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One Stop Systems Inc OSS

TECHNOLOGY · COMPUTER HARDWARE
i

Market dataready · fetched 2026-10-23T23:08:41.892Z

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 · 2026-10-23T22:52:41.370419266Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T23:08:41.439749+00:00

Share price$6.01
1D+1.5%
AH$5.81$5.86$5.91$5.96$6.015:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOSS
Sold putSold callAH

One Stop Systems Inc options

Live interpolated OSS call and put midpoint premiums by absolute delta.One Stop Systems Inc$0.03$1.13$2.23$3.33$4.43$3.69$5.24$6.79$8.35$9.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OSS spot · $6.01OSS PRICE$0.15$0.21$0.28$0.35$0.42$0.50$0.57$0.64$0.71$0.78$0.85$0.93$1.00$0.21$0.35$0.49$0.64$0.78$0.93$1.07$1.22$1.36$1.51$1.65$2.51$4.11
PutsFair0.99×
CallsCheap0.80×
SkewBearish+25.37 pp
Implied moveBearish±$1.64
TiltBearish39.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.6699.9%46.5%5.0589.6%19.4%
25Δ7.3583.8%25.7%5.2891.2%17.9%
30Δ7.1682.2%23.7%5.5292.7%16.5%
35Δ6.9780.7%21.8%5.7594.2%15.0%
40Δ6.7879.2%19.9%5.9895.7%13.5%
45Δ6.5977.6%17.9%6.2197.3%12.0%
50Δ6.4076.1%16.0%6.4598.8%10.6%
55Δ6.2174.6%14.0%6.68100.3%9.1%
60Δ6.0273.0%12.1%6.91101.9%7.6%
65Δ5.8471.5%10.1%7.15103.4%6.1%
70Δ5.6570.0%8.2%7.38104.9%4.7%
75Δ5.4668.4%6.2%8.30118.6%3.6%
80Δ5.2766.9%4.3%9.95145.0%2.9%

20Δ

Calls
Pseudo strike
8.66
IV
99.9%
B/E move
46.5%
Puts
Pseudo strike
5.05
IV
89.6%
B/E move
19.4%

25Δ

Calls
Pseudo strike
7.35
IV
83.8%
B/E move
25.7%
Puts
Pseudo strike
5.28
IV
91.2%
B/E move
17.9%

30Δ

Calls
Pseudo strike
7.16
IV
82.2%
B/E move
23.7%
Puts
Pseudo strike
5.52
IV
92.7%
B/E move
16.5%

35Δ

Calls
Pseudo strike
6.97
IV
80.7%
B/E move
21.8%
Puts
Pseudo strike
5.75
IV
94.2%
B/E move
15.0%

40Δ

Calls
Pseudo strike
6.78
IV
79.2%
B/E move
19.9%
Puts
Pseudo strike
5.98
IV
95.7%
B/E move
13.5%

45Δ

Calls
Pseudo strike
6.59
IV
77.6%
B/E move
17.9%
Puts
Pseudo strike
6.21
IV
97.3%
B/E move
12.0%

50Δ

Calls
Pseudo strike
6.40
IV
76.1%
B/E move
16.0%
Puts
Pseudo strike
6.45
IV
98.8%
B/E move
10.6%

55Δ

Calls
Pseudo strike
6.21
IV
74.6%
B/E move
14.0%
Puts
Pseudo strike
6.68
IV
100.3%
B/E move
9.1%

60Δ

Calls
Pseudo strike
6.02
IV
73.0%
B/E move
12.1%
Puts
Pseudo strike
6.91
IV
101.9%
B/E move
7.6%

65Δ

Calls
Pseudo strike
5.84
IV
71.5%
B/E move
10.1%
Puts
Pseudo strike
7.15
IV
103.4%
B/E move
6.1%

70Δ

Calls
Pseudo strike
5.65
IV
70.0%
B/E move
8.2%
Puts
Pseudo strike
7.38
IV
104.9%
B/E move
4.7%

75Δ

Calls
Pseudo strike
5.46
IV
68.4%
B/E move
6.2%
Puts
Pseudo strike
8.30
IV
118.6%
B/E move
3.6%

80Δ

Calls
Pseudo strike
5.27
IV
66.9%
B/E move
4.3%
Puts
Pseudo strike
9.95
IV
145.0%
B/E move
2.9%

Options history

No recorded observations