Share price$196.93
1D-1.5%
Sold putSold call
OSI Systems, Inc. Common Stock (DE) OSIS
i
Market datapartial · fetched 2026-10-22T14:49:41.719Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T14:48:56.78862339Z
FundamentalsAlpha Vantage · unavailable
OSI Systems, Inc. Common Stock (DE) options
PutsExpensive1.69×
CallsExpensive1.55×
SkewBearish+2.54 pp
Implied moveBearish±$22.43
TiltBearish13.4% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 224.62 | 49.3% | 15.5% | 176.99 | 50.4% | 11.8% |
| 25Δ | 219.16 | 49.3% | 13.2% | 181.06 | 51.2% | 10.4% |
| 30Δ | 214.77 | 49.1% | 11.5% | 185.09 | 51.0% | 9.0% |
| 35Δ | 210.38 | 49.0% | 9.9% | 188.86 | 50.6% | 7.7% |
| 40Δ | 206.69 | 49.1% | 8.7% | 192.48 | 50.2% | 6.7% |
| 45Δ | 203.07 | 49.2% | 7.5% | 196.03 | 50.1% | 5.7% |
| 50Δ | 199.47 | 49.4% | 6.4% | 199.59 | 50.8% | 4.9% |
| 55Δ | 196.01 | 49.7% | 5.5% | 203.42 | 51.2% | 4.2% |
| 60Δ | 192.67 | 48.5% | 4.6% | 207.28 | 51.6% | 3.5% |
| 65Δ | 189.30 | 47.2% | 3.7% | 211.38 | 51.9% | 2.9% |
| 70Δ | 185.57 | 48.5% | 3.1% | 216.04 | 52.3% | 2.3% |
| 75Δ | 181.85 | 48.3% | 2.5% | 220.99 | 52.9% | 1.7% |
| 80Δ | 177.50 | 48.9% | 1.9% | 227.58 | 54.2% | 1.2% |
20Δ
- Pseudo strike
- 224.62
- IV
- 49.3%
- B/E move
- 15.5%
- Pseudo strike
- 176.99
- IV
- 50.4%
- B/E move
- 11.8%
25Δ
- Pseudo strike
- 219.16
- IV
- 49.3%
- B/E move
- 13.2%
- Pseudo strike
- 181.06
- IV
- 51.2%
- B/E move
- 10.4%
30Δ
- Pseudo strike
- 214.77
- IV
- 49.1%
- B/E move
- 11.5%
- Pseudo strike
- 185.09
- IV
- 51.0%
- B/E move
- 9.0%
35Δ
- Pseudo strike
- 210.38
- IV
- 49.0%
- B/E move
- 9.9%
- Pseudo strike
- 188.86
- IV
- 50.6%
- B/E move
- 7.7%
40Δ
- Pseudo strike
- 206.69
- IV
- 49.1%
- B/E move
- 8.7%
- Pseudo strike
- 192.48
- IV
- 50.2%
- B/E move
- 6.7%
45Δ
- Pseudo strike
- 203.07
- IV
- 49.2%
- B/E move
- 7.5%
- Pseudo strike
- 196.03
- IV
- 50.1%
- B/E move
- 5.7%
50Δ
- Pseudo strike
- 199.47
- IV
- 49.4%
- B/E move
- 6.4%
- Pseudo strike
- 199.59
- IV
- 50.8%
- B/E move
- 4.9%
55Δ
- Pseudo strike
- 196.01
- IV
- 49.7%
- B/E move
- 5.5%
- Pseudo strike
- 203.42
- IV
- 51.2%
- B/E move
- 4.2%
60Δ
- Pseudo strike
- 192.67
- IV
- 48.5%
- B/E move
- 4.6%
- Pseudo strike
- 207.28
- IV
- 51.6%
- B/E move
- 3.5%
65Δ
- Pseudo strike
- 189.30
- IV
- 47.2%
- B/E move
- 3.7%
- Pseudo strike
- 211.38
- IV
- 51.9%
- B/E move
- 2.9%
70Δ
- Pseudo strike
- 185.57
- IV
- 48.5%
- B/E move
- 3.1%
- Pseudo strike
- 216.04
- IV
- 52.3%
- B/E move
- 2.3%
75Δ
- Pseudo strike
- 181.85
- IV
- 48.3%
- B/E move
- 2.5%
- Pseudo strike
- 220.99
- IV
- 52.9%
- B/E move
- 1.7%
80Δ
- Pseudo strike
- 177.50
- IV
- 48.9%
- B/E move
- 1.9%
- Pseudo strike
- 227.58
- IV
- 54.2%
- B/E move
- 1.2%
Options history
No recorded observations