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Onterris, Inc. ONT

i

Market dataready · fetched 2026-11-08T20:16:43.115Z

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 · 2026-11-07T00:00:00.003288804Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-08T20:16:42.579822+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$2.00$3.86$5.72$7.58$12.53$16.72$20.90$25.09$29.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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$0.96$1.09$1.21$1.34$1.47$1.60$0.76$0.99$1.23$1.48$1.73$1.99$2.25$2.53$2.81$3.09$3.37$4.07$7.04
PutsExpensive1.83×
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
20Δ18.93114.3%17.1%
25Δ23.9056.1%10.6%19.41125.7%16.0%
30Δ23.4955.5%9.1%19.90137.0%14.8%
35Δ23.0855.0%7.6%20.52136.0%13.1%
40Δ22.6754.4%6.1%21.18131.5%11.3%
45Δ22.3653.0%5.2%21.84127.0%9.5%
50Δ22.1250.9%4.7%22.50122.5%7.6%
55Δ21.8848.8%4.2%23.01117.3%6.5%
60Δ21.6546.8%3.7%23.53112.1%5.5%
65Δ21.4144.7%3.2%24.05106.9%4.4%
70Δ21.1742.6%2.7%24.57101.7%3.3%
75Δ20.9340.5%2.2%25.49101.1%2.3%
80Δ20.7038.4%1.7%28.55124.8%1.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.93
IV
114.3%
B/E move
17.1%

25Δ

Calls
Pseudo strike
23.90
IV
56.1%
B/E move
10.6%
Puts
Pseudo strike
19.41
IV
125.7%
B/E move
16.0%

30Δ

Calls
Pseudo strike
23.49
IV
55.5%
B/E move
9.1%
Puts
Pseudo strike
19.90
IV
137.0%
B/E move
14.8%

35Δ

Calls
Pseudo strike
23.08
IV
55.0%
B/E move
7.6%
Puts
Pseudo strike
20.52
IV
136.0%
B/E move
13.1%

40Δ

Calls
Pseudo strike
22.67
IV
54.4%
B/E move
6.1%
Puts
Pseudo strike
21.18
IV
131.5%
B/E move
11.3%

45Δ

Calls
Pseudo strike
22.36
IV
53.0%
B/E move
5.2%
Puts
Pseudo strike
21.84
IV
127.0%
B/E move
9.5%

50Δ

Calls
Pseudo strike
22.12
IV
50.9%
B/E move
4.7%
Puts
Pseudo strike
22.50
IV
122.5%
B/E move
7.6%

55Δ

Calls
Pseudo strike
21.88
IV
48.8%
B/E move
4.2%
Puts
Pseudo strike
23.01
IV
117.3%
B/E move
6.5%

60Δ

Calls
Pseudo strike
21.65
IV
46.8%
B/E move
3.7%
Puts
Pseudo strike
23.53
IV
112.1%
B/E move
5.5%

65Δ

Calls
Pseudo strike
21.41
IV
44.7%
B/E move
3.2%
Puts
Pseudo strike
24.05
IV
106.9%
B/E move
4.4%

70Δ

Calls
Pseudo strike
21.17
IV
42.6%
B/E move
2.7%
Puts
Pseudo strike
24.57
IV
101.7%
B/E move
3.3%

75Δ

Calls
Pseudo strike
20.93
IV
40.5%
B/E move
2.2%
Puts
Pseudo strike
25.49
IV
101.1%
B/E move
2.3%

80Δ

Calls
Pseudo strike
20.70
IV
38.4%
B/E move
1.7%
Puts
Pseudo strike
28.55
IV
124.8%
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%