Owlet Inc OWLT
HEALTHCARE · MEDICAL DEVICESi
Market dataready · fetched 2026-10-22T23:51:22.227Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T23:00:00.002454029Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:51:19.566388+00:00
Share price$4.15
1D-3.4%
Sold putSold callAH
Owlet Inc options
PutsExpensive2.33×
CallsExpensive2.52×
SkewBearish+8.96 pp
Implied move——
TiltBullish5.7% CALL
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | ||||||
| 25Δ | ||||||
| 30Δ | 4.87 | 94.0% | 23.1% | |||
| 35Δ | 4.67 | 103.7% | 21.5% | |||
| 40Δ | 4.46 | 113.5% | 20.0% | |||
| 45Δ | 4.26 | 123.3% | 18.4% | |||
| 50Δ | 4.05 | 133.0% | 16.8% | |||
| 55Δ | 3.85 | 142.8% | 15.2% | |||
| 60Δ | 3.64 | 152.5% | 13.6% | |||
| 65Δ | 3.44 | 162.3% | 12.1% | 5.13 | 124.8% | 6.5% |
| 70Δ | 3.23 | 172.1% | 10.5% | 5.86 | 142.8% | 5.6% |
| 75Δ | 3.03 | 181.8% | 8.9% | 6.59 | 160.7% | 4.7% |
| 80Δ | 2.82 | 191.6% | 7.3% | 7.32 | 178.6% | 3.8% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
25Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- IV
- B/E move
30Δ
- Pseudo strike
- 4.87
- IV
- 94.0%
- B/E move
- 23.1%
- Pseudo strike
- IV
- B/E move
35Δ
- Pseudo strike
- 4.67
- IV
- 103.7%
- B/E move
- 21.5%
- Pseudo strike
- IV
- B/E move
40Δ
- Pseudo strike
- 4.46
- IV
- 113.5%
- B/E move
- 20.0%
- Pseudo strike
- IV
- B/E move
45Δ
- Pseudo strike
- 4.26
- IV
- 123.3%
- B/E move
- 18.4%
- Pseudo strike
- IV
- B/E move
50Δ
- Pseudo strike
- 4.05
- IV
- 133.0%
- B/E move
- 16.8%
- Pseudo strike
- IV
- B/E move
55Δ
- Pseudo strike
- 3.85
- IV
- 142.8%
- B/E move
- 15.2%
- Pseudo strike
- IV
- B/E move
60Δ
- Pseudo strike
- 3.64
- IV
- 152.5%
- B/E move
- 13.6%
- Pseudo strike
- IV
- B/E move
65Δ
- Pseudo strike
- 3.44
- IV
- 162.3%
- B/E move
- 12.1%
- Pseudo strike
- 5.13
- IV
- 124.8%
- B/E move
- 6.5%
70Δ
- Pseudo strike
- 3.23
- IV
- 172.1%
- B/E move
- 10.5%
- Pseudo strike
- 5.86
- IV
- 142.8%
- B/E move
- 5.6%
75Δ
- Pseudo strike
- 3.03
- IV
- 181.8%
- B/E move
- 8.9%
- Pseudo strike
- 6.59
- IV
- 160.7%
- B/E move
- 4.7%
80Δ
- Pseudo strike
- 2.82
- IV
- 191.6%
- B/E move
- 7.3%
- Pseudo strike
- 7.32
- IV
- 178.6%
- B/E move
- 3.8%
Options history
No recorded observations