IntraAlpha
Create free account Start free

OFG BANCORP OFG

FINANCIAL SERVICES · BANKS - REGIONAL
i

Market dataready · fetched 2026-11-04T04:02:20.112Z

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 · 2026-11-04T00:00:00.001516851Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-04T04:02:18.381263+00:00

Share price$51.21
1D+0.0%
AH$49.86$50.33$50.81$51.28$51.755:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOFG
Sold putSold callAH

OFG BANCORP options

Live interpolated OFG call and put midpoint premiums by absolute delta.OFG BANCORP$0.30$1.77$3.23$4.70$6.16$46.93$49.51$52.08$54.66$57.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ P unavailable: no unambiguous, price-consistent delta bracketP —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —30Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive OFG spot · $51.21OFG PRICE$0.46$0.75$1.05$1.34$1.64$1.93$2.23$2.52$2.81$3.44$4.21$4.97$5.74$0.84$1.18$1.51$1.85$2.18$2.52$2.85$3.19$3.52$3.86
Puts——
CallsExpensive1.60×
Skew——
Implied moveBullish±$4.07
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.8335.1%8.0%
25Δ54.2537.0%7.4%
30Δ53.6738.8%6.8%
35Δ53.0840.6%6.3%50.3926.0%3.2%
40Δ52.5042.5%5.7%50.8826.8%3.0%
45Δ51.9244.3%5.2%51.3627.5%2.7%
50Δ51.3446.1%4.6%51.8528.3%2.4%
55Δ50.7547.9%4.0%52.3329.1%2.1%
60Δ50.1749.8%3.5%52.8229.8%1.8%
65Δ49.3051.4%3.0%53.3030.6%1.5%
70Δ48.3052.9%2.5%53.7931.3%1.2%
75Δ47.3154.5%2.1%54.2732.1%0.9%
80Δ46.3156.0%1.6%54.7632.8%0.6%

20Δ

Calls
Pseudo strike
54.83
IV
35.1%
B/E move
8.0%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
54.25
IV
37.0%
B/E move
7.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
53.67
IV
38.8%
B/E move
6.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
53.08
IV
40.6%
B/E move
6.3%
Puts
Pseudo strike
50.39
IV
26.0%
B/E move
3.2%

40Δ

Calls
Pseudo strike
52.50
IV
42.5%
B/E move
5.7%
Puts
Pseudo strike
50.88
IV
26.8%
B/E move
3.0%

45Δ

Calls
Pseudo strike
51.92
IV
44.3%
B/E move
5.2%
Puts
Pseudo strike
51.36
IV
27.5%
B/E move
2.7%

50Δ

Calls
Pseudo strike
51.34
IV
46.1%
B/E move
4.6%
Puts
Pseudo strike
51.85
IV
28.3%
B/E move
2.4%

55Δ

Calls
Pseudo strike
50.75
IV
47.9%
B/E move
4.0%
Puts
Pseudo strike
52.33
IV
29.1%
B/E move
2.1%

60Δ

Calls
Pseudo strike
50.17
IV
49.8%
B/E move
3.5%
Puts
Pseudo strike
52.82
IV
29.8%
B/E move
1.8%

65Δ

Calls
Pseudo strike
49.30
IV
51.4%
B/E move
3.0%
Puts
Pseudo strike
53.30
IV
30.6%
B/E move
1.5%

70Δ

Calls
Pseudo strike
48.30
IV
52.9%
B/E move
2.5%
Puts
Pseudo strike
53.79
IV
31.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
47.31
IV
54.5%
B/E move
2.1%
Puts
Pseudo strike
54.27
IV
32.1%
B/E move
0.9%

80Δ

Calls
Pseudo strike
46.31
IV
56.0%
B/E move
1.6%
Puts
Pseudo strike
54.76
IV
32.8%
B/E move
0.6%

Options history

IV · four-Friday blend32.56%
Daily EOD
OFG27.3%31.1%34.8%2026-10-19: 31.25%2026-10-20: 34.31%2026-10-22: 27.81%2026-10-26: 32.25%2026-10-27: 32.56%Oct 19Oct 22Oct 27
5 observations2026-10-19 — 2026-10-27
Table
DateIV (%)
31.25%
34.31%
27.81%
32.25%
32.56%