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One Stop Systems, Inc. Common Stock OSS

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Market datapartial · fetched 2026-10-22T15:36:03.645Z

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 · 2026-10-22T15:35:45.447754Z

FundamentalsAlpha Vantage · unavailable

Share price$5.93
1D-0.3%
$5.87$5.91$5.96$6.00$6.055:30 AM6:30 AM9:00 AM1:00 PMOSS
Sold putSold call

One Stop Systems, Inc. Common Stock options

Live interpolated OSS call and put midpoint premiums by absolute delta.One Stop Systems, Inc. Common Stock$0.15$0.53$0.92$1.30$1.69$3.53$5.18$6.84$8.49$10.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OSS spot · $5.93OSS PRICE$0.19$0.22$0.32$0.42$0.51$0.61$0.71$0.80$0.90$1.00$1.09$1.19$1.58$0.24$0.31$0.42$0.54$0.65$0.77$0.88$1.00$1.11$1.23$1.34$1.46$1.57
PutsCheap0.87×
CallsExpensive1.11×
SkewBullish-14.81 pp
Implied moveBearish±$1.59
TiltBearish9.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ11.47144.0%96.5%4.63123.0%25.9%
25Δ7.4597.2%29.3%5.1198.9%19.1%
30Δ7.2198.0%27.0%5.3197.0%17.6%
35Δ6.9798.8%24.6%5.5295.1%16.1%
40Δ6.7499.7%22.3%5.7293.2%14.5%
45Δ6.50100.5%19.9%5.9391.3%13.0%
50Δ6.27101.3%17.6%6.1389.3%11.5%
55Δ6.03102.2%15.2%6.3487.4%10.0%
60Δ5.79103.0%12.9%6.5485.5%8.5%
65Δ5.56103.8%10.5%6.7583.6%6.9%
70Δ5.32104.6%8.2%6.9581.7%5.4%
75Δ5.08105.5%5.8%7.1679.7%3.9%
80Δ4.61117.6%4.3%7.3677.8%2.4%

20Δ

Calls
Pseudo strike
11.47
IV
144.0%
B/E move
96.5%
Puts
Pseudo strike
4.63
IV
123.0%
B/E move
25.9%

25Δ

Calls
Pseudo strike
7.45
IV
97.2%
B/E move
29.3%
Puts
Pseudo strike
5.11
IV
98.9%
B/E move
19.1%

30Δ

Calls
Pseudo strike
7.21
IV
98.0%
B/E move
27.0%
Puts
Pseudo strike
5.31
IV
97.0%
B/E move
17.6%

35Δ

Calls
Pseudo strike
6.97
IV
98.8%
B/E move
24.6%
Puts
Pseudo strike
5.52
IV
95.1%
B/E move
16.1%

40Δ

Calls
Pseudo strike
6.74
IV
99.7%
B/E move
22.3%
Puts
Pseudo strike
5.72
IV
93.2%
B/E move
14.5%

45Δ

Calls
Pseudo strike
6.50
IV
100.5%
B/E move
19.9%
Puts
Pseudo strike
5.93
IV
91.3%
B/E move
13.0%

50Δ

Calls
Pseudo strike
6.27
IV
101.3%
B/E move
17.6%
Puts
Pseudo strike
6.13
IV
89.3%
B/E move
11.5%

55Δ

Calls
Pseudo strike
6.03
IV
102.2%
B/E move
15.2%
Puts
Pseudo strike
6.34
IV
87.4%
B/E move
10.0%

60Δ

Calls
Pseudo strike
5.79
IV
103.0%
B/E move
12.9%
Puts
Pseudo strike
6.54
IV
85.5%
B/E move
8.5%

65Δ

Calls
Pseudo strike
5.56
IV
103.8%
B/E move
10.5%
Puts
Pseudo strike
6.75
IV
83.6%
B/E move
6.9%

70Δ

Calls
Pseudo strike
5.32
IV
104.6%
B/E move
8.2%
Puts
Pseudo strike
6.95
IV
81.7%
B/E move
5.4%

75Δ

Calls
Pseudo strike
5.08
IV
105.5%
B/E move
5.8%
Puts
Pseudo strike
7.16
IV
79.7%
B/E move
3.9%

80Δ

Calls
Pseudo strike
4.61
IV
117.6%
B/E move
4.3%
Puts
Pseudo strike
7.36
IV
77.8%
B/E move
2.4%

Options history

No recorded observations