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Open Text Corporation Common Shares OTEX

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Market datapartial · fetched 2026-10-22T22:57:37.296Z

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 · 2026-10-22T20:00:02.322316753Z

FundamentalsAlpha Vantage · unavailable

Share price$27.94
1D+4.6%
AH$26.60$26.96$27.32$27.68$28.045:30 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$0.35$1.71$3.08$4.44$5.80$20.38$23.65$26.93$30.21$33.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OTEX spot · $27.94OTEX PRICE$0.56$1.00$0.76$0.78$0.94$1.09$1.25$1.40$1.66$2.28$2.90$3.52$4.08$0.50$0.73$0.97$1.21$1.45$1.74$2.09$2.43$2.77$3.21$3.88$4.55$5.41
PutsExpensive1.57×
CallsExpensive1.19×
SkewBearish+2.41 pp
Implied moveBearish±$3.33
TiltBearish16.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.8670.0%23.2%25.0551.8%12.1%
25Δ36.06102.5%32.6%25.6053.2%11.0%
30Δ31.5159.1%15.5%26.1554.6%9.9%
35Δ29.6944.1%9.1%26.7156.0%8.7%
40Δ29.2343.2%8.0%27.2657.3%7.6%
45Δ28.7842.4%6.9%27.8457.8%6.6%
50Δ28.3241.5%5.8%28.4257.6%5.7%
55Δ27.8640.7%4.7%29.0157.4%4.8%
60Δ27.3541.4%3.8%29.6057.2%4.0%
65Δ26.6547.8%3.5%30.2757.4%3.2%
70Δ25.9554.2%3.3%31.1058.5%2.6%
75Δ25.2660.6%3.0%31.9359.6%2.0%
80Δ24.5660.6%2.5%32.9661.0%1.4%

20Δ

Calls
Pseudo strike
33.86
IV
70.0%
B/E move
23.2%
Puts
Pseudo strike
25.05
IV
51.8%
B/E move
12.1%

25Δ

Calls
Pseudo strike
36.06
IV
102.5%
B/E move
32.6%
Puts
Pseudo strike
25.60
IV
53.2%
B/E move
11.0%

30Δ

Calls
Pseudo strike
31.51
IV
59.1%
B/E move
15.5%
Puts
Pseudo strike
26.15
IV
54.6%
B/E move
9.9%

35Δ

Calls
Pseudo strike
29.69
IV
44.1%
B/E move
9.1%
Puts
Pseudo strike
26.71
IV
56.0%
B/E move
8.7%

40Δ

Calls
Pseudo strike
29.23
IV
43.2%
B/E move
8.0%
Puts
Pseudo strike
27.26
IV
57.3%
B/E move
7.6%

45Δ

Calls
Pseudo strike
28.78
IV
42.4%
B/E move
6.9%
Puts
Pseudo strike
27.84
IV
57.8%
B/E move
6.6%

50Δ

Calls
Pseudo strike
28.32
IV
41.5%
B/E move
5.8%
Puts
Pseudo strike
28.42
IV
57.6%
B/E move
5.7%

55Δ

Calls
Pseudo strike
27.86
IV
40.7%
B/E move
4.7%
Puts
Pseudo strike
29.01
IV
57.4%
B/E move
4.8%

60Δ

Calls
Pseudo strike
27.35
IV
41.4%
B/E move
3.8%
Puts
Pseudo strike
29.60
IV
57.2%
B/E move
4.0%

65Δ

Calls
Pseudo strike
26.65
IV
47.8%
B/E move
3.5%
Puts
Pseudo strike
30.27
IV
57.4%
B/E move
3.2%

70Δ

Calls
Pseudo strike
25.95
IV
54.2%
B/E move
3.3%
Puts
Pseudo strike
31.10
IV
58.5%
B/E move
2.6%

75Δ

Calls
Pseudo strike
25.26
IV
60.6%
B/E move
3.0%
Puts
Pseudo strike
31.93
IV
59.6%
B/E move
2.0%

80Δ

Calls
Pseudo strike
24.56
IV
60.6%
B/E move
2.5%
Puts
Pseudo strike
32.96
IV
61.0%
B/E move
1.4%

Options history

No recorded observations