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Open Text Corporation Common Shares OTEX

i

Market dataready · fetched 2026-11-12T01:53:29.520Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T21:00:02.039544916Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T01:53:28.994369+00:00

Share price$24.96
1D+2.0%
AH$24.35$24.52$24.69$24.85$25.025:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOTEX
Sold putSold callAH

Open Text Corporation Common Shares options

Live interpolated OTEX call and put midpoint premiums by absolute delta.Open Text Corporation Common Shares$0.25$0.89$1.54$2.18$2.82$21.95$23.49$25.03$26.57$28.1120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive OTEX spot · $24.96OTEX PRICE$0.42$0.46$0.51$0.55$0.59$0.32$0.38$0.45$0.52$0.58$0.65$0.76$1.08$1.39$1.70$2.01$2.33$2.64
PutsCheap0.91×
Calls——
Skew——
Implied moveBearish±$1.36
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ22.7571.8%10.1%
25Δ23.1367.1%8.8%
30Δ26.8264.4%9.1%23.5262.3%7.6%
35Δ26.3858.3%7.5%23.9157.6%6.3%
40Δ25.9452.2%6.0%24.3052.8%5.0%
45Δ25.5146.0%4.4%24.6948.0%3.7%
50Δ25.0739.9%2.8%25.0844.9%2.6%
55Δ25.4647.9%2.3%
60Δ25.8450.8%2.0%
65Δ26.2253.8%1.8%
70Δ26.6056.8%1.5%
75Δ26.9859.8%1.2%
80Δ27.3662.8%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.75
IV
71.8%
B/E move
10.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
23.13
IV
67.1%
B/E move
8.8%

30Δ

Calls
Pseudo strike
26.82
IV
64.4%
B/E move
9.1%
Puts
Pseudo strike
23.52
IV
62.3%
B/E move
7.6%

35Δ

Calls
Pseudo strike
26.38
IV
58.3%
B/E move
7.5%
Puts
Pseudo strike
23.91
IV
57.6%
B/E move
6.3%

40Δ

Calls
Pseudo strike
25.94
IV
52.2%
B/E move
6.0%
Puts
Pseudo strike
24.30
IV
52.8%
B/E move
5.0%

45Δ

Calls
Pseudo strike
25.51
IV
46.0%
B/E move
4.4%
Puts
Pseudo strike
24.69
IV
48.0%
B/E move
3.7%

50Δ

Calls
Pseudo strike
25.07
IV
39.9%
B/E move
2.8%
Puts
Pseudo strike
25.08
IV
44.9%
B/E move
2.6%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.46
IV
47.9%
B/E move
2.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.84
IV
50.8%
B/E move
2.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.22
IV
53.8%
B/E move
1.8%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.60
IV
56.8%
B/E move
1.5%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.98
IV
59.8%
B/E move
1.2%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.36
IV
62.8%
B/E move
0.9%

Options history

IV · four-Friday blend47.45%
Daily EOD
OTEX41.1%44.5%47.9%2026-10-19: 44.89%2026-10-20: 43.69%2026-10-21: 42.01%2026-10-22: 47.25%2026-10-23: 46.75%2026-10-26: 42.10%2026-10-27: 41.90%2026-10-28: 41.60%2026-10-29: 43.08%2026-10-30: 47.45%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
44.89%
43.69%
42.01%
47.25%
46.75%
42.10%
41.90%
41.60%
43.08%
47.45%