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Oric Pharmaceuticals, Inc. Common Stock ORIC

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Market datapartial · fetched 2026-10-22T18:20:52.685Z

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 · 2026-10-22T18:20:47.669875891Z

FundamentalsAlpha Vantage · unavailable

Share price$13.66
1D-2.2%
$13.35$13.56$13.76$13.96$14.175:30 AM6:30 AM9:00 AM1:00 PMORIC
Sold putSold call

Oric Pharmaceuticals, Inc. Common Stock options

Live interpolated ORIC call and put midpoint premiums by absolute delta.Oric Pharmaceuticals, Inc. Common Stock$1.29$3.31$5.32$7.34$9.36$4.21$9.17$14.12$19.08$24.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ORIC spot · $13.66ORIC PRICE$2.54$2.70$2.85$3.01$3.17$3.36$4.04$4.56$1.51$2.60$3.09$3.03$2.97$3.28$3.75$4.34$5.19$6.05$7.15$8.47$8.78
PutsExpensive2.61×
CallsExpensive2.91×
SkewBullish-23.94 pp
Implied moveBearish±$6.44
TiltBearish39.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.48205.5%34.3%
25Δ11.00282.4%38.5%
30Δ12.20268.0%33.3%
35Δ12.98230.6%27.1%
40Δ13.77193.3%20.9%
45Δ21.86298.3%78.6%14.59178.4%17.2%
50Δ19.87271.8%65.2%15.42172.8%14.6%
55Δ17.88245.2%51.8%16.34169.1%12.1%
60Δ15.89218.7%38.4%17.44169.5%10.3%
65Δ13.89192.2%24.9%18.54170.0%8.5%
70Δ11.95167.8%12.1%19.88171.6%6.8%
75Δ11.05182.5%10.5%21.40172.2%5.4%
80Δ10.17178.3%7.9%21.95156.9%3.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.48
IV
205.5%
B/E move
34.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.00
IV
282.4%
B/E move
38.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.20
IV
268.0%
B/E move
33.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.98
IV
230.6%
B/E move
27.1%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.77
IV
193.3%
B/E move
20.9%

45Δ

Calls
Pseudo strike
21.86
IV
298.3%
B/E move
78.6%
Puts
Pseudo strike
14.59
IV
178.4%
B/E move
17.2%

50Δ

Calls
Pseudo strike
19.87
IV
271.8%
B/E move
65.2%
Puts
Pseudo strike
15.42
IV
172.8%
B/E move
14.6%

55Δ

Calls
Pseudo strike
17.88
IV
245.2%
B/E move
51.8%
Puts
Pseudo strike
16.34
IV
169.1%
B/E move
12.1%

60Δ

Calls
Pseudo strike
15.89
IV
218.7%
B/E move
38.4%
Puts
Pseudo strike
17.44
IV
169.5%
B/E move
10.3%

65Δ

Calls
Pseudo strike
13.89
IV
192.2%
B/E move
24.9%
Puts
Pseudo strike
18.54
IV
170.0%
B/E move
8.5%

70Δ

Calls
Pseudo strike
11.95
IV
167.8%
B/E move
12.1%
Puts
Pseudo strike
19.88
IV
171.6%
B/E move
6.8%

75Δ

Calls
Pseudo strike
11.05
IV
182.5%
B/E move
10.5%
Puts
Pseudo strike
21.40
IV
172.2%
B/E move
5.4%

80Δ

Calls
Pseudo strike
10.17
IV
178.3%
B/E move
7.9%
Puts
Pseudo strike
21.95
IV
156.9%
B/E move
3.5%

Options history

No recorded observations