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Oatly Group AB American Depositary Shares OTLY

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Market datapartial · fetched 2026-11-13T18:53:55.629Z

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 · 2026-11-13T18:44:25.481183511Z

FundamentalsAlpha Vantage · unavailable

Share price$7.58
1D-1.6%
$7.45$7.53$7.62$7.71$7.805:30 AM6:30 AM9:00 AM1:00 PMOTLY
Sold putSold call

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$0.58$1.06$1.53$2.01$6.30$7.12$7.94$8.77$9.5920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OTLY spot · $7.58OTLY PRICE$0.38$0.38$0.28$0.32$0.36$0.41$0.48$0.54$0.60$0.67$0.73$0.91$1.37$0.38$0.15$0.19$0.22$0.26$0.29$0.33$0.36$0.40$0.43$0.47$0.64$1.87
PutsExpensive1.48×
CallsExpensive2.69×
SkewBullish-68.54 pp
Implied moveBullish±$0.81
TiltBullish10.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.45407.3%95.6%5.95265.3%26.5%
25Δ10.80287.7%47.4%7.0191.5%9.5%
30Δ8.77156.5%19.4%7.1187.8%8.7%
35Δ8.45144.9%15.6%7.2184.2%7.8%
40Δ8.12133.3%11.9%7.3180.5%7.0%
45Δ7.90126.5%9.7%7.4176.8%6.1%
50Δ7.74122.6%8.5%7.5173.2%5.2%
55Δ7.59118.7%7.2%7.6169.5%4.4%
60Δ7.43114.8%6.0%7.7165.9%3.5%
65Δ7.27110.9%4.7%7.8162.2%2.7%
70Δ7.11107.0%3.5%7.9158.5%1.8%
75Δ6.86112.0%2.5%8.1461.4%1.1%
80Δ6.37138.6%2.1%9.37112.8%1.1%

20Δ

Calls
Pseudo strike
14.45
IV
407.3%
B/E move
95.6%
Puts
Pseudo strike
5.95
IV
265.3%
B/E move
26.5%

25Δ

Calls
Pseudo strike
10.80
IV
287.7%
B/E move
47.4%
Puts
Pseudo strike
7.01
IV
91.5%
B/E move
9.5%

30Δ

Calls
Pseudo strike
8.77
IV
156.5%
B/E move
19.4%
Puts
Pseudo strike
7.11
IV
87.8%
B/E move
8.7%

35Δ

Calls
Pseudo strike
8.45
IV
144.9%
B/E move
15.6%
Puts
Pseudo strike
7.21
IV
84.2%
B/E move
7.8%

40Δ

Calls
Pseudo strike
8.12
IV
133.3%
B/E move
11.9%
Puts
Pseudo strike
7.31
IV
80.5%
B/E move
7.0%

45Δ

Calls
Pseudo strike
7.90
IV
126.5%
B/E move
9.7%
Puts
Pseudo strike
7.41
IV
76.8%
B/E move
6.1%

50Δ

Calls
Pseudo strike
7.74
IV
122.6%
B/E move
8.5%
Puts
Pseudo strike
7.51
IV
73.2%
B/E move
5.2%

55Δ

Calls
Pseudo strike
7.59
IV
118.7%
B/E move
7.2%
Puts
Pseudo strike
7.61
IV
69.5%
B/E move
4.4%

60Δ

Calls
Pseudo strike
7.43
IV
114.8%
B/E move
6.0%
Puts
Pseudo strike
7.71
IV
65.9%
B/E move
3.5%

65Δ

Calls
Pseudo strike
7.27
IV
110.9%
B/E move
4.7%
Puts
Pseudo strike
7.81
IV
62.2%
B/E move
2.7%

70Δ

Calls
Pseudo strike
7.11
IV
107.0%
B/E move
3.5%
Puts
Pseudo strike
7.91
IV
58.5%
B/E move
1.8%

75Δ

Calls
Pseudo strike
6.86
IV
112.0%
B/E move
2.5%
Puts
Pseudo strike
8.14
IV
61.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
6.37
IV
138.6%
B/E move
2.1%
Puts
Pseudo strike
9.37
IV
112.8%
B/E move
1.1%

Options history

IV · four-Friday blend80.35%
Daily EOD
OTLY66.5%78.7%90.8%2026-10-19: 88.21%2026-10-20: 85.85%2026-10-21: 87.95%2026-10-22: 82.39%2026-10-23: 89.12%2026-10-26: 88.46%2026-10-27: 84.38%2026-10-28: 87.40%2026-10-29: 68.21%2026-10-30: 80.35%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
88.21%
85.85%
87.95%
82.39%
89.12%
88.46%
84.38%
87.40%
68.21%
80.35%