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Oramed Pharmaceuticals Inc. Common Stock ORMP

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Market datapartial · fetched 2026-10-23T00:18:34.450Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-10-22T20:00:00.381154987Z

FundamentalsAlpha Vantage · unavailable

Share price$4.12
1D-0.5%
AH$4.06$4.10$4.14$4.18$4.225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMORMP
Sold putSold callAH

Oramed Pharmaceuticals Inc. Common Stock options

Live interpolated ORMP call and put midpoint premiums by absolute delta.Oramed Pharmaceuticals Inc. Common Stock$0.86$1.49$2.12$2.74$3.37$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEORMP PRICE$0.93$1.08$1.24$1.39$1.55$1.70$1.65$1.90$2.16$2.42$2.68$2.93$3.19
PutsExpensive2.21×
CallsExpensive2.84×
SkewBullish-35.02 pp
Implied move——
TiltBearish36.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ5.06159.7%17.1%
55Δ4.93182.8%42.2%5.41153.7%14.9%
60Δ4.54180.4%36.6%5.76147.8%12.7%
65Δ4.16178.1%30.9%6.11141.9%10.5%
70Δ3.77175.7%25.3%6.45135.9%8.3%
75Δ3.38173.3%19.6%6.80130.0%6.1%
80Δ2.99170.9%14.0%7.15124.0%3.9%

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

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.06
IV
159.7%
B/E move
17.1%

55Δ

Calls
Pseudo strike
4.93
IV
182.8%
B/E move
42.2%
Puts
Pseudo strike
5.41
IV
153.7%
B/E move
14.9%

60Δ

Calls
Pseudo strike
4.54
IV
180.4%
B/E move
36.6%
Puts
Pseudo strike
5.76
IV
147.8%
B/E move
12.7%

65Δ

Calls
Pseudo strike
4.16
IV
178.1%
B/E move
30.9%
Puts
Pseudo strike
6.11
IV
141.9%
B/E move
10.5%

70Δ

Calls
Pseudo strike
3.77
IV
175.7%
B/E move
25.3%
Puts
Pseudo strike
6.45
IV
135.9%
B/E move
8.3%

75Δ

Calls
Pseudo strike
3.38
IV
173.3%
B/E move
19.6%
Puts
Pseudo strike
6.80
IV
130.0%
B/E move
6.1%

80Δ

Calls
Pseudo strike
2.99
IV
170.9%
B/E move
14.0%
Puts
Pseudo strike
7.15
IV
124.0%
B/E move
3.9%

Options history

No recorded observations