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Octave Specialty Group, Inc. OSG

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Market datapartial · fetched 2026-10-22T22:58:39.293Z

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 · 2026-10-22T22:30:00.00263768Z

FundamentalsAlpha Vantage · unavailable

Share price$4.72
1D-1.0%
AH$4.69$4.71$4.73$4.76$4.785:30 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.$0.27$1.24$2.22$3.19$4.16$2.41$3.65$4.89$6.12$7.3620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OSG spot · $4.72OSG PRICE$0.38$0.48$0.47$0.48$0.50$0.52$0.62$0.72$0.83$0.93$1.06$1.61$0.41$0.45$0.50$0.54$0.58$0.62$0.66$0.78$0.98$1.17$1.37$2.37$3.88
PutsExpensive2.58×
CallsExpensive2.78×
SkewBullish-24.88 pp
Implied moveBearish±$1.18
TiltBearish24.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.37213.5%37.4%
25Δ10.23261.8%124.7%3.79179.9%29.3%
30Δ9.45268.4%110.3%4.10156.5%23.6%
35Δ7.40209.1%66.9%4.30143.4%20.2%
40Δ5.92161.4%35.6%4.50130.3%16.8%
45Δ5.47141.0%26.6%4.70117.2%13.4%
50Δ5.02120.5%17.5%4.90104.1%10.0%
55Δ4.81119.7%15.0%5.1399.6%7.8%
60Δ4.60120.0%12.8%5.38102.8%6.8%
65Δ4.40120.3%10.7%5.62106.0%5.7%
70Δ4.19120.6%8.5%5.87109.3%4.7%
75Δ3.97124.5%6.5%6.87148.2%4.6%
80Δ3.46186.3%7.3%8.41182.2%4.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.37
IV
213.5%
B/E move
37.4%

25Δ

Calls
Pseudo strike
10.23
IV
261.8%
B/E move
124.7%
Puts
Pseudo strike
3.79
IV
179.9%
B/E move
29.3%

30Δ

Calls
Pseudo strike
9.45
IV
268.4%
B/E move
110.3%
Puts
Pseudo strike
4.10
IV
156.5%
B/E move
23.6%

35Δ

Calls
Pseudo strike
7.40
IV
209.1%
B/E move
66.9%
Puts
Pseudo strike
4.30
IV
143.4%
B/E move
20.2%

40Δ

Calls
Pseudo strike
5.92
IV
161.4%
B/E move
35.6%
Puts
Pseudo strike
4.50
IV
130.3%
B/E move
16.8%

45Δ

Calls
Pseudo strike
5.47
IV
141.0%
B/E move
26.6%
Puts
Pseudo strike
4.70
IV
117.2%
B/E move
13.4%

50Δ

Calls
Pseudo strike
5.02
IV
120.5%
B/E move
17.5%
Puts
Pseudo strike
4.90
IV
104.1%
B/E move
10.0%

55Δ

Calls
Pseudo strike
4.81
IV
119.7%
B/E move
15.0%
Puts
Pseudo strike
5.13
IV
99.6%
B/E move
7.8%

60Δ

Calls
Pseudo strike
4.60
IV
120.0%
B/E move
12.8%
Puts
Pseudo strike
5.38
IV
102.8%
B/E move
6.8%

65Δ

Calls
Pseudo strike
4.40
IV
120.3%
B/E move
10.7%
Puts
Pseudo strike
5.62
IV
106.0%
B/E move
5.7%

70Δ

Calls
Pseudo strike
4.19
IV
120.6%
B/E move
8.5%
Puts
Pseudo strike
5.87
IV
109.3%
B/E move
4.7%

75Δ

Calls
Pseudo strike
3.97
IV
124.5%
B/E move
6.5%
Puts
Pseudo strike
6.87
IV
148.2%
B/E move
4.6%

80Δ

Calls
Pseudo strike
3.46
IV
186.3%
B/E move
7.3%
Puts
Pseudo strike
8.41
IV
182.2%
B/E move
4.0%

Options history

No recorded observations