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OSI Systems, Inc. Common Stock (DE) OSIS

i

Market dataready · fetched 2026-11-11T15:52:44.396Z

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 · 2026-11-11T15:42:08.600118618Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:52:43.953104+00:00

Share price$196.08
1D-0.9%
$194.89$195.71$196.53$197.35$198.175:30 AM6:30 AM9:00 AM1:00 PMOSIS
Sold putSold call

OSI Systems, Inc. Common Stock (DE) options

Live interpolated OSIS call and put midpoint premiums by absolute delta.OSI Systems, Inc. Common Stock (DE)$1.13$4.11$7.08$10.06$13.03$181.02$188.87$196.71$204.56$212.4120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OSIS spot · $196.08OSIS PRICE$1.46$1.90$2.35$2.80$3.30$4.01$4.73$5.44$6.37$7.32$8.27$9.68$11.23$1.48$2.01$2.54$3.07$3.61$4.17$4.93$5.70$6.46$7.72$9.20$10.69$12.17
PutsFair1.01×
CallsCheap0.93×
SkewBullish-1.27 pp
Implied moveBearish±$9.66
TiltBearish3.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ208.6943.1%7.2%186.3240.4%5.7%
25Δ206.4041.9%6.2%188.1841.1%5.1%
30Δ204.1040.7%5.3%190.0341.8%4.4%
35Δ201.8139.5%4.3%191.7440.6%3.8%
40Δ199.6838.7%3.5%193.4539.5%3.2%
45Δ198.1638.9%3.1%195.1438.4%2.6%
50Δ196.6439.2%2.7%196.6038.0%2.2%
55Δ195.1239.5%2.3%198.0737.6%1.9%
60Δ193.5439.4%2.0%199.5437.2%1.5%
65Δ191.9639.3%1.6%201.3237.0%1.3%
70Δ190.3839.1%1.3%203.2536.9%1.0%
75Δ188.4739.3%1.1%205.1836.8%0.8%
80Δ186.4639.6%0.8%207.1136.7%0.6%

20Δ

Calls
Pseudo strike
208.69
IV
43.1%
B/E move
7.2%
Puts
Pseudo strike
186.32
IV
40.4%
B/E move
5.7%

25Δ

Calls
Pseudo strike
206.40
IV
41.9%
B/E move
6.2%
Puts
Pseudo strike
188.18
IV
41.1%
B/E move
5.1%

30Δ

Calls
Pseudo strike
204.10
IV
40.7%
B/E move
5.3%
Puts
Pseudo strike
190.03
IV
41.8%
B/E move
4.4%

35Δ

Calls
Pseudo strike
201.81
IV
39.5%
B/E move
4.3%
Puts
Pseudo strike
191.74
IV
40.6%
B/E move
3.8%

40Δ

Calls
Pseudo strike
199.68
IV
38.7%
B/E move
3.5%
Puts
Pseudo strike
193.45
IV
39.5%
B/E move
3.2%

45Δ

Calls
Pseudo strike
198.16
IV
38.9%
B/E move
3.1%
Puts
Pseudo strike
195.14
IV
38.4%
B/E move
2.6%

50Δ

Calls
Pseudo strike
196.64
IV
39.2%
B/E move
2.7%
Puts
Pseudo strike
196.60
IV
38.0%
B/E move
2.2%

55Δ

Calls
Pseudo strike
195.12
IV
39.5%
B/E move
2.3%
Puts
Pseudo strike
198.07
IV
37.6%
B/E move
1.9%

60Δ

Calls
Pseudo strike
193.54
IV
39.4%
B/E move
2.0%
Puts
Pseudo strike
199.54
IV
37.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
191.96
IV
39.3%
B/E move
1.6%
Puts
Pseudo strike
201.32
IV
37.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
190.38
IV
39.1%
B/E move
1.3%
Puts
Pseudo strike
203.25
IV
36.9%
B/E move
1.0%

75Δ

Calls
Pseudo strike
188.47
IV
39.3%
B/E move
1.1%
Puts
Pseudo strike
205.18
IV
36.8%
B/E move
0.8%

80Δ

Calls
Pseudo strike
186.46
IV
39.6%
B/E move
0.8%
Puts
Pseudo strike
207.11
IV
36.7%
B/E move
0.6%

Options history

IV · four-Friday blend34.95%
Daily EOD
OSIS34.1%40.6%47.1%2026-10-19: 43.80%2026-10-20: 44.09%2026-10-21: 44.33%2026-10-22: 45.17%2026-10-23: 45.38%2026-10-26: 46.22%2026-10-27: 45.62%2026-10-28: 45.87%2026-10-29: 45.10%2026-10-30: 34.95%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
43.80%
44.09%
44.33%
45.17%
45.38%
46.22%
45.62%
45.87%
45.10%
34.95%