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Orion Group Holdings, Inc ORN

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Market datapartial · fetched 2026-10-23T04:06:50.779Z

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 · 2026-10-22T23:00:00.003960529Z

FundamentalsAlpha Vantage · unavailable

Share price$8.41
1D-0.8%
AH$8.27$8.36$8.45$8.54$8.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMORN
Sold putSold callAH

Orion Group Holdings, Inc options

Live interpolated ORN call and put midpoint premiums by absolute delta.Orion Group Holdings, Inc$0.19$1.24$2.29$3.35$4.40$4.24$6.59$8.95$11.30$13.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ORN spot · $8.41ORN PRICE$0.30$0.61$0.77$0.90$1.03$1.16$1.29$1.42$1.54$1.67$1.88$2.39$2.90$0.63$0.59$0.58$0.83$1.08$1.33$1.58$1.84$2.09$2.49$3.03$3.56$4.10
PutsExpensive2.13×
CallsExpensive3.04×
SkewBullish-45.68 pp
Implied moveBearish±$2.87
TiltBearish14.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.55136.7%52.8%5.50286.4%42.1%
25Δ15.97225.9%97.2%6.57190.3%28.8%
30Δ14.86232.7%85.8%7.55107.3%17.2%
35Δ13.91221.3%76.1%7.93110.2%15.6%
40Δ12.97209.9%66.4%8.31113.1%14.1%
45Δ12.02198.5%56.7%8.69116.0%12.6%
50Δ11.08187.1%47.0%9.07118.9%11.0%
55Δ10.13175.7%37.3%9.45121.8%9.5%
60Δ9.19164.3%27.6%9.83124.7%8.0%
65Δ8.24152.9%17.9%10.35126.4%6.6%
70Δ7.37147.1%10.0%10.98126.9%5.4%
75Δ6.73162.1%8.5%11.62127.5%4.2%
80Δ6.09177.1%6.9%12.26128.1%3.0%

20Δ

Calls
Pseudo strike
12.55
IV
136.7%
B/E move
52.8%
Puts
Pseudo strike
5.50
IV
286.4%
B/E move
42.1%

25Δ

Calls
Pseudo strike
15.97
IV
225.9%
B/E move
97.2%
Puts
Pseudo strike
6.57
IV
190.3%
B/E move
28.8%

30Δ

Calls
Pseudo strike
14.86
IV
232.7%
B/E move
85.8%
Puts
Pseudo strike
7.55
IV
107.3%
B/E move
17.2%

35Δ

Calls
Pseudo strike
13.91
IV
221.3%
B/E move
76.1%
Puts
Pseudo strike
7.93
IV
110.2%
B/E move
15.6%

40Δ

Calls
Pseudo strike
12.97
IV
209.9%
B/E move
66.4%
Puts
Pseudo strike
8.31
IV
113.1%
B/E move
14.1%

45Δ

Calls
Pseudo strike
12.02
IV
198.5%
B/E move
56.7%
Puts
Pseudo strike
8.69
IV
116.0%
B/E move
12.6%

50Δ

Calls
Pseudo strike
11.08
IV
187.1%
B/E move
47.0%
Puts
Pseudo strike
9.07
IV
118.9%
B/E move
11.0%

55Δ

Calls
Pseudo strike
10.13
IV
175.7%
B/E move
37.3%
Puts
Pseudo strike
9.45
IV
121.8%
B/E move
9.5%

60Δ

Calls
Pseudo strike
9.19
IV
164.3%
B/E move
27.6%
Puts
Pseudo strike
9.83
IV
124.7%
B/E move
8.0%

65Δ

Calls
Pseudo strike
8.24
IV
152.9%
B/E move
17.9%
Puts
Pseudo strike
10.35
IV
126.4%
B/E move
6.6%

70Δ

Calls
Pseudo strike
7.37
IV
147.1%
B/E move
10.0%
Puts
Pseudo strike
10.98
IV
126.9%
B/E move
5.4%

75Δ

Calls
Pseudo strike
6.73
IV
162.1%
B/E move
8.5%
Puts
Pseudo strike
11.62
IV
127.5%
B/E move
4.2%

80Δ

Calls
Pseudo strike
6.09
IV
177.1%
B/E move
6.9%
Puts
Pseudo strike
12.26
IV
128.1%
B/E move
3.0%

Options history

No recorded observations