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Otter Tail Corporation Common Stock OTTR

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Market dataready · fetched 2026-11-12T03:12:28.703Z

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 · 2026-11-11T21:00:00.666690942Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:12:28.207555+00:00

Share price$77.82
1D-1.6%
AH$77.54$78.09$78.65$79.20$79.755:30 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$0.08$3.44$6.79$10.15$13.51$71.11$75.95$80.80$85.64$90.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive OTTR spot · $77.82OTTR PRICE$0.44$0.73$1.02$1.31$1.59$1.88$2.17$2.46$2.75$3.04$3.32$4.10$1.30$1.04$1.35$1.65$1.96$2.26$2.57$2.88$3.18$6.19$9.36$12.54
Puts——
Calls——
Skew——
Implied moveBearish±$4.15
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.9290.5%11.8%
25Δ79.9724.2%3.3%
30Δ79.5025.1%3.1%75.4541.1%4.4%
35Δ79.0226.0%2.8%76.1040.9%3.9%
40Δ78.5426.9%2.6%76.7440.7%3.5%
45Δ78.0727.8%2.4%77.3840.6%3.1%
50Δ77.5928.7%2.1%78.0340.4%2.6%
55Δ77.1129.6%1.9%78.6740.3%2.2%
60Δ76.6430.5%1.6%79.3240.1%1.8%
65Δ76.1631.4%1.4%79.9640.0%1.3%
70Δ75.6832.3%1.2%83.0852.3%1.2%
75Δ75.2133.2%0.9%86.3565.4%1.1%
80Δ74.2834.2%0.7%89.6378.5%0.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.92
IV
90.5%
B/E move
11.8%

25Δ

Calls
Pseudo strike
79.97
IV
24.2%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
79.50
IV
25.1%
B/E move
3.1%
Puts
Pseudo strike
75.45
IV
41.1%
B/E move
4.4%

35Δ

Calls
Pseudo strike
79.02
IV
26.0%
B/E move
2.8%
Puts
Pseudo strike
76.10
IV
40.9%
B/E move
3.9%

40Δ

Calls
Pseudo strike
78.54
IV
26.9%
B/E move
2.6%
Puts
Pseudo strike
76.74
IV
40.7%
B/E move
3.5%

45Δ

Calls
Pseudo strike
78.07
IV
27.8%
B/E move
2.4%
Puts
Pseudo strike
77.38
IV
40.6%
B/E move
3.1%

50Δ

Calls
Pseudo strike
77.59
IV
28.7%
B/E move
2.1%
Puts
Pseudo strike
78.03
IV
40.4%
B/E move
2.6%

55Δ

Calls
Pseudo strike
77.11
IV
29.6%
B/E move
1.9%
Puts
Pseudo strike
78.67
IV
40.3%
B/E move
2.2%

60Δ

Calls
Pseudo strike
76.64
IV
30.5%
B/E move
1.6%
Puts
Pseudo strike
79.32
IV
40.1%
B/E move
1.8%

65Δ

Calls
Pseudo strike
76.16
IV
31.4%
B/E move
1.4%
Puts
Pseudo strike
79.96
IV
40.0%
B/E move
1.3%

70Δ

Calls
Pseudo strike
75.68
IV
32.3%
B/E move
1.2%
Puts
Pseudo strike
83.08
IV
52.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
75.21
IV
33.2%
B/E move
0.9%
Puts
Pseudo strike
86.35
IV
65.4%
B/E move
1.1%

80Δ

Calls
Pseudo strike
74.28
IV
34.2%
B/E move
0.7%
Puts
Pseudo strike
89.63
IV
78.5%
B/E move
0.9%

Options history

IV · four-Friday blend25.90%
Daily EOD
OTTR23.5%25.4%27.4%2026-10-19: 23.80%2026-10-20: 24.54%2026-10-21: 24.60%2026-10-22: 24.99%2026-10-23: 25.20%2026-10-26: 26.53%2026-10-27: 27.10%2026-10-28: 26.13%2026-10-29: 26.70%2026-10-30: 25.90%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.80%
24.54%
24.60%
24.99%
25.20%
26.53%
27.10%
26.13%
26.70%
25.90%