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Old Second Bancorp, Inc. Common Stock OSBC

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Market datapartial · fetched 2026-10-22T17:34:35.067Z

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 · 2026-10-22T17:32:42.82918711Z

FundamentalsAlpha Vantage · unavailable

Share price$24.86
1D+0.2%
$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$1.86$2.73$3.61$4.49$5.37$13.42$18.39$23.36$28.32$33.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OSBC spot · $24.86OSBC PRICE$1.95$1.98$2.04$2.10$2.17$2.23$2.29$2.35$2.41$2.48$2.04$2.30$2.55$2.81$3.06$3.32$3.58$3.83$4.09$4.34$4.60$4.86$5.11
PutsExpensive4.37×
CallsExpensive2.94×
SkewBearish+30.53 pp
Implied moveBearish±$5.68
TiltBearish35.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.83144.5%36.5%
25Δ18.79136.5%33.6%
30Δ19.74128.6%30.8%
35Δ32.34105.2%38.0%20.70120.6%28.0%
40Δ29.6688.8%27.3%21.65112.7%25.2%
45Δ28.9482.1%24.7%22.61104.7%22.4%
50Δ28.2275.3%22.0%23.5796.8%19.6%
55Δ27.5168.6%19.4%24.5288.8%16.8%
60Δ26.7961.9%16.7%25.4880.8%13.9%
65Δ26.0755.2%14.1%26.4372.9%11.1%
70Δ25.3548.4%11.5%27.3964.9%8.3%
75Δ24.6441.7%8.8%28.3457.0%5.5%
80Δ23.9235.0%6.2%29.3049.0%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.83
IV
144.5%
B/E move
36.5%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.79
IV
136.5%
B/E move
33.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.74
IV
128.6%
B/E move
30.8%

35Δ

Calls
Pseudo strike
32.34
IV
105.2%
B/E move
38.0%
Puts
Pseudo strike
20.70
IV
120.6%
B/E move
28.0%

40Δ

Calls
Pseudo strike
29.66
IV
88.8%
B/E move
27.3%
Puts
Pseudo strike
21.65
IV
112.7%
B/E move
25.2%

45Δ

Calls
Pseudo strike
28.94
IV
82.1%
B/E move
24.7%
Puts
Pseudo strike
22.61
IV
104.7%
B/E move
22.4%

50Δ

Calls
Pseudo strike
28.22
IV
75.3%
B/E move
22.0%
Puts
Pseudo strike
23.57
IV
96.8%
B/E move
19.6%

55Δ

Calls
Pseudo strike
27.51
IV
68.6%
B/E move
19.4%
Puts
Pseudo strike
24.52
IV
88.8%
B/E move
16.8%

60Δ

Calls
Pseudo strike
26.79
IV
61.9%
B/E move
16.7%
Puts
Pseudo strike
25.48
IV
80.8%
B/E move
13.9%

65Δ

Calls
Pseudo strike
26.07
IV
55.2%
B/E move
14.1%
Puts
Pseudo strike
26.43
IV
72.9%
B/E move
11.1%

70Δ

Calls
Pseudo strike
25.35
IV
48.4%
B/E move
11.5%
Puts
Pseudo strike
27.39
IV
64.9%
B/E move
8.3%

75Δ

Calls
Pseudo strike
24.64
IV
41.7%
B/E move
8.8%
Puts
Pseudo strike
28.34
IV
57.0%
B/E move
5.5%

80Δ

Calls
Pseudo strike
23.92
IV
35.0%
B/E move
6.2%
Puts
Pseudo strike
29.30
IV
49.0%
B/E move
2.7%

Options history

No recorded observations