Share price$4.12
1D-0.5%
Sold putSold callAH
Oramed Pharmaceuticals Inc. Common Stock ORMP
i
Market datapartial · fetched 2026-10-23T02:01:42.685Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:00:00.381154987Z
FundamentalsAlpha Vantage · unavailable
Oramed Pharmaceuticals Inc. Common Stock options
PutsExpensive2.21×
CallsExpensive2.85×
SkewBullish-35.05 pp
Implied move——
TiltBearish36.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | ||||||
| 35Δ | ||||||
| 40Δ | ||||||
| 45Δ | ||||||
| 50Δ | 5.06 | 159.8% | 17.1% | |||
| 55Δ | 4.93 | 182.9% | 42.2% | 5.41 | 153.8% | 14.9% |
| 60Δ | 4.54 | 180.5% | 36.6% | 5.76 | 147.9% | 12.7% |
| 65Δ | 4.16 | 178.2% | 30.9% | 6.11 | 141.9% | 10.5% |
| 70Δ | 3.77 | 175.8% | 25.3% | 6.45 | 136.0% | 8.3% |
| 75Δ | 3.38 | 173.4% | 19.6% | 6.80 | 130.0% | 6.1% |
| 80Δ | 2.99 | 171.1% | 14.0% | 7.15 | 124.1% | 3.9% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 5.06
- IV
- 159.8%
- B/E move
- 17.1%
55Δ
- Pseudo strike
- 4.93
- IV
- 182.9%
- B/E move
- 42.2%
- Pseudo strike
- 5.41
- IV
- 153.8%
- B/E move
- 14.9%
60Δ
- Pseudo strike
- 4.54
- IV
- 180.5%
- B/E move
- 36.6%
- Pseudo strike
- 5.76
- IV
- 147.9%
- B/E move
- 12.7%
65Δ
- Pseudo strike
- 4.16
- IV
- 178.2%
- B/E move
- 30.9%
- Pseudo strike
- 6.11
- IV
- 141.9%
- B/E move
- 10.5%
70Δ
- Pseudo strike
- 3.77
- IV
- 175.8%
- B/E move
- 25.3%
- Pseudo strike
- 6.45
- IV
- 136.0%
- B/E move
- 8.3%
75Δ
- Pseudo strike
- 3.38
- IV
- 173.4%
- B/E move
- 19.6%
- Pseudo strike
- 6.80
- IV
- 130.0%
- B/E move
- 6.1%
80Δ
- Pseudo strike
- 2.99
- IV
- 171.1%
- B/E move
- 14.0%
- Pseudo strike
- 7.15
- IV
- 124.1%
- B/E move
- 3.9%
Options history
No recorded observations