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Old Second Bancorp, Inc. Common Stock OSBC

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Market datapartial · fetched 2026-10-22T15:37:50.422Z

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 · 2026-10-22T15:36:35.678808795Z

FundamentalsAlpha Vantage · unavailable

Share price$24.67
1D-0.5%
$24.65$24.72$24.80$24.88$24.955:30 AM6:30 AM9:00 AM1:00 PMOSBC
Sold putSold call

Old Second Bancorp, Inc. Common Stock options

Live interpolated OSBC call and put midpoint premiums by absolute delta.Old Second Bancorp, Inc. Common Stock$1.93$2.72$3.50$4.28$5.06$13.03$18.58$24.13$29.68$35.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OSBC spot · $24.67OSBC PRICE$2.09$2.31$2.53$2.76$2.98$3.20$3.43$3.65$3.87$4.10$2.02$2.25$2.49$2.72$2.96$3.19$3.43$3.66$3.89$4.13$4.36$4.60$4.83
PutsExpensive4.39×
CallsExpensive3.84×
SkewBearish+11.07 pp
Implied moveBearish±$6.18
TiltBearish18.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.76143.6%36.2%
25Δ18.63135.8%33.6%
30Δ19.51128.1%31.0%
35Δ34.27117.6%47.4%20.38120.4%28.4%
40Δ33.07110.6%43.4%21.26112.7%25.8%
45Δ31.88103.6%39.5%22.13105.0%23.2%
50Δ30.6896.6%35.5%23.0197.2%20.6%
55Δ29.4889.7%31.6%23.8889.5%18.0%
60Δ28.2982.7%27.6%24.7581.8%15.4%
65Δ27.0975.7%23.7%25.6374.1%12.8%
70Δ25.9068.7%19.8%26.5066.3%10.3%
75Δ24.7061.8%15.8%27.3858.6%7.7%
80Δ23.5054.8%11.9%28.2550.9%5.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.76
IV
143.6%
B/E move
36.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.63
IV
135.8%
B/E move
33.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.51
IV
128.1%
B/E move
31.0%

35Δ

Calls
Pseudo strike
34.27
IV
117.6%
B/E move
47.4%
Puts
Pseudo strike
20.38
IV
120.4%
B/E move
28.4%

40Δ

Calls
Pseudo strike
33.07
IV
110.6%
B/E move
43.4%
Puts
Pseudo strike
21.26
IV
112.7%
B/E move
25.8%

45Δ

Calls
Pseudo strike
31.88
IV
103.6%
B/E move
39.5%
Puts
Pseudo strike
22.13
IV
105.0%
B/E move
23.2%

50Δ

Calls
Pseudo strike
30.68
IV
96.6%
B/E move
35.5%
Puts
Pseudo strike
23.01
IV
97.2%
B/E move
20.6%

55Δ

Calls
Pseudo strike
29.48
IV
89.7%
B/E move
31.6%
Puts
Pseudo strike
23.88
IV
89.5%
B/E move
18.0%

60Δ

Calls
Pseudo strike
28.29
IV
82.7%
B/E move
27.6%
Puts
Pseudo strike
24.75
IV
81.8%
B/E move
15.4%

65Δ

Calls
Pseudo strike
27.09
IV
75.7%
B/E move
23.7%
Puts
Pseudo strike
25.63
IV
74.1%
B/E move
12.8%

70Δ

Calls
Pseudo strike
25.90
IV
68.7%
B/E move
19.8%
Puts
Pseudo strike
26.50
IV
66.3%
B/E move
10.3%

75Δ

Calls
Pseudo strike
24.70
IV
61.8%
B/E move
15.8%
Puts
Pseudo strike
27.38
IV
58.6%
B/E move
7.7%

80Δ

Calls
Pseudo strike
23.50
IV
54.8%
B/E move
11.9%
Puts
Pseudo strike
28.25
IV
50.9%
B/E move
5.1%

Options history

No recorded observations