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Oramed Pharmaceuticals Inc. Common Stock ORMP

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-12T00:46:55.664Z

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: 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 · 2026-11-11T21:00:00.619556835Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T00:44:59.547432+00:00

Share price$4.13
1D+2.2%
AH$4.01$4.05$4.08$4.11$4.155:30 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$0.22$1.04$1.85$2.66$3.48$3.23$3.69$4.15$4.61$5.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ORMP spot · $4.13ORMP PRICE$0.31$0.47$0.62$0.78$0.93$1.08$1.24$1.39$1.55$1.70$1.97$2.15$2.34$2.52$2.70$2.88$3.06$3.24
Puts——
Calls——
Skew——
Implied moveBearish±$2.93
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ4.87101.3%25.5%
40Δ4.64111.6%23.6%
45Δ4.41121.9%21.8%5.12250.4%23.9%
50Δ4.18132.2%19.9%5.41237.3%21.2%
55Δ3.95142.4%18.1%5.70224.2%18.5%
60Δ3.72152.7%16.3%5.99211.1%15.8%
65Δ3.49163.0%14.4%6.29198.0%13.1%
70Δ3.26173.2%12.6%6.58184.9%10.4%
75Δ3.03183.5%10.7%6.87171.8%7.7%
80Δ2.80193.8%8.9%7.16158.7%5.0%

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
4.87
IV
101.3%
B/E move
25.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
4.64
IV
111.6%
B/E move
23.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
4.41
IV
121.9%
B/E move
21.8%
Puts
Pseudo strike
5.12
IV
250.4%
B/E move
23.9%

50Δ

Calls
Pseudo strike
4.18
IV
132.2%
B/E move
19.9%
Puts
Pseudo strike
5.41
IV
237.3%
B/E move
21.2%

55Δ

Calls
Pseudo strike
3.95
IV
142.4%
B/E move
18.1%
Puts
Pseudo strike
5.70
IV
224.2%
B/E move
18.5%

60Δ

Calls
Pseudo strike
3.72
IV
152.7%
B/E move
16.3%
Puts
Pseudo strike
5.99
IV
211.1%
B/E move
15.8%

65Δ

Calls
Pseudo strike
3.49
IV
163.0%
B/E move
14.4%
Puts
Pseudo strike
6.29
IV
198.0%
B/E move
13.1%

70Δ

Calls
Pseudo strike
3.26
IV
173.2%
B/E move
12.6%
Puts
Pseudo strike
6.58
IV
184.9%
B/E move
10.4%

75Δ

Calls
Pseudo strike
3.03
IV
183.5%
B/E move
10.7%
Puts
Pseudo strike
6.87
IV
171.8%
B/E move
7.7%

80Δ

Calls
Pseudo strike
2.80
IV
193.8%
B/E move
8.9%
Puts
Pseudo strike
7.16
IV
158.7%
B/E move
5.0%

Options history

IV · four-Friday blend206.76%
Daily EOD
ORMP173.0%191.1%209.3%2026-10-19: 175.49%2026-10-27: 206.76%Oct 19Oct 27
2 observations2026-10-19 — 2026-10-27
Table
DateIV (%)
175.49%
206.76%