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Octave Specialty Group, Inc. OSG

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Market datapartial · fetched 2026-10-22T19:29:22.977Z

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 · 2026-10-22T19:28:08.240374321Z

FundamentalsAlpha Vantage · unavailable

Share price$4.71
1D-1.4%
$4.69$4.71$4.73$4.76$4.785:30 AM6:30 AM9:00 AM1:00 PMOSG
Sold putSold call

Octave Specialty Group, Inc. options

Live interpolated OSG call and put midpoint premiums by absolute delta.Octave Specialty Group, Inc.$0.27$1.21$2.14$3.08$4.01$2.33$3.61$4.89$6.17$7.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OSG spot · $4.71OSG PRICE$0.38$0.48$0.47$0.48$0.50$0.52$0.64$0.76$0.88$0.99$1.23$1.70$0.41$0.45$0.49$0.53$0.57$0.61$0.65$0.83$1.22$1.62$2.01$2.40$3.74
PutsExpensive2.64×
CallsExpensive2.88×
SkewBullish-27.53 pp
Implied moveBearish±$1.18
TiltBearish26.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.36213.1%37.4%
25Δ10.25262.3%125.7%3.77179.8%29.4%
30Δ9.47269.1%111.4%4.09155.8%23.5%
35Δ7.39209.4%67.3%4.29142.9%20.2%
40Δ5.91161.9%35.9%4.49130.0%16.8%
45Δ5.46141.5%26.7%4.68117.2%13.5%
50Δ5.00121.1%17.5%4.88104.3%10.1%
55Δ4.79123.9%15.4%5.17101.0%7.8%
60Δ4.57126.9%13.4%5.60112.7%7.0%
65Δ4.36130.0%11.3%6.03124.4%6.2%
70Δ4.15133.0%9.3%6.46136.1%5.4%
75Δ3.85151.3%7.9%6.90147.8%4.6%
80Δ3.39202.0%8.2%8.26178.7%3.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.36
IV
213.1%
B/E move
37.4%

25Δ

Calls
Pseudo strike
10.25
IV
262.3%
B/E move
125.7%
Puts
Pseudo strike
3.77
IV
179.8%
B/E move
29.4%

30Δ

Calls
Pseudo strike
9.47
IV
269.1%
B/E move
111.4%
Puts
Pseudo strike
4.09
IV
155.8%
B/E move
23.5%

35Δ

Calls
Pseudo strike
7.39
IV
209.4%
B/E move
67.3%
Puts
Pseudo strike
4.29
IV
142.9%
B/E move
20.2%

40Δ

Calls
Pseudo strike
5.91
IV
161.9%
B/E move
35.9%
Puts
Pseudo strike
4.49
IV
130.0%
B/E move
16.8%

45Δ

Calls
Pseudo strike
5.46
IV
141.5%
B/E move
26.7%
Puts
Pseudo strike
4.68
IV
117.2%
B/E move
13.5%

50Δ

Calls
Pseudo strike
5.00
IV
121.1%
B/E move
17.5%
Puts
Pseudo strike
4.88
IV
104.3%
B/E move
10.1%

55Δ

Calls
Pseudo strike
4.79
IV
123.9%
B/E move
15.4%
Puts
Pseudo strike
5.17
IV
101.0%
B/E move
7.8%

60Δ

Calls
Pseudo strike
4.57
IV
126.9%
B/E move
13.4%
Puts
Pseudo strike
5.60
IV
112.7%
B/E move
7.0%

65Δ

Calls
Pseudo strike
4.36
IV
130.0%
B/E move
11.3%
Puts
Pseudo strike
6.03
IV
124.4%
B/E move
6.2%

70Δ

Calls
Pseudo strike
4.15
IV
133.0%
B/E move
9.3%
Puts
Pseudo strike
6.46
IV
136.1%
B/E move
5.4%

75Δ

Calls
Pseudo strike
3.85
IV
151.3%
B/E move
7.9%
Puts
Pseudo strike
6.90
IV
147.8%
B/E move
4.6%

80Δ

Calls
Pseudo strike
3.39
IV
202.0%
B/E move
8.2%
Puts
Pseudo strike
8.26
IV
178.7%
B/E move
3.9%

Options history

No recorded observations