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One Stop Systems, Inc. Common Stock OSS

TECHNOLOGY · COMPUTER HARDWARE
i

Market dataready · fetched 2026-11-13T00:47:07.222Z

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 · 2026-11-13T00:46:53.826736937Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T00:39:57.697014+00:00

Share price$4.74
1D-2.1%
AH$4.64$4.72$4.81$4.89$4.985:30 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$0.06$0.46$0.86$1.27$1.67$2.37$3.31$4.25$5.19$6.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OSS spot · $4.74OSS PRICE$0.11$0.12$0.14$0.16$0.19$0.26$0.32$0.39$0.45$0.52$0.58$0.65$0.71$0.21$0.23$0.25$0.27$0.28$0.30$0.32$0.34$0.36$0.37$0.75$1.15$1.55
PutsExpensive1.81×
CallsCheap0.76×
SkewBearish+175.29 pp
Implied moveBalanced±$0.64
TiltBearish16.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.93153.7%27.2%2.10601.5%60.2%
25Δ5.68139.2%22.4%2.42543.9%53.8%
30Δ5.43124.7%17.6%2.74486.3%47.5%
35Δ5.19110.2%12.8%3.06428.6%41.1%
40Δ4.9799.5%9.0%3.38371.0%34.7%
45Δ4.87100.8%8.2%3.70313.4%28.4%
50Δ4.77102.1%7.3%4.02255.7%22.0%
55Δ4.66103.5%6.5%4.34198.1%15.7%
60Δ4.56104.8%5.7%4.65140.5%9.3%
65Δ4.45106.1%4.9%4.9782.8%2.9%
70Δ4.35107.4%4.0%5.3993.0%2.1%
75Δ4.24108.7%3.2%5.81109.2%1.7%
80Δ4.14110.1%2.4%6.23125.4%1.4%

20Δ

Calls
Pseudo strike
5.93
IV
153.7%
B/E move
27.2%
Puts
Pseudo strike
2.10
IV
601.5%
B/E move
60.2%

25Δ

Calls
Pseudo strike
5.68
IV
139.2%
B/E move
22.4%
Puts
Pseudo strike
2.42
IV
543.9%
B/E move
53.8%

30Δ

Calls
Pseudo strike
5.43
IV
124.7%
B/E move
17.6%
Puts
Pseudo strike
2.74
IV
486.3%
B/E move
47.5%

35Δ

Calls
Pseudo strike
5.19
IV
110.2%
B/E move
12.8%
Puts
Pseudo strike
3.06
IV
428.6%
B/E move
41.1%

40Δ

Calls
Pseudo strike
4.97
IV
99.5%
B/E move
9.0%
Puts
Pseudo strike
3.38
IV
371.0%
B/E move
34.7%

45Δ

Calls
Pseudo strike
4.87
IV
100.8%
B/E move
8.2%
Puts
Pseudo strike
3.70
IV
313.4%
B/E move
28.4%

50Δ

Calls
Pseudo strike
4.77
IV
102.1%
B/E move
7.3%
Puts
Pseudo strike
4.02
IV
255.7%
B/E move
22.0%

55Δ

Calls
Pseudo strike
4.66
IV
103.5%
B/E move
6.5%
Puts
Pseudo strike
4.34
IV
198.1%
B/E move
15.7%

60Δ

Calls
Pseudo strike
4.56
IV
104.8%
B/E move
5.7%
Puts
Pseudo strike
4.65
IV
140.5%
B/E move
9.3%

65Δ

Calls
Pseudo strike
4.45
IV
106.1%
B/E move
4.9%
Puts
Pseudo strike
4.97
IV
82.8%
B/E move
2.9%

70Δ

Calls
Pseudo strike
4.35
IV
107.4%
B/E move
4.0%
Puts
Pseudo strike
5.39
IV
93.0%
B/E move
2.1%

75Δ

Calls
Pseudo strike
4.24
IV
108.7%
B/E move
3.2%
Puts
Pseudo strike
5.81
IV
109.2%
B/E move
1.7%

80Δ

Calls
Pseudo strike
4.14
IV
110.1%
B/E move
2.4%
Puts
Pseudo strike
6.23
IV
125.4%
B/E move
1.4%

Options history

IV · four-Friday blend91.02%
Daily EOD
OSS90.9%91.0%91.1%2026-10-30: 91.02%Oct 30
1 observations2026-10-30 — 2026-10-30
Table
DateIV (%)
91.02%