31.0%36.2937.1%10.5%
25Δ48.8075.7%24.2%37.0234.0%8.9%
30Δ47.3266.3%20.6%37.7530.8%7.3%
35Δ45.8457.0%16.9%38.4827.7%5.7%
40Δ44.3647.6%13.2%39.2124.5%4.1%
45Δ42.8838.2%9.5%39.9421.4%2.4%
50Δ41.4028.8%5.8%40.5722.7%2.1%
55Δ41.1824.4%1.8%
60Δ41.7926.2%1.6%
65Δ42.4127.9%1.4%
70Δ43.0229.7%1.1%
75Δ43.6431.4%0.9%
80Δ44.2533.1%0.6%

20Δ

Calls
Pseudo strike
51.52
IV
89.7%
B/E move
31.0%
Puts
Pseudo strike
36.29
IV
37.1%
B/E move
10.5%

25Δ

Calls
Pseudo strike
48.80
IV
75.7%
B/E move
24.2%
Puts
Pseudo strike
37.02
IV
34.0%
B/E move
8.9%

30Δ

Calls
Pseudo strike
47.32
IV
66.3%
B/E move
20.6%
Puts
Pseudo strike
37.75
IV
30.8%
B/E move
7.3%

35Δ

Calls
Pseudo strike
45.84
IV
57.0%
B/E move
16.9%
Puts
Pseudo strike
38.48
IV
27.7%
B/E move
5.7%

40Δ

Calls
Pseudo strike
44.36
IV
47.6%
B/E move
13.2%
Puts
Pseudo strike
39.21
IV
24.5%
B/E move
4.1%

45Δ

Calls
Pseudo strike
42.88
IV
38.2%
B/E move
9.5%
Puts
Pseudo strike
39.94
IV
21.4%
B/E move
2.4%

50Δ

Calls
Pseudo strike
41.40
IV
28.8%
B/E move
5.8%
Puts
Pseudo strike
40.57
IV
22.7%
B/E move
2.1%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.18
IV
24.4%
B/E move
1.8%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
41.79
IV
26.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
42.41
IV
27.9%
B/E move
1.4%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.02
IV
29.7%
B/E move
1.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
43.64
IV
31.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
44.25
IV
33.1%
B/E move
0.6%

Options history

No recorded observations