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OneSpan Inc. Common Stock OSPN

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Market datapartial · fetched 2026-10-23T15:50:22.993Z

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 · 2026-10-23T15:50:14.30404333Z

FundamentalsAlpha Vantage · unavailable

Share price$20.03
1D+4.8%
$18.97$19.27$19.56$19.85$20.155:30 AM6:30 AM9:00 AM1:00 PMOSPN
Sold putSold call

OneSpan Inc. Common Stock options

Live interpolated OSPN call and put midpoint premiums by absolute delta.OneSpan Inc. Common Stock$0.23$2.53$4.83$7.13$9.43$13.94$17.01$20.08$23.15$26.2220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OSPN spot · $20.03OSPN PRICE$0.47$0.55$0.63$0.81$0.99$1.16$1.34$1.59$2.75$3.92$5.08$6.24$7.41$0.60$0.75$0.93$1.11$1.29$1.47$2.08$2.71$3.34$4.26$5.38$6.94$8.77
PutsExpensive1.80×
CallsExpensive1.76×
SkewBullish-1.73 pp
Implied moveBearish±$3.41
TiltBearish9.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ25.3685.9%29.0%16.7587.7%19.4%
25Δ23.7674.5%21.4%17.6780.8%15.5%
30Δ22.4765.7%15.4%18.2577.9%13.5%
35Δ21.9765.7%13.7%18.8275.0%11.6%
40Δ21.4765.8%12.1%19.4072.0%9.6%
45Δ20.9765.8%10.5%19.9769.1%7.6%
50Δ20.4665.9%8.8%20.7176.0%7.0%
55Δ19.9067.4%7.3%21.4583.4%6.4%
60Δ18.6185.7%6.6%22.2090.8%5.9%
65Δ17.32104.0%6.0%23.2698.2%5.2%
70Δ16.02122.3%5.4%24.52105.5%4.4%
75Δ14.73140.6%4.7%26.25111.8%3.6%
80Δ13.44158.9%4.1%28.26117.5%2.7%

20Δ

Calls
Pseudo strike
25.36
IV
85.9%
B/E move
29.0%
Puts
Pseudo strike
16.75
IV
87.7%
B/E move
19.4%

25Δ

Calls
Pseudo strike
23.76
IV
74.5%
B/E move
21.4%
Puts
Pseudo strike
17.67
IV
80.8%
B/E move
15.5%

30Δ

Calls
Pseudo strike
22.47
IV
65.7%
B/E move
15.4%
Puts
Pseudo strike
18.25
IV
77.9%
B/E move
13.5%

35Δ

Calls
Pseudo strike
21.97
IV
65.7%
B/E move
13.7%
Puts
Pseudo strike
18.82
IV
75.0%
B/E move
11.6%

40Δ

Calls
Pseudo strike
21.47
IV
65.8%
B/E move
12.1%
Puts
Pseudo strike
19.40
IV
72.0%
B/E move
9.6%

45Δ

Calls
Pseudo strike
20.97
IV
65.8%
B/E move
10.5%
Puts
Pseudo strike
19.97
IV
69.1%
B/E move
7.6%

50Δ

Calls
Pseudo strike
20.46
IV
65.9%
B/E move
8.8%
Puts
Pseudo strike
20.71
IV
76.0%
B/E move
7.0%

55Δ

Calls
Pseudo strike
19.90
IV
67.4%
B/E move
7.3%
Puts
Pseudo strike
21.45
IV
83.4%
B/E move
6.4%

60Δ

Calls
Pseudo strike
18.61
IV
85.7%
B/E move
6.6%
Puts
Pseudo strike
22.20
IV
90.8%
B/E move
5.9%

65Δ

Calls
Pseudo strike
17.32
IV
104.0%
B/E move
6.0%
Puts
Pseudo strike
23.26
IV
98.2%
B/E move
5.2%

70Δ

Calls
Pseudo strike
16.02
IV
122.3%
B/E move
5.4%
Puts
Pseudo strike
24.52
IV
105.5%
B/E move
4.4%

75Δ

Calls
Pseudo strike
14.73
IV
140.6%
B/E move
4.7%
Puts
Pseudo strike
26.25
IV
111.8%
B/E move
3.6%

80Δ

Calls
Pseudo strike
13.44
IV
158.9%
B/E move
4.1%
Puts
Pseudo strike
28.26
IV
117.5%
B/E move
2.7%

Options history

No recorded observations