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Orion Group Holdings, Inc ORN

i

Market dataready · fetched 2026-11-12T15:09:36.601Z

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: 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 · 2026-11-12T15:06:40.241826142Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:09:36.069251+00:00

Share price$7.73
1D+0.1%
$7.68$7.71$7.74$7.77$7.805:30 AM6:30 AM9:00 AM1:00 PMORN
Sold putSold call

Orion Group Holdings, Inc options

Live interpolated ORN call and put midpoint premiums by absolute delta.Orion Group Holdings, Inc$0.21$0.67$1.12$1.57$2.02$5.25$6.17$7.09$8.01$8.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ORN spot · $7.73ORN PRICE$0.26$0.33$0.40$0.47$0.54$0.61$0.68$0.75$1.01$1.28$1.54$1.80$0.52$0.54$0.56$0.58$0.60$0.76$0.92$1.08$1.24$1.41$1.57$1.73$1.89
PutsExpensive2.07×
Calls——
Skew——
Implied moveBearish±$1.53
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.48354.3%35.9%
25Δ9.53154.6%26.7%5.98305.1%29.6%
30Δ9.24152.1%23.9%6.48256.0%23.4%
35Δ8.95149.6%21.0%6.99206.8%17.1%
40Δ8.66147.0%18.2%7.49157.7%10.9%
45Δ8.37144.5%15.3%7.73152.3%9.8%
50Δ8.08142.0%12.5%7.97148.0%8.8%
55Δ7.79139.5%9.6%8.21143.8%7.8%
60Δ7.50137.0%6.8%8.45139.5%6.8%
65Δ7.17138.9%5.9%8.69135.2%5.8%
70Δ6.84140.8%5.0%8.92130.9%4.8%
75Δ6.51142.8%4.2%9.16126.6%3.9%
80Δ6.18144.7%3.3%9.40122.3%2.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.48
IV
354.3%
B/E move
35.9%

25Δ

Calls
Pseudo strike
9.53
IV
154.6%
B/E move
26.7%
Puts
Pseudo strike
5.98
IV
305.1%
B/E move
29.6%

30Δ

Calls
Pseudo strike
9.24
IV
152.1%
B/E move
23.9%
Puts
Pseudo strike
6.48
IV
256.0%
B/E move
23.4%

35Δ

Calls
Pseudo strike
8.95
IV
149.6%
B/E move
21.0%
Puts
Pseudo strike
6.99
IV
206.8%
B/E move
17.1%

40Δ

Calls
Pseudo strike
8.66
IV
147.0%
B/E move
18.2%
Puts
Pseudo strike
7.49
IV
157.7%
B/E move
10.9%

45Δ

Calls
Pseudo strike
8.37
IV
144.5%
B/E move
15.3%
Puts
Pseudo strike
7.73
IV
152.3%
B/E move
9.8%

50Δ

Calls
Pseudo strike
8.08
IV
142.0%
B/E move
12.5%
Puts
Pseudo strike
7.97
IV
148.0%
B/E move
8.8%

55Δ

Calls
Pseudo strike
7.79
IV
139.5%
B/E move
9.6%
Puts
Pseudo strike
8.21
IV
143.8%
B/E move
7.8%

60Δ

Calls
Pseudo strike
7.50
IV
137.0%
B/E move
6.8%
Puts
Pseudo strike
8.45
IV
139.5%
B/E move
6.8%

65Δ

Calls
Pseudo strike
7.17
IV
138.9%
B/E move
5.9%
Puts
Pseudo strike
8.69
IV
135.2%
B/E move
5.8%

70Δ

Calls
Pseudo strike
6.84
IV
140.8%
B/E move
5.0%
Puts
Pseudo strike
8.92
IV
130.9%
B/E move
4.8%

75Δ

Calls
Pseudo strike
6.51
IV
142.8%
B/E move
4.2%
Puts
Pseudo strike
9.16
IV
126.6%
B/E move
3.9%

80Δ

Calls
Pseudo strike
6.18
IV
144.7%
B/E move
3.3%
Puts
Pseudo strike
9.40
IV
122.3%
B/E move
2.9%

Options history

IV · four-Friday blend164.50%
Daily EOD
ORN68.3%119.9%171.6%2026-10-21: 87.65%2026-10-22: 90.05%2026-10-23: 89.47%2026-10-26: 81.09%2026-10-27: 75.40%2026-10-28: 164.50%Oct 21Oct 23Oct 28
6 observations2026-10-21 — 2026-10-28
Table
DateIV (%)
87.65%
90.05%
89.47%
81.09%
75.40%
164.50%