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One Stop Systems, Inc. Common Stock OSS

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Market datapartial · fetched 2026-10-23T16:47:48.234Z

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 · 2026-10-23T16:47:39.75348463Z

FundamentalsAlpha Vantage · unavailable

Share price$5.94
1D+1.8%
$5.81$5.85$5.89$5.93$5.975:30 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$0.00$1.90$3.80$5.69$7.59$3.58$5.20$6.81$8.43$10.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OSS spot · $5.93OSS PRICE$0.15$0.22$0.30$0.38$0.45$0.53$0.61$0.69$0.77$0.84$0.92$1.00$1.08$0.20$0.31$0.45$0.58$0.72$0.85$0.99$1.13$1.26$1.40$1.53$1.67$7.04
PutsCheap0.93×
CallsCheap0.89×
SkewBearish+12.44 pp
Implied moveBearish±$1.60
TiltBearish39.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ8.2397.6%41.2%4.87100.1%21.2%
25Δ7.3287.7%27.0%5.1991.8%17.9%
30Δ7.1187.1%24.8%5.4192.1%16.4%
35Δ6.9186.5%22.7%5.6392.4%15.0%
40Δ6.7085.8%20.6%5.8592.7%13.5%
45Δ6.5085.2%18.4%6.0793.0%12.1%
50Δ6.2984.6%16.3%6.3093.3%10.6%
55Δ6.0983.9%14.1%6.5293.7%9.2%
60Δ5.8883.3%12.0%6.7494.0%7.7%
65Δ5.6782.6%9.8%6.9694.3%6.2%
70Δ5.4782.0%7.7%7.1894.6%4.8%
75Δ5.2681.4%5.5%7.4094.9%3.3%
80Δ5.0680.7%3.4%12.84143.3%2.3%

20Δ

Calls
Pseudo strike
8.23
IV
97.6%
B/E move
41.2%
Puts
Pseudo strike
4.87
IV
100.1%
B/E move
21.2%

25Δ

Calls
Pseudo strike
7.32
IV
87.7%
B/E move
27.0%
Puts
Pseudo strike
5.19
IV
91.8%
B/E move
17.9%

30Δ

Calls
Pseudo strike
7.11
IV
87.1%
B/E move
24.8%
Puts
Pseudo strike
5.41
IV
92.1%
B/E move
16.4%

35Δ

Calls
Pseudo strike
6.91
IV
86.5%
B/E move
22.7%
Puts
Pseudo strike
5.63
IV
92.4%
B/E move
15.0%

40Δ

Calls
Pseudo strike
6.70
IV
85.8%
B/E move
20.6%
Puts
Pseudo strike
5.85
IV
92.7%
B/E move
13.5%

45Δ

Calls
Pseudo strike
6.50
IV
85.2%
B/E move
18.4%
Puts
Pseudo strike
6.07
IV
93.0%
B/E move
12.1%

50Δ

Calls
Pseudo strike
6.29
IV
84.6%
B/E move
16.3%
Puts
Pseudo strike
6.30
IV
93.3%
B/E move
10.6%

55Δ

Calls
Pseudo strike
6.09
IV
83.9%
B/E move
14.1%
Puts
Pseudo strike
6.52
IV
93.7%
B/E move
9.2%

60Δ

Calls
Pseudo strike
5.88
IV
83.3%
B/E move
12.0%
Puts
Pseudo strike
6.74
IV
94.0%
B/E move
7.7%

65Δ

Calls
Pseudo strike
5.67
IV
82.6%
B/E move
9.8%
Puts
Pseudo strike
6.96
IV
94.3%
B/E move
6.2%

70Δ

Calls
Pseudo strike
5.47
IV
82.0%
B/E move
7.7%
Puts
Pseudo strike
7.18
IV
94.6%
B/E move
4.8%

75Δ

Calls
Pseudo strike
5.26
IV
81.4%
B/E move
5.5%
Puts
Pseudo strike
7.40
IV
94.9%
B/E move
3.3%

80Δ

Calls
Pseudo strike
5.06
IV
80.7%
B/E move
3.4%
Puts
Pseudo strike
12.84
IV
143.3%
B/E move
2.3%

Options history

No recorded observations