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OmniAb, Inc. Common Stock OABI

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Market dataready · fetched 2026-11-06T21:38:40.974Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-06T21:27:33.224803766Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T21:38:39.855716+00:00

Share price$5.04
1D+4.4%
AH$4.80$4.90$5.01$5.11$5.215:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOABI
Sold putSold callAH

OmniAb, Inc. Common Stock options

Live interpolated OABI call and put midpoint premiums by absolute delta.OmniAb, Inc. Common Stock$0.60$1.08$1.56$2.04$2.52$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEOABI PRICE$1.14$1.36$1.58$1.80$0.65$0.65$0.65$0.65$0.65$0.80$1.03$1.25$1.48$1.70$1.93$2.15$2.38
PutsExpensive1.10×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.19281.1%49.6%
25Δ3.61239.5%41.3%
30Δ4.03198.0%33.0%
35Δ4.45156.4%24.7%
40Δ4.86114.9%16.4%
45Δ5.20101.3%12.8%
50Δ5.50101.1%11.4%
55Δ5.79101.0%10.0%
60Δ6.09100.8%8.6%
65Δ4.67130.3%15.3%6.38100.6%7.1%
70Δ4.34128.1%13.1%6.68100.5%5.7%
75Δ4.01125.9%10.8%6.98100.3%4.3%
80Δ3.68123.7%8.6%7.27100.1%2.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.19
IV
281.1%
B/E move
49.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.61
IV
239.5%
B/E move
41.3%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.03
IV
198.0%
B/E move
33.0%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.45
IV
156.4%
B/E move
24.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.86
IV
114.9%
B/E move
16.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.20
IV
101.3%
B/E move
12.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.50
IV
101.1%
B/E move
11.4%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.79
IV
101.0%
B/E move
10.0%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.09
IV
100.8%
B/E move
8.6%

65Δ

Calls
Pseudo strike
4.67
IV
130.3%
B/E move
15.3%
Puts
Pseudo strike
6.38
IV
100.6%
B/E move
7.1%

70Δ

Calls
Pseudo strike
4.34
IV
128.1%
B/E move
13.1%
Puts
Pseudo strike
6.68
IV
100.5%
B/E move
5.7%

75Δ

Calls
Pseudo strike
4.01
IV
125.9%
B/E move
10.8%
Puts
Pseudo strike
6.98
IV
100.3%
B/E move
4.3%

80Δ

Calls
Pseudo strike
3.68
IV
123.7%
B/E move
8.6%
Puts
Pseudo strike
7.27
IV
100.1%
B/E move
2.9%

Options history

IV · four-Friday blend113.58%
Daily EOD
OABI105.1%113.3%121.5%2026-10-20: 106.21%2026-10-22: 120.35%2026-10-27: 113.58%Oct 20Oct 22Oct 27
3 observations2026-10-20 — 2026-10-27
Table
DateIV (%)
106.21%
120.35%
113.58%