Share price$3.80
1D-2.3%
Sold putSold callAH
OraSure Technologies, Inc. Common Stock OSUR
i
Market datapartial · fetched 2026-10-22T21:01:13.400Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:00:01.689727682Z
FundamentalsAlpha Vantage · unavailable
OraSure Technologies, Inc. Common Stock options
PutsExpensive2.96×
CallsExpensive4.32×
SkewBullish-112.90 pp
Implied move——
TiltBullish57.8% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 5.51 | 140.9% | 50.7% | |||
| 25Δ | 5.88 | 186.5% | 63.6% | |||
| 30Δ | 6.25 | 232.0% | 76.5% | |||
| 35Δ | 6.62 | 277.5% | 89.4% | |||
| 40Δ | 6.98 | 323.0% | 102.3% | |||
| 45Δ | 7.35 | 368.6% | 115.2% | |||
| 50Δ | 7.07 | 380.9% | 111.4% | |||
| 55Δ | 6.36 | 371.0% | 96.3% | |||
| 60Δ | 5.65 | 361.1% | 81.2% | |||
| 65Δ | 4.94 | 351.2% | 66.1% | |||
| 70Δ | 4.22 | 341.4% | 51.0% | |||
| 75Δ | 3.51 | 331.5% | 35.9% | |||
| 80Δ | 2.80 | 321.6% | 20.8% | 7.04 | 193.8% | 4.4% |
20Δ
- Pseudo strike
- 5.51
- IV
- 140.9%
- B/E move
- 50.7%
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- 5.88
- IV
- 186.5%
- B/E move
- 63.6%
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 6.25
- IV
- 232.0%
- B/E move
- 76.5%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 6.62
- IV
- 277.5%
- B/E move
- 89.4%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 6.98
- IV
- 323.0%
- B/E move
- 102.3%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 7.35
- IV
- 368.6%
- B/E move
- 115.2%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 7.07
- IV
- 380.9%
- B/E move
- 111.4%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 6.36
- IV
- 371.0%
- B/E move
- 96.3%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 5.65
- IV
- 361.1%
- B/E move
- 81.2%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 4.94
- IV
- 351.2%
- B/E move
- 66.1%
- Pseudo strike
- IV
- B/E move
70Δ
- Pseudo strike
- 4.22
- IV
- 341.4%
- B/E move
- 51.0%
- Pseudo strike
- IV
- B/E move
75Δ
- Pseudo strike
- 3.51
- IV
- 331.5%
- B/E move
- 35.9%
- Pseudo strike
- IV
- B/E move
80Δ
- Pseudo strike
- 2.80
- IV
- 321.6%
- B/E move
- 20.8%
- Pseudo strike
- 7.04
- IV
- 193.8%
- B/E move
- 4.4%
Options history
No recorded observations