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Oatly Group AB ADR OTLY

CONSUMER DEFENSIVE · PACKAGED FOODS
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Market dataready · fetched 2026-10-24T15:19:40.066Z

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 · 2026-10-23T20:00:00.382607451Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-24T15:19:39.919590+00:00

Share price$12.09
1D-1.7%
AH$11.87$11.98$12.10$12.22$12.335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOTLY
Sold putSold callAH

Oatly Group AB ADR options

Live interpolated OTLY call and put midpoint premiums by absolute delta.Oatly Group AB ADR$0.37$1.34$2.30$3.26$4.22$6.96$9.64$12.33$15.02$17.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OTLY spot · $12.09OTLY PRICE$0.48$0.79$0.98$0.88$1.07$1.27$1.47$1.61$1.79$2.00$2.21$2.40$2.64$1.14$1.17$1.18$1.15$1.09$1.22$1.81$2.18$2.37$2.56$3.19$3.82$3.95
PutsExpensive2.33×
CallsExpensive2.29×
SkewBullish-14.63 pp
Implied moveBearish±$3.28
TiltBearish15.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.94139.5%52.4%8.73223.9%37.2%
25Δ20.34199.9%74.7%9.80181.8%28.6%
30Δ19.16203.0%66.6%10.60150.1%22.0%
35Δ15.00136.1%31.3%11.22123.9%16.7%
40Δ14.34137.1%27.5%11.67101.5%12.5%
45Δ13.68138.1%23.7%12.1690.7%9.5%
50Δ13.03139.1%19.9%12.74109.9%9.6%
55Δ12.38131.1%15.8%13.22114.6%8.7%
60Δ11.79124.9%12.3%13.61107.9%7.0%
65Δ11.28122.0%9.9%14.01101.3%5.3%
70Δ10.81117.2%7.7%14.75104.2%4.4%
75Δ10.38110.3%5.7%15.50107.2%3.4%
80Δ9.92105.1%3.9%15.7895.9%2.1%

20Δ

Calls
Pseudo strike
17.94
IV
139.5%
B/E move
52.4%
Puts
Pseudo strike
8.73
IV
223.9%
B/E move
37.2%

25Δ

Calls
Pseudo strike
20.34
IV
199.9%
B/E move
74.7%
Puts
Pseudo strike
9.80
IV
181.8%
B/E move
28.6%

30Δ

Calls
Pseudo strike
19.16
IV
203.0%
B/E move
66.6%
Puts
Pseudo strike
10.60
IV
150.1%
B/E move
22.0%

35Δ

Calls
Pseudo strike
15.00
IV
136.1%
B/E move
31.3%
Puts
Pseudo strike
11.22
IV
123.9%
B/E move
16.7%

40Δ

Calls
Pseudo strike
14.34
IV
137.1%
B/E move
27.5%
Puts
Pseudo strike
11.67
IV
101.5%
B/E move
12.5%

45Δ

Calls
Pseudo strike
13.68
IV
138.1%
B/E move
23.7%
Puts
Pseudo strike
12.16
IV
90.7%
B/E move
9.5%

50Δ

Calls
Pseudo strike
13.03
IV
139.1%
B/E move
19.9%
Puts
Pseudo strike
12.74
IV
109.9%
B/E move
9.6%

55Δ

Calls
Pseudo strike
12.38
IV
131.1%
B/E move
15.8%
Puts
Pseudo strike
13.22
IV
114.6%
B/E move
8.7%

60Δ

Calls
Pseudo strike
11.79
IV
124.9%
B/E move
12.3%
Puts
Pseudo strike
13.61
IV
107.9%
B/E move
7.0%

65Δ

Calls
Pseudo strike
11.28
IV
122.0%
B/E move
9.9%
Puts
Pseudo strike
14.01
IV
101.3%
B/E move
5.3%

70Δ

Calls
Pseudo strike
10.81
IV
117.2%
B/E move
7.7%
Puts
Pseudo strike
14.75
IV
104.2%
B/E move
4.4%

75Δ

Calls
Pseudo strike
10.38
IV
110.3%
B/E move
5.7%
Puts
Pseudo strike
15.50
IV
107.2%
B/E move
3.4%

80Δ

Calls
Pseudo strike
9.92
IV
105.1%
B/E move
3.9%
Puts
Pseudo strike
15.78
IV
95.9%
B/E move
2.1%

Options history

No recorded observations