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OUTFRONT Media Inc. OUT

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Market datapartial · fetched 2026-10-22T19:59:04.175Z

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 · 2026-10-22T19:59:04.01113217Z

FundamentalsAlpha Vantage · unavailable

Share price$31.43
1D+1.0%
$31.10$31.21$31.31$31.41$31.525:30 AM6:30 AM9:00 AM1:00 PMOUT
Sold putSold call

OUTFRONT Media Inc. options

Live interpolated OUT call and put midpoint premiums by absolute delta.OUTFRONT Media Inc.$0.27$1.49$2.72$3.95$5.18$25.45$28.24$31.04$33.83$36.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive OUT spot · $31.43OUT PRICE$0.40$0.96$1.10$1.19$1.31$0.95$1.23$1.56$1.83$2.04$2.24$2.33$2.43$1.08$1.14$1.19$1.17$1.61$1.84$1.81$1.97$2.29$2.65$3.04$3.83$4.83
PutsExpensive2.64×
CallsExpensive1.66×
SkewBearish+8.76 pp
Implied moveBearish±$3.05
TiltBearish18.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ34.7239.1%11.8%26.0895.2%20.4%
25Δ37.4278.2%22.1%27.8777.3%14.9%
30Δ35.8772.6%17.6%29.1464.4%11.1%
35Δ34.4163.2%13.3%30.2050.4%7.6%
40Δ33.3357.1%10.3%30.7256.6%7.4%
45Δ32.0633.7%5.1%31.2456.1%6.5%
50Δ31.6235.9%4.6%31.7547.7%4.7%
55Δ31.2339.8%4.3%32.2643.6%3.6%
60Δ30.8241.5%3.9%32.7843.7%3.0%
65Δ30.3940.0%3.2%33.3243.7%2.4%
70Δ29.9738.2%2.5%33.8843.5%1.9%
75Δ29.7334.6%2.0%34.7946.9%1.5%
80Δ29.4831.1%1.5%35.9049.6%1.1%

20Δ

Calls
Pseudo strike
34.72
IV
39.1%
B/E move
11.8%
Puts
Pseudo strike
26.08
IV
95.2%
B/E move
20.4%

25Δ

Calls
Pseudo strike
37.42
IV
78.2%
B/E move
22.1%
Puts
Pseudo strike
27.87
IV
77.3%
B/E move
14.9%

30Δ

Calls
Pseudo strike
35.87
IV
72.6%
B/E move
17.6%
Puts
Pseudo strike
29.14
IV
64.4%
B/E move
11.1%

35Δ

Calls
Pseudo strike
34.41
IV
63.2%
B/E move
13.3%
Puts
Pseudo strike
30.20
IV
50.4%
B/E move
7.6%

40Δ

Calls
Pseudo strike
33.33
IV
57.1%
B/E move
10.3%
Puts
Pseudo strike
30.72
IV
56.6%
B/E move
7.4%

45Δ

Calls
Pseudo strike
32.06
IV
33.7%
B/E move
5.1%
Puts
Pseudo strike
31.24
IV
56.1%
B/E move
6.5%

50Δ

Calls
Pseudo strike
31.62
IV
35.9%
B/E move
4.6%
Puts
Pseudo strike
31.75
IV
47.7%
B/E move
4.7%

55Δ

Calls
Pseudo strike
31.23
IV
39.8%
B/E move
4.3%
Puts
Pseudo strike
32.26
IV
43.6%
B/E move
3.6%

60Δ

Calls
Pseudo strike
30.82
IV
41.5%
B/E move
3.9%
Puts
Pseudo strike
32.78
IV
43.7%
B/E move
3.0%

65Δ

Calls
Pseudo strike
30.39
IV
40.0%
B/E move
3.2%
Puts
Pseudo strike
33.32
IV
43.7%
B/E move
2.4%

70Δ

Calls
Pseudo strike
29.97
IV
38.2%
B/E move
2.5%
Puts
Pseudo strike
33.88
IV
43.5%
B/E move
1.9%

75Δ

Calls
Pseudo strike
29.73
IV
34.6%
B/E move
2.0%
Puts
Pseudo strike
34.79
IV
46.9%
B/E move
1.5%

80Δ

Calls
Pseudo strike
29.48
IV
31.1%
B/E move
1.5%
Puts
Pseudo strike
35.90
IV
49.6%
B/E move
1.1%

Options history

No recorded observations