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Oric Pharmaceuticals, Inc. Common Stock ORIC

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Market datapartial · fetched 2026-11-12T00:45:00.342Z

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: 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 · 2026-11-11T21:00:00.205786736Z

FundamentalsAlpha Vantage · unavailable

Share price$9.00
1D-1.2%
AH$8.82$8.91$9.00$9.08$9.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMORIC
Sold putSold callAH

Oric Pharmaceuticals, Inc. Common Stock options

Live interpolated ORIC call and put midpoint premiums by absolute delta.Oric Pharmaceuticals, Inc. Common Stock$0.28$1.09$1.89$2.70$3.51$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEORIC PRICE$2.51$2.56$2.65$0.37$0.45$0.57$0.79$1.00$2.68$2.87$3.07$3.28
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.23201.8%23.7%
25Δ7.69185.5%19.5%
30Δ8.11178.1%16.2%
35Δ8.44188.3%15.0%
40Δ8.77198.6%13.7%
45Δ
50Δ
55Δ
60Δ
65Δ11.05232.3%7.0%
70Δ7.90363.3%15.6%11.37217.3%5.6%
75Δ7.38315.3%10.5%11.70202.4%4.1%
80Δ6.90273.3%6.2%12.03187.9%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.23
IV
201.8%
B/E move
23.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.69
IV
185.5%
B/E move
19.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.11
IV
178.1%
B/E move
16.2%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.44
IV
188.3%
B/E move
15.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.77
IV
198.6%
B/E move
13.7%

45Δ

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

50Δ

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

55Δ

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

60Δ

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

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.05
IV
232.3%
B/E move
7.0%

70Δ

Calls
Pseudo strike
7.90
IV
363.3%
B/E move
15.6%
Puts
Pseudo strike
11.37
IV
217.3%
B/E move
5.6%

75Δ

Calls
Pseudo strike
7.38
IV
315.3%
B/E move
10.5%
Puts
Pseudo strike
11.70
IV
202.4%
B/E move
4.1%

80Δ

Calls
Pseudo strike
6.90
IV
273.3%
B/E move
6.2%
Puts
Pseudo strike
12.03
IV
187.9%
B/E move
2.7%

Options history

IV · four-Friday blend242.04%
Daily EOD
ORIC164.9%213.6%262.4%2026-10-19: 181.71%2026-10-20: 179.16%2026-10-21: 171.61%2026-10-22: 171.61%2026-10-23: 176.42%2026-10-26: 238.40%2026-10-27: 255.65%2026-10-28: 253.19%2026-10-29: 240.65%2026-10-30: 242.04%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
181.71%
179.16%
171.61%
171.61%
176.42%
238.40%
255.65%
253.19%
240.65%
242.04%