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Oric Pharmaceuticals Inc ORIC

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T21:28:32.346Z

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 · 2026-10-22T20:20:08.508179268Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:23:27.624855+00:00

Share price$13.90
1D-0.1%
AH$13.35$13.56$13.76$13.96$14.175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMORIC
Sold putSold callAH

Oric Pharmaceuticals Inc options

Live interpolated ORIC call and put midpoint premiums by absolute delta.Oric Pharmaceuticals Inc$1.44$3.41$5.38$7.35$9.32$4.22$8.98$13.74$18.50$23.2620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ORIC spot · $13.90ORIC PRICE$2.45$2.46$2.69$2.59$3.13$3.29$3.82$4.46$1.66$2.70$2.93$2.66$2.96$3.20$3.89$4.91$5.20$6.75$8.40$8.75
PutsExpensive2.67×
CallsExpensive2.55×
SkewBearish+8.15 pp
Implied moveBearish±$6.34
TiltBearish36.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.55220.7%36.0%
25Δ11.20286.4%38.8%
30Δ12.34255.8%32.3%
35Δ13.16202.1%24.4%
40Δ14.03188.2%20.4%
45Δ20.77275.2%67.1%14.76173.7%16.8%
50Δ16.96222.0%39.7%15.77175.2%14.5%
55Δ15.41207.1%30.2%17.01183.7%12.9%
60Δ13.77162.5%17.7%17.66170.6%10.3%
65Δ13.03177.1%16.2%19.41182.4%8.9%
70Δ12.21159.4%11.5%21.27189.6%7.4%
75Δ11.35163.4%9.1%21.91174.4%5.3%
80Δ10.44170.2%7.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
10.55
IV
220.7%
B/E move
36.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.20
IV
286.4%
B/E move
38.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.34
IV
255.8%
B/E move
32.3%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.16
IV
202.1%
B/E move
24.4%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.03
IV
188.2%
B/E move
20.4%

45Δ

Calls
Pseudo strike
20.77
IV
275.2%
B/E move
67.1%
Puts
Pseudo strike
14.76
IV
173.7%
B/E move
16.8%

50Δ

Calls
Pseudo strike
16.96
IV
222.0%
B/E move
39.7%
Puts
Pseudo strike
15.77
IV
175.2%
B/E move
14.5%

55Δ

Calls
Pseudo strike
15.41
IV
207.1%
B/E move
30.2%
Puts
Pseudo strike
17.01
IV
183.7%
B/E move
12.9%

60Δ

Calls
Pseudo strike
13.77
IV
162.5%
B/E move
17.7%
Puts
Pseudo strike
17.66
IV
170.6%
B/E move
10.3%

65Δ

Calls
Pseudo strike
13.03
IV
177.1%
B/E move
16.2%
Puts
Pseudo strike
19.41
IV
182.4%
B/E move
8.9%

70Δ

Calls
Pseudo strike
12.21
IV
159.4%
B/E move
11.5%
Puts
Pseudo strike
21.27
IV
189.6%
B/E move
7.4%

75Δ

Calls
Pseudo strike
11.35
IV
163.4%
B/E move
9.1%
Puts
Pseudo strike
21.91
IV
174.4%
B/E move
5.3%

80Δ

Calls
Pseudo strike
10.44
IV
170.2%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations