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Omeros Corporation Common Stock OMER

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Market dataready · fetched 2026-11-07T07:30:57.554Z

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 · 2026-11-06T23:54:10.15487683Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-07T07:30:57.021580+00:00

Share price$17.00
1D-3.3%
AH$16.59$16.83$17.08$17.32$17.565:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOMER
Sold putSold callAH

Omeros Corporation Common Stock options

Live interpolated OMER call and put midpoint premiums by absolute delta.Omeros Corporation Common Stock$0.35$1.23$2.11$3.00$3.88$14.06$15.56$17.06$18.55$20.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive OMER spot · $17.00OMER PRICE$0.61$0.75$0.91$1.07$1.25$1.43$1.69$1.95$3.39$3.62$0.45$0.61$0.82$1.03$1.27$1.51$1.81$2.11$2.36$2.60$2.75
Puts——
Calls——
Skew——
Implied moveBearish±$3.06
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.63105.8%16.6%
25Δ15.08111.2%14.9%
30Δ19.44110.8%18.0%15.54115.4%13.4%
35Δ18.85110.0%15.3%16.01119.5%11.9%
40Δ18.36110.7%13.3%16.49120.0%10.5%
45Δ17.87110.9%11.4%16.98120.4%9.0%
50Δ17.41109.7%9.7%17.48120.7%7.8%
55Δ16.94109.0%8.1%17.98121.0%6.7%
60Δ16.49111.1%7.0%18.43116.3%5.5%
65Δ16.04113.3%5.8%18.87111.4%4.3%
70Δ19.17103.2%3.4%
75Δ14.56159.9%5.6%
80Δ14.00147.4%3.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.63
IV
105.8%
B/E move
16.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.08
IV
111.2%
B/E move
14.9%

30Δ

Calls
Pseudo strike
19.44
IV
110.8%
B/E move
18.0%
Puts
Pseudo strike
15.54
IV
115.4%
B/E move
13.4%

35Δ

Calls
Pseudo strike
18.85
IV
110.0%
B/E move
15.3%
Puts
Pseudo strike
16.01
IV
119.5%
B/E move
11.9%

40Δ

Calls
Pseudo strike
18.36
IV
110.7%
B/E move
13.3%
Puts
Pseudo strike
16.49
IV
120.0%
B/E move
10.5%

45Δ

Calls
Pseudo strike
17.87
IV
110.9%
B/E move
11.4%
Puts
Pseudo strike
16.98
IV
120.4%
B/E move
9.0%

50Δ

Calls
Pseudo strike
17.41
IV
109.7%
B/E move
9.7%
Puts
Pseudo strike
17.48
IV
120.7%
B/E move
7.8%

55Δ

Calls
Pseudo strike
16.94
IV
109.0%
B/E move
8.1%
Puts
Pseudo strike
17.98
IV
121.0%
B/E move
6.7%

60Δ

Calls
Pseudo strike
16.49
IV
111.1%
B/E move
7.0%
Puts
Pseudo strike
18.43
IV
116.3%
B/E move
5.5%

65Δ

Calls
Pseudo strike
16.04
IV
113.3%
B/E move
5.8%
Puts
Pseudo strike
18.87
IV
111.4%
B/E move
4.3%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.17
IV
103.2%
B/E move
3.4%

75Δ

Calls
Pseudo strike
14.56
IV
159.9%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
14.00
IV
147.4%
B/E move
3.7%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend72.78%
Daily EOD
OMER69.6%73.0%76.5%2026-10-19: 75.99%2026-10-20: 71.20%2026-10-21: 71.84%2026-10-22: 73.29%2026-10-23: 71.39%2026-10-26: 70.58%2026-10-27: 71.56%2026-10-28: 70.08%2026-10-29: 73.71%2026-10-30: 72.78%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
75.99%
71.20%
71.84%
73.29%
71.39%
70.58%
71.56%
70.08%
73.71%
72.78%