IntraAlpha
Create free account Start free

OSI Systems, Inc. Common Stock (DE) OSIS

i

Market datapartial · fetched 2026-10-22T21:11:33.757Z

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 · 2026-10-22T20:00:02.559440343Z

FundamentalsAlpha Vantage · unavailable

Share price$200.49
1D+0.2%
AH$195$197$198$199$2015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOSIS
Sold putSold callAH

OSI Systems, Inc. Common Stock (DE) options

Live interpolated OSIS call and put midpoint premiums by absolute delta.OSI Systems, Inc. Common Stock (DE)$2.12$9.96$17.80$25.64$33.48$164.75$182.42$200.09$217.76$235.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OSIS spot · $200.49OSIS PRICE$2.97$3.95$5.00$6.19$7.38$8.91$10.48$12.05$13.70$15.80$18.27$21.14$24.11$3.30$4.57$5.96$7.43$9.01$10.84$13.14$15.50$17.92$20.45$22.98$26.88$31.22
PutsExpensive1.69×
CallsExpensive1.58×
SkewBearish+1.40 pp
Implied moveBearish±$23.62
TiltBearish11.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ228.8349.9%15.6%180.8948.6%11.4%
25Δ223.5349.7%13.5%184.6250.3%10.2%
30Δ218.6349.5%11.5%188.4251.0%9.0%
35Δ214.5249.5%10.1%192.2051.2%7.8%
40Δ210.4149.5%8.6%195.9351.2%6.8%
45Δ206.7649.7%7.6%199.5851.6%5.9%
50Δ203.1650.0%6.6%203.4352.1%5.1%
55Δ199.5650.1%5.6%207.3052.7%4.3%
60Δ196.0549.3%4.6%211.1952.7%3.6%
65Δ192.4349.4%3.9%215.1251.7%2.9%
70Δ188.6149.9%3.2%219.0450.7%2.2%
75Δ184.5250.6%2.6%224.0550.7%1.7%
80Δ180.3450.1%2.0%229.4151.0%1.1%

20Δ

Calls
Pseudo strike
228.83
IV
49.9%
B/E move
15.6%
Puts
Pseudo strike
180.89
IV
48.6%
B/E move
11.4%

25Δ

Calls
Pseudo strike
223.53
IV
49.7%
B/E move
13.5%
Puts
Pseudo strike
184.62
IV
50.3%
B/E move
10.2%

30Δ

Calls
Pseudo strike
218.63
IV
49.5%
B/E move
11.5%
Puts
Pseudo strike
188.42
IV
51.0%
B/E move
9.0%

35Δ

Calls
Pseudo strike
214.52
IV
49.5%
B/E move
10.1%
Puts
Pseudo strike
192.20
IV
51.2%
B/E move
7.8%

40Δ

Calls
Pseudo strike
210.41
IV
49.5%
B/E move
8.6%
Puts
Pseudo strike
195.93
IV
51.2%
B/E move
6.8%

45Δ

Calls
Pseudo strike
206.76
IV
49.7%
B/E move
7.6%
Puts
Pseudo strike
199.58
IV
51.6%
B/E move
5.9%

50Δ

Calls
Pseudo strike
203.16
IV
50.0%
B/E move
6.6%
Puts
Pseudo strike
203.43
IV
52.1%
B/E move
5.1%

55Δ

Calls
Pseudo strike
199.56
IV
50.1%
B/E move
5.6%
Puts
Pseudo strike
207.30
IV
52.7%
B/E move
4.3%

60Δ

Calls
Pseudo strike
196.05
IV
49.3%
B/E move
4.6%
Puts
Pseudo strike
211.19
IV
52.7%
B/E move
3.6%

65Δ

Calls
Pseudo strike
192.43
IV
49.4%
B/E move
3.9%
Puts
Pseudo strike
215.12
IV
51.7%
B/E move
2.9%

70Δ

Calls
Pseudo strike
188.61
IV
49.9%
B/E move
3.2%
Puts
Pseudo strike
219.04
IV
50.7%
B/E move
2.2%

75Δ

Calls
Pseudo strike
184.52
IV
50.6%
B/E move
2.6%
Puts
Pseudo strike
224.05
IV
50.7%
B/E move
1.7%

80Δ

Calls
Pseudo strike
180.34
IV
50.1%
B/E move
2.0%
Puts
Pseudo strike
229.41
IV
51.0%
B/E move
1.1%

Options history

No recorded observations