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Open Text Corporation Common Shares OTEX

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Market datapartial · fetched 2026-10-22T16:16:52.524Z

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 · 2026-10-22T16:16:48.989534001Z

FundamentalsAlpha Vantage · unavailable

Share price$27.57
1D+3.2%
$26.63$26.89$27.14$27.40$27.665:30 AM6:30 AM9:00 AM1:00 PMOTEX
Sold putSold call

Open Text Corporation Common Shares options

Live interpolated OTEX call and put midpoint premiums by absolute delta.Open Text Corporation Common Shares$0.34$1.98$3.63$5.27$6.91$20.46$23.53$26.60$29.68$32.7520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OTEX spot · $27.57OTEX PRICE$0.55$0.98$0.72$0.85$1.02$1.19$1.36$1.53$1.76$1.98$2.21$2.43$2.65$0.52$0.69$0.90$1.11$1.32$1.53$2.18$2.89$3.60$4.31$5.02$5.73$6.44
PutsExpensive1.54×
CallsExpensive1.12×
SkewBearish+4.87 pp
Implied moveBearish±$3.53
TiltBearish30.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ33.1867.4%22.4%24.4555.1%13.2%
25Δ35.63102.0%32.8%25.2353.6%11.0%
30Δ30.4854.3%13.2%25.7853.4%9.7%
35Δ29.5249.1%10.2%26.3353.1%8.5%
40Δ29.0048.3%8.9%26.8852.9%7.2%
45Δ28.4747.5%7.6%27.4452.6%6.0%
50Δ27.9546.7%6.3%28.2853.9%5.3%
55Δ27.4445.8%5.1%29.1655.5%4.7%
60Δ27.0344.3%4.4%30.0457.0%4.1%
65Δ26.6242.7%3.8%30.9258.5%3.5%
70Δ26.2241.1%3.1%31.8060.0%2.8%
75Δ25.8139.6%2.4%32.6861.5%2.2%
80Δ25.4038.0%1.8%33.5663.1%1.6%

20Δ

Calls
Pseudo strike
33.18
IV
67.4%
B/E move
22.4%
Puts
Pseudo strike
24.45
IV
55.1%
B/E move
13.2%

25Δ

Calls
Pseudo strike
35.63
IV
102.0%
B/E move
32.8%
Puts
Pseudo strike
25.23
IV
53.6%
B/E move
11.0%

30Δ

Calls
Pseudo strike
30.48
IV
54.3%
B/E move
13.2%
Puts
Pseudo strike
25.78
IV
53.4%
B/E move
9.7%

35Δ

Calls
Pseudo strike
29.52
IV
49.1%
B/E move
10.2%
Puts
Pseudo strike
26.33
IV
53.1%
B/E move
8.5%

40Δ

Calls
Pseudo strike
29.00
IV
48.3%
B/E move
8.9%
Puts
Pseudo strike
26.88
IV
52.9%
B/E move
7.2%

45Δ

Calls
Pseudo strike
28.47
IV
47.5%
B/E move
7.6%
Puts
Pseudo strike
27.44
IV
52.6%
B/E move
6.0%

50Δ

Calls
Pseudo strike
27.95
IV
46.7%
B/E move
6.3%
Puts
Pseudo strike
28.28
IV
53.9%
B/E move
5.3%

55Δ

Calls
Pseudo strike
27.44
IV
45.8%
B/E move
5.1%
Puts
Pseudo strike
29.16
IV
55.5%
B/E move
4.7%

60Δ

Calls
Pseudo strike
27.03
IV
44.3%
B/E move
4.4%
Puts
Pseudo strike
30.04
IV
57.0%
B/E move
4.1%

65Δ

Calls
Pseudo strike
26.62
IV
42.7%
B/E move
3.8%
Puts
Pseudo strike
30.92
IV
58.5%
B/E move
3.5%

70Δ

Calls
Pseudo strike
26.22
IV
41.1%
B/E move
3.1%
Puts
Pseudo strike
31.80
IV
60.0%
B/E move
2.8%

75Δ

Calls
Pseudo strike
25.81
IV
39.6%
B/E move
2.4%
Puts
Pseudo strike
32.68
IV
61.5%
B/E move
2.2%

80Δ

Calls
Pseudo strike
25.40
IV
38.0%
B/E move
1.8%
Puts
Pseudo strike
33.56
IV
63.1%
B/E move
1.6%

Options history

No recorded observations