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One Stop Systems, Inc. Common Stock OSS

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Market datapartial · fetched 2026-10-22T20:43:18.160Z

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 · 2026-10-22T20:32:14.150401952Z

FundamentalsAlpha Vantage · unavailable

Share price$5.96
1D+0.2%
AH$5.75$5.83$5.90$5.98$6.055:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOSS
Sold putSold callAH

One Stop Systems, Inc. Common Stock options

Live interpolated OSS call and put midpoint premiums by absolute delta.One Stop Systems, Inc. Common Stock$0.09$0.83$1.56$2.30$3.04$3.57$5.21$6.85$8.49$10.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OSS spot · $5.96OSS PRICE$0.17$0.22$0.32$0.41$0.51$0.60$0.70$0.79$0.88$0.98$1.07$1.17$0.22$0.34$0.49$0.64$0.79$0.94$1.09$1.24$1.40$1.55$1.70$2.12$2.83
PutsFair0.99×
CallsFair1.02×
SkewBearish+6.27 pp
Implied moveBearish±$1.79
TiltBearish32.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ10.26124.5%75.0%4.79110.0%23.4%
25Δ7.3891.1%27.6%5.1897.1%18.8%
30Δ7.1691.9%25.4%5.4298.2%17.2%
35Δ6.9492.8%23.2%5.6799.2%15.7%
40Δ6.7193.7%21.0%5.91100.2%14.1%
45Δ6.4994.6%18.8%6.16101.2%12.6%
50Δ6.2695.5%16.6%6.40102.3%11.0%
55Δ6.0496.4%14.5%6.64103.3%9.5%
60Δ5.8197.3%12.3%6.89104.3%7.9%
65Δ5.5998.2%10.1%7.13105.4%6.4%
70Δ5.3699.1%7.9%7.38106.4%4.8%
75Δ5.14100.0%5.7%7.87110.2%3.6%
80Δ8.63117.0%2.7%

20Δ

Calls
Pseudo strike
10.26
IV
124.5%
B/E move
75.0%
Puts
Pseudo strike
4.79
IV
110.0%
B/E move
23.4%

25Δ

Calls
Pseudo strike
7.38
IV
91.1%
B/E move
27.6%
Puts
Pseudo strike
5.18
IV
97.1%
B/E move
18.8%

30Δ

Calls
Pseudo strike
7.16
IV
91.9%
B/E move
25.4%
Puts
Pseudo strike
5.42
IV
98.2%
B/E move
17.2%

35Δ

Calls
Pseudo strike
6.94
IV
92.8%
B/E move
23.2%
Puts
Pseudo strike
5.67
IV
99.2%
B/E move
15.7%

40Δ

Calls
Pseudo strike
6.71
IV
93.7%
B/E move
21.0%
Puts
Pseudo strike
5.91
IV
100.2%
B/E move
14.1%

45Δ

Calls
Pseudo strike
6.49
IV
94.6%
B/E move
18.8%
Puts
Pseudo strike
6.16
IV
101.2%
B/E move
12.6%

50Δ

Calls
Pseudo strike
6.26
IV
95.5%
B/E move
16.6%
Puts
Pseudo strike
6.40
IV
102.3%
B/E move
11.0%

55Δ

Calls
Pseudo strike
6.04
IV
96.4%
B/E move
14.5%
Puts
Pseudo strike
6.64
IV
103.3%
B/E move
9.5%

60Δ

Calls
Pseudo strike
5.81
IV
97.3%
B/E move
12.3%
Puts
Pseudo strike
6.89
IV
104.3%
B/E move
7.9%

65Δ

Calls
Pseudo strike
5.59
IV
98.2%
B/E move
10.1%
Puts
Pseudo strike
7.13
IV
105.4%
B/E move
6.4%

70Δ

Calls
Pseudo strike
5.36
IV
99.1%
B/E move
7.9%
Puts
Pseudo strike
7.38
IV
106.4%
B/E move
4.8%

75Δ

Calls
Pseudo strike
5.14
IV
100.0%
B/E move
5.7%
Puts
Pseudo strike
7.87
IV
110.2%
B/E move
3.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
8.63
IV
117.0%
B/E move
2.7%

Options history

No recorded observations