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Otter Tail Corporation Common Stock OTTR

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Market datapartial · fetched 2026-10-22T21:06:33.021Z

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 · 2026-10-22T20:00:06.704721808Z

FundamentalsAlpha Vantage · unavailable

Share price$90.78
1D+0.6%
AH$89.84$90.11$90.38$90.64$90.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOTTR
Sold putSold callAH

Otter Tail Corporation Common Stock options

Live interpolated OTTR call and put midpoint premiums by absolute delta.Otter Tail Corporation Common Stock$0.85$3.79$6.74$9.68$12.63$77.87$83.71$89.55$95.39$101.2320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OTTR spot · $90.78OTTR PRICE$1.95$1.98$1.17$1.51$1.85$2.19$2.53$2.87$3.40$4.25$5.10$5.95$6.80$2.12$2.26$2.39$2.51$2.63$2.99$3.72$4.45$5.17$5.90$7.48$9.05$11.78
PutsExpensive2.21×
CallsExpensive1.54×
SkewBearish+9.64 pp
Implied moveBearish±$6.25
TiltBearish20.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.5475.4%25.0%76.5376.1%18.0%
25Δ103.6057.7%16.3%81.6559.5%12.5%
30Δ94.6624.0%5.6%85.5946.6%8.4%
35Δ93.8324.2%5.0%87.2940.8%6.6%
40Δ93.0024.3%4.5%88.9835.0%4.9%
45Δ92.1724.4%3.9%90.4631.8%3.7%
50Δ91.3424.5%3.4%91.5932.5%3.2%
55Δ90.5124.7%2.9%92.7333.2%2.8%
60Δ89.5725.2%2.4%93.8633.9%2.3%
65Δ88.4626.3%2.1%95.0034.6%1.9%
70Δ87.3527.4%1.8%96.8836.5%1.5%
75Δ86.2428.6%1.6%98.7638.4%1.2%
80Δ85.1229.7%1.3%101.7342.9%0.9%

20Δ

Calls
Pseudo strike
111.54
IV
75.4%
B/E move
25.0%
Puts
Pseudo strike
76.53
IV
76.1%
B/E move
18.0%

25Δ

Calls
Pseudo strike
103.60
IV
57.7%
B/E move
16.3%
Puts
Pseudo strike
81.65
IV
59.5%
B/E move
12.5%

30Δ

Calls
Pseudo strike
94.66
IV
24.0%
B/E move
5.6%
Puts
Pseudo strike
85.59
IV
46.6%
B/E move
8.4%

35Δ

Calls
Pseudo strike
93.83
IV
24.2%
B/E move
5.0%
Puts
Pseudo strike
87.29
IV
40.8%
B/E move
6.6%

40Δ

Calls
Pseudo strike
93.00
IV
24.3%
B/E move
4.5%
Puts
Pseudo strike
88.98
IV
35.0%
B/E move
4.9%

45Δ

Calls
Pseudo strike
92.17
IV
24.4%
B/E move
3.9%
Puts
Pseudo strike
90.46
IV
31.8%
B/E move
3.7%

50Δ

Calls
Pseudo strike
91.34
IV
24.5%
B/E move
3.4%
Puts
Pseudo strike
91.59
IV
32.5%
B/E move
3.2%

55Δ

Calls
Pseudo strike
90.51
IV
24.7%
B/E move
2.9%
Puts
Pseudo strike
92.73
IV
33.2%
B/E move
2.8%

60Δ

Calls
Pseudo strike
89.57
IV
25.2%
B/E move
2.4%
Puts
Pseudo strike
93.86
IV
33.9%
B/E move
2.3%

65Δ

Calls
Pseudo strike
88.46
IV
26.3%
B/E move
2.1%
Puts
Pseudo strike
95.00
IV
34.6%
B/E move
1.9%

70Δ

Calls
Pseudo strike
87.35
IV
27.4%
B/E move
1.8%
Puts
Pseudo strike
96.88
IV
36.5%
B/E move
1.5%

75Δ

Calls
Pseudo strike
86.24
IV
28.6%
B/E move
1.6%
Puts
Pseudo strike
98.76
IV
38.4%
B/E move
1.2%

80Δ

Calls
Pseudo strike
85.12
IV
29.7%
B/E move
1.3%
Puts
Pseudo strike
101.73
IV
42.9%
B/E move
0.9%

Options history

No recorded observations