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Oric Pharmaceuticals, Inc. Common Stock ORIC

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Market datapartial · fetched 2026-11-03T21:53:55.252Z

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 · 2026-11-03T21:00:01.164050198Z

FundamentalsAlpha Vantage · unavailable

Share price$9.59
1D+4.5%
AH$9.11$9.34$9.56$9.78$10.005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMORIC
Sold putSold callAH

Oric Pharmaceuticals, Inc. Common Stock options

Live interpolated ORIC call and put midpoint premiums by absolute delta.Oric Pharmaceuticals, Inc. Common Stock$1.44$2.22$3.01$3.80$4.59$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEORIC PRICE$2.45$1.52$1.77$2.00$2.24$2.38$2.52$2.65$2.78$2.93$3.74$4.36
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ18.25525.4%115.9%
55Δ11.04193.7%11.1%
60Δ9.34169.6%13.3%11.37179.4%9.1%
65Δ8.92176.0%11.4%11.69165.0%7.1%
70Δ8.47174.2%9.2%12.04151.6%5.1%
75Δ8.01172.3%7.0%12.93161.9%4.1%
80Δ7.71155.7%5.2%13.66160.0%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
18.25
IV
525.4%
B/E move
115.9%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
11.04
IV
193.7%
B/E move
11.1%

60Δ

Calls
Pseudo strike
9.34
IV
169.6%
B/E move
13.3%
Puts
Pseudo strike
11.37
IV
179.4%
B/E move
9.1%

65Δ

Calls
Pseudo strike
8.92
IV
176.0%
B/E move
11.4%
Puts
Pseudo strike
11.69
IV
165.0%
B/E move
7.1%

70Δ

Calls
Pseudo strike
8.47
IV
174.2%
B/E move
9.2%
Puts
Pseudo strike
12.04
IV
151.6%
B/E move
5.1%

75Δ

Calls
Pseudo strike
8.01
IV
172.3%
B/E move
7.0%
Puts
Pseudo strike
12.93
IV
161.9%
B/E move
4.1%

80Δ

Calls
Pseudo strike
7.71
IV
155.7%
B/E move
5.2%
Puts
Pseudo strike
13.66
IV
160.0%
B/E move
3.0%

Options history

IV · four-Friday blend242.04%
Daily EOD
ORIC164.9%213.6%262.4%2026-10-19: 181.71%2026-10-20: 179.16%2026-10-21: 171.61%2026-10-22: 171.61%2026-10-23: 176.42%2026-10-26: 238.40%2026-10-27: 255.65%2026-10-28: 253.19%2026-10-29: 240.65%2026-10-30: 242.04%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
181.71%
179.16%
171.61%
171.61%
176.42%
238.40%
255.65%
253.19%
240.65%
242.04%