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Octave Specialty Group, Inc. OSG

i

Market dataready · fetched 2026-11-12T02:19:58.443Z

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 · 2026-11-12T00:00:00.00331834Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T02:19:57.877185+00:00

Share price$5.29
1D-2.1%
AH$5.05$5.16$5.28$5.40$5.515:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOSG
Sold putSold callAH

Octave Specialty Group, Inc. options

Live interpolated OSG call and put midpoint premiums by absolute delta.Octave Specialty Group, Inc.$0.15$0.46$0.77$1.08$1.39$3.95$4.52$5.09$5.66$6.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive OSG spot · $5.29OSG PRICE$0.35$0.35$0.36$0.38$0.38$0.39$0.40$0.41$0.42$0.42$0.85$1.30$0.19$0.24$0.30$0.36$0.42$0.48$0.54$0.59$0.65$0.71$0.77$0.83$1.14
PutsExpensive1.62×
Calls——
Skew——
Implied moveBearish±$0.93
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.42150.4%20.0%
25Δ9.24371.5%81.3%4.60153.5%17.7%
30Δ7.32277.7%45.0%4.78156.7%15.4%
35Δ6.53228.3%30.3%4.96159.8%13.1%
40Δ5.98190.3%20.2%5.10155.0%11.5%
45Δ5.82171.7%17.2%5.23147.9%10.2%
50Δ5.66153.1%14.3%5.36140.8%8.9%
55Δ5.49134.4%11.4%5.49133.7%7.5%
60Δ5.33115.8%8.5%5.62126.6%6.2%
65Δ5.1797.2%5.6%5.74119.5%4.8%
70Δ5.0178.6%2.7%5.87112.4%3.5%
75Δ4.57127.7%2.4%6.00105.4%2.2%
80Δ4.12179.6%2.3%6.34114.0%1.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.42
IV
150.4%
B/E move
20.0%

25Δ

Calls
Pseudo strike
9.24
IV
371.5%
B/E move
81.3%
Puts
Pseudo strike
4.60
IV
153.5%
B/E move
17.7%

30Δ

Calls
Pseudo strike
7.32
IV
277.7%
B/E move
45.0%
Puts
Pseudo strike
4.78
IV
156.7%
B/E move
15.4%

35Δ

Calls
Pseudo strike
6.53
IV
228.3%
B/E move
30.3%
Puts
Pseudo strike
4.96
IV
159.8%
B/E move
13.1%

40Δ

Calls
Pseudo strike
5.98
IV
190.3%
B/E move
20.2%
Puts
Pseudo strike
5.10
IV
155.0%
B/E move
11.5%

45Δ

Calls
Pseudo strike
5.82
IV
171.7%
B/E move
17.2%
Puts
Pseudo strike
5.23
IV
147.9%
B/E move
10.2%

50Δ

Calls
Pseudo strike
5.66
IV
153.1%
B/E move
14.3%
Puts
Pseudo strike
5.36
IV
140.8%
B/E move
8.9%

55Δ

Calls
Pseudo strike
5.49
IV
134.4%
B/E move
11.4%
Puts
Pseudo strike
5.49
IV
133.7%
B/E move
7.5%

60Δ

Calls
Pseudo strike
5.33
IV
115.8%
B/E move
8.5%
Puts
Pseudo strike
5.62
IV
126.6%
B/E move
6.2%

65Δ

Calls
Pseudo strike
5.17
IV
97.2%
B/E move
5.6%
Puts
Pseudo strike
5.74
IV
119.5%
B/E move
4.8%

70Δ

Calls
Pseudo strike
5.01
IV
78.6%
B/E move
2.7%
Puts
Pseudo strike
5.87
IV
112.4%
B/E move
3.5%

75Δ

Calls
Pseudo strike
4.57
IV
127.7%
B/E move
2.4%
Puts
Pseudo strike
6.00
IV
105.4%
B/E move
2.2%

80Δ

Calls
Pseudo strike
4.12
IV
179.6%
B/E move
2.3%
Puts
Pseudo strike
6.34
IV
114.0%
B/E move
1.7%

Options history

IV · four-Friday blend81.31%
Daily EOD
OSG74.6%81.7%88.8%2026-10-19: 77.63%2026-10-20: 76.02%2026-10-21: 80.01%2026-10-22: 85.95%2026-10-23: 75.59%2026-10-26: 87.83%2026-10-27: 80.79%2026-10-28: 82.37%2026-10-29: 81.71%2026-10-30: 81.31%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
77.63%
76.02%
80.01%
85.95%
75.59%
87.83%
80.79%
82.37%
81.71%
81.31%