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OraSure Technologies, Inc. Common Stock OSUR

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Market datapartial · fetched 2026-10-22T16:38:09.690Z

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 · 2026-10-22T16:38:06.6986828Z

FundamentalsAlpha Vantage · unavailable

Share price$3.84
1D-1.3%
$3.83$3.86$3.88$3.91$3.935:30 AM6:30 AM9:00 AM1:00 PMOSUR
Sold putSold call

OraSure Technologies, Inc. Common Stock options

Live interpolated OSUR call and put midpoint premiums by absolute delta.OraSure Technologies, Inc. Common Stock$0.92$1.32$1.72$2.12$2.52$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEOSUR PRICE$0.96$1.10$1.24$1.37$1.51$1.65$1.78$2.41
PutsExpensive2.25×
CallsExpensive4.78×
SkewBullish-194.15 pp
Implied move——
TiltBullish59.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ7.06375.1%109.2%
55Δ6.36364.5%94.4%
60Δ5.65353.8%79.6%
65Δ4.95343.2%64.9%
70Δ4.25332.6%50.1%
75Δ3.54321.9%35.3%
80Δ2.84311.3%20.6%6.10149.1%3.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
7.06
IV
375.1%
B/E move
109.2%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
6.36
IV
364.5%
B/E move
94.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
5.65
IV
353.8%
B/E move
79.6%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
4.95
IV
343.2%
B/E move
64.9%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
4.25
IV
332.6%
B/E move
50.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
3.54
IV
321.9%
B/E move
35.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
2.84
IV
311.3%
B/E move
20.6%
Puts
Pseudo strike
6.10
IV
149.1%
B/E move
3.6%

Options history

No recorded observations