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Oatly Group AB American Depositary Shares OTLY

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Market datapartial · fetched 2026-10-22T20:47:46.812Z

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 · 2026-10-22T20:00:00.26093096Z

FundamentalsAlpha Vantage · unavailable

Share price$12.11
1D-1.1%
AH$12.04$12.17$12.30$12.43$12.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOTLY
Sold putSold callAH

Oatly Group AB American Depositary Shares options

Live interpolated OTLY call and put midpoint premiums by absolute delta.Oatly Group AB American Depositary Shares$0.10$1.83$3.57$5.30$7.03$7.70$9.98$12.26$14.54$16.8220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OTLY spot · $12.11OTLY PRICE$0.29$0.36$1.07$1.11$0.84$0.82$0.98$1.14$1.42$1.76$2.17$2.79$3.41$0.50$0.74$0.56$0.72$0.89$1.07$1.28$1.50$2.55$4.17$5.44$6.53$3.25
PutsExpensive1.98×
CallsExpensive1.90×
SkewBullish-8.72 pp
Implied moveBearish±$2.26
TiltBearish23.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.3883.8%29.4%9.88110.0%22.6%
25Δ14.6279.6%23.7%10.15127.8%22.3%
30Δ20.52221.8%78.4%11.1275.4%12.8%
35Δ16.85178.9%48.3%11.4576.9%11.4%
40Δ14.16108.4%23.8%11.7878.4%10.1%
45Δ12.8079.1%12.5%12.1179.4%8.8%
50Δ12.4680.9%11.0%12.4779.7%7.6%
55Δ12.1282.7%9.5%12.8379.9%6.4%
60Δ11.7289.2%8.5%13.81109.4%7.0%
65Δ11.3098.2%7.8%15.41140.7%7.2%
70Δ10.79107.7%7.0%16.80152.1%6.2%
75Δ10.04118.5%6.0%18.06154.2%4.8%
80Δ9.30129.4%4.9%15.1380.9%1.9%

20Δ

Calls
Pseudo strike
15.38
IV
83.8%
B/E move
29.4%
Puts
Pseudo strike
9.88
IV
110.0%
B/E move
22.6%

25Δ

Calls
Pseudo strike
14.62
IV
79.6%
B/E move
23.7%
Puts
Pseudo strike
10.15
IV
127.8%
B/E move
22.3%

30Δ

Calls
Pseudo strike
20.52
IV
221.8%
B/E move
78.4%
Puts
Pseudo strike
11.12
IV
75.4%
B/E move
12.8%

35Δ

Calls
Pseudo strike
16.85
IV
178.9%
B/E move
48.3%
Puts
Pseudo strike
11.45
IV
76.9%
B/E move
11.4%

40Δ

Calls
Pseudo strike
14.16
IV
108.4%
B/E move
23.8%
Puts
Pseudo strike
11.78
IV
78.4%
B/E move
10.1%

45Δ

Calls
Pseudo strike
12.80
IV
79.1%
B/E move
12.5%
Puts
Pseudo strike
12.11
IV
79.4%
B/E move
8.8%

50Δ

Calls
Pseudo strike
12.46
IV
80.9%
B/E move
11.0%
Puts
Pseudo strike
12.47
IV
79.7%
B/E move
7.6%

55Δ

Calls
Pseudo strike
12.12
IV
82.7%
B/E move
9.5%
Puts
Pseudo strike
12.83
IV
79.9%
B/E move
6.4%

60Δ

Calls
Pseudo strike
11.72
IV
89.2%
B/E move
8.5%
Puts
Pseudo strike
13.81
IV
109.4%
B/E move
7.0%

65Δ

Calls
Pseudo strike
11.30
IV
98.2%
B/E move
7.8%
Puts
Pseudo strike
15.41
IV
140.7%
B/E move
7.2%

70Δ

Calls
Pseudo strike
10.79
IV
107.7%
B/E move
7.0%
Puts
Pseudo strike
16.80
IV
152.1%
B/E move
6.2%

75Δ

Calls
Pseudo strike
10.04
IV
118.5%
B/E move
6.0%
Puts
Pseudo strike
18.06
IV
154.2%
B/E move
4.8%

80Δ

Calls
Pseudo strike
9.30
IV
129.4%
B/E move
4.9%
Puts
Pseudo strike
15.13
IV
80.9%
B/E move
1.9%

Options history

No recorded observations