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Onterris, Inc. ONT

INDUSTRIALS · WASTE MANAGEMENT
i

Market dataready · fetched 2026-11-06T21:25:05.034Z

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 · 2026-11-06T21:10:00.003367844Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-06T21:18:34.448511+00:00

Share price$21.92
1D+10.4%
AH$19.36$20.13$20.90$21.66$22.435:30 AM6:30 AM9:00 AM1:00 PM2:00 PMONT
Sold putSold callAH

Onterris, Inc. options

Live interpolated ONT call and put midpoint premiums by absolute delta.Onterris, Inc.$0.14$2.02$3.91$5.79$7.68$12.43$16.65$20.88$25.10$29.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive ONT spot · $21.92ONT PRICE$0.34$0.43$0.51$0.59$0.70$0.83$0.95$1.08$1.21$1.33$1.46$1.59$0.76$0.99$1.23$1.48$1.74$1.99$2.25$2.53$2.81$3.09$3.37$4.15$7.14
PutsExpensive1.72×
Calls——
Skew——
Implied moveBearish±$3.08
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.93105.9%17.1%
25Δ23.9151.9%10.6%19.41116.5%16.0%
30Δ23.4951.4%9.1%19.90127.1%14.8%
35Δ23.0850.9%7.6%20.52126.0%13.1%
40Δ22.6750.4%6.1%21.18121.8%11.3%
45Δ22.3649.0%5.2%21.84117.7%9.4%
50Δ22.1347.0%4.7%22.50113.5%7.6%
55Δ21.8945.0%4.2%23.02108.7%6.5%
60Δ21.6643.0%3.7%23.54103.9%5.4%
65Δ21.4241.1%3.2%24.0699.1%4.3%
70Δ21.1939.1%2.7%24.5894.3%3.3%
75Δ20.9537.1%2.2%25.5794.6%2.3%
80Δ20.7235.1%1.8%28.64116.9%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.93
IV
105.9%
B/E move
17.1%

25Δ

Calls
Pseudo strike
23.91
IV
51.9%
B/E move
10.6%
Puts
Pseudo strike
19.41
IV
116.5%
B/E move
16.0%

30Δ

Calls
Pseudo strike
23.49
IV
51.4%
B/E move
9.1%
Puts
Pseudo strike
19.90
IV
127.1%
B/E move
14.8%

35Δ

Calls
Pseudo strike
23.08
IV
50.9%
B/E move
7.6%
Puts
Pseudo strike
20.52
IV
126.0%
B/E move
13.1%

40Δ

Calls
Pseudo strike
22.67
IV
50.4%
B/E move
6.1%
Puts
Pseudo strike
21.18
IV
121.8%
B/E move
11.3%

45Δ

Calls
Pseudo strike
22.36
IV
49.0%
B/E move
5.2%
Puts
Pseudo strike
21.84
IV
117.7%
B/E move
9.4%

50Δ

Calls
Pseudo strike
22.13
IV
47.0%
B/E move
4.7%
Puts
Pseudo strike
22.50
IV
113.5%
B/E move
7.6%

55Δ

Calls
Pseudo strike
21.89
IV
45.0%
B/E move
4.2%
Puts
Pseudo strike
23.02
IV
108.7%
B/E move
6.5%

60Δ

Calls
Pseudo strike
21.66
IV
43.0%
B/E move
3.7%
Puts
Pseudo strike
23.54
IV
103.9%
B/E move
5.4%

65Δ

Calls
Pseudo strike
21.42
IV
41.1%
B/E move
3.2%
Puts
Pseudo strike
24.06
IV
99.1%
B/E move
4.3%

70Δ

Calls
Pseudo strike
21.19
IV
39.1%
B/E move
2.7%
Puts
Pseudo strike
24.58
IV
94.3%
B/E move
3.3%

75Δ

Calls
Pseudo strike
20.95
IV
37.1%
B/E move
2.2%
Puts
Pseudo strike
25.57
IV
94.6%
B/E move
2.3%

80Δ

Calls
Pseudo strike
20.72
IV
35.1%
B/E move
1.8%
Puts
Pseudo strike
28.64
IV
116.9%
B/E move
1.9%

Options history

IV · four-Friday blend101.73%
Daily EOD
ONT89.7%96.3%102.9%2026-10-19: 96.79%2026-10-20: 102.00%2026-10-21: 96.76%2026-10-22: 90.79%2026-10-23: 90.57%2026-10-26: 91.32%2026-10-27: 101.80%2026-10-28: 101.15%2026-10-29: 99.11%2026-10-30: 101.73%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
96.79%
102.00%
96.76%
90.79%
90.57%
91.32%
101.80%
101.15%
99.11%
101.73%