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OneSpan Inc. Common Stock OSPN

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Market datapartial · fetched 2026-10-23T21:54:59.082Z

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 · 2026-10-23T20:04:21.149290891Z

FundamentalsAlpha Vantage · unavailable

Share price$20.19
1D+5.8%
AH$18.93$19.39$19.86$20.33$20.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOSPN
Sold putSold callAH

OneSpan Inc. Common Stock options

Live interpolated OSPN call and put midpoint premiums by absolute delta.OneSpan Inc. Common Stock$0.25$1.94$3.63$5.32$7.01$15.04$17.57$20.09$22.62$25.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OSPN spot · $20.19OSPN PRICE$0.43$0.56$0.70$0.83$0.97$1.11$1.25$1.39$1.79$2.27$2.76$3.25$4.11$0.48$0.71$0.93$1.15$1.37$1.62$1.93$2.24$2.55$2.86$3.61$4.74$6.52
PutsExpensive1.54×
CallsExpensive1.39×
SkewBearish+3.43 pp
Implied moveBearish±$3.18
TiltBearish17.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.7876.1%24.9%17.5270.1%15.6%
25Δ23.9074.0%21.2%18.0571.0%14.1%
30Δ23.0371.9%17.5%18.5872.0%12.6%
35Δ22.2969.7%14.5%19.1072.9%11.1%
40Δ21.7567.0%12.5%19.6373.8%9.6%
45Δ21.2164.4%10.6%20.1674.1%8.2%
50Δ20.6761.8%8.6%20.6873.2%7.1%
55Δ20.1459.2%6.6%21.2172.2%6.0%
60Δ19.5563.2%5.7%21.7371.2%5.0%
65Δ18.9569.4%5.1%22.2670.3%3.9%
70Δ18.3575.6%4.6%23.1774.4%3.2%
75Δ17.7581.8%4.0%24.3982.8%2.7%
80Δ16.7792.2%3.4%26.2992.8%2.1%

20Δ

Calls
Pseudo strike
24.78
IV
76.1%
B/E move
24.9%
Puts
Pseudo strike
17.52
IV
70.1%
B/E move
15.6%

25Δ

Calls
Pseudo strike
23.90
IV
74.0%
B/E move
21.2%
Puts
Pseudo strike
18.05
IV
71.0%
B/E move
14.1%

30Δ

Calls
Pseudo strike
23.03
IV
71.9%
B/E move
17.5%
Puts
Pseudo strike
18.58
IV
72.0%
B/E move
12.6%

35Δ

Calls
Pseudo strike
22.29
IV
69.7%
B/E move
14.5%
Puts
Pseudo strike
19.10
IV
72.9%
B/E move
11.1%

40Δ

Calls
Pseudo strike
21.75
IV
67.0%
B/E move
12.5%
Puts
Pseudo strike
19.63
IV
73.8%
B/E move
9.6%

45Δ

Calls
Pseudo strike
21.21
IV
64.4%
B/E move
10.6%
Puts
Pseudo strike
20.16
IV
74.1%
B/E move
8.2%

50Δ

Calls
Pseudo strike
20.67
IV
61.8%
B/E move
8.6%
Puts
Pseudo strike
20.68
IV
73.2%
B/E move
7.1%

55Δ

Calls
Pseudo strike
20.14
IV
59.2%
B/E move
6.6%
Puts
Pseudo strike
21.21
IV
72.2%
B/E move
6.0%

60Δ

Calls
Pseudo strike
19.55
IV
63.2%
B/E move
5.7%
Puts
Pseudo strike
21.73
IV
71.2%
B/E move
5.0%

65Δ

Calls
Pseudo strike
18.95
IV
69.4%
B/E move
5.1%
Puts
Pseudo strike
22.26
IV
70.3%
B/E move
3.9%

70Δ

Calls
Pseudo strike
18.35
IV
75.6%
B/E move
4.6%
Puts
Pseudo strike
23.17
IV
74.4%
B/E move
3.2%

75Δ

Calls
Pseudo strike
17.75
IV
81.8%
B/E move
4.0%
Puts
Pseudo strike
24.39
IV
82.8%
B/E move
2.7%

80Δ

Calls
Pseudo strike
16.77
IV
92.2%
B/E move
3.4%
Puts
Pseudo strike
26.29
IV
92.8%
B/E move
2.1%

Options history

No recorded observations