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Orion Group Holdings, Inc ORN

i

Market dataready · fetched 2026-11-03T19:56:03.102Z

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 · 2026-11-03T19:53:28.831738927Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-03T19:56:02.645911+00:00

Share price$8.76
1D+2.8%
$8.50$8.58$8.65$8.73$8.815:30 AM6:30 AM9:00 AM1:00 PMORN
Sold putSold call

Orion Group Holdings, Inc options

Live interpolated ORN call and put midpoint premiums by absolute delta.Orion Group Holdings, Inc$0.29$1.04$1.79$2.55$3.30$6.53$7.67$8.81$9.94$11.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive ORN spot · $8.76ORN PRICE$0.37$0.45$0.53$0.60$0.67$0.75$0.82$0.89$0.96$1.03$1.10$1.17$0.57$0.66$0.76$0.85$0.95$1.04$1.14$1.23$1.33$1.42$3.08
Puts——
Calls——
Skew——
Implied moveBearish±$1.69
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ11.84155.1%39.4%
30Δ11.13146.9%32.2%7.74135.4%18.1%
35Δ10.42138.8%25.0%7.99129.2%16.3%
40Δ9.90131.0%20.0%8.24122.9%14.6%
45Δ9.67123.8%18.1%8.49116.7%12.8%
50Δ9.43116.6%16.2%8.74110.5%11.0%
55Δ9.19109.4%14.3%8.99104.2%9.3%
60Δ8.95102.2%12.4%9.2498.0%7.5%
65Δ8.7295.0%10.5%9.4991.7%5.7%
70Δ8.4887.8%8.6%9.7485.5%3.9%
75Δ8.2480.6%6.7%9.9979.3%2.2%
80Δ8.0073.4%4.7%11.68110.4%1.8%

20Δ

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

25Δ

Calls
Pseudo strike
11.84
IV
155.1%
B/E move
39.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
11.13
IV
146.9%
B/E move
32.2%
Puts
Pseudo strike
7.74
IV
135.4%
B/E move
18.1%

35Δ

Calls
Pseudo strike
10.42
IV
138.8%
B/E move
25.0%
Puts
Pseudo strike
7.99
IV
129.2%
B/E move
16.3%

40Δ

Calls
Pseudo strike
9.90
IV
131.0%
B/E move
20.0%
Puts
Pseudo strike
8.24
IV
122.9%
B/E move
14.6%

45Δ

Calls
Pseudo strike
9.67
IV
123.8%
B/E move
18.1%
Puts
Pseudo strike
8.49
IV
116.7%
B/E move
12.8%

50Δ

Calls
Pseudo strike
9.43
IV
116.6%
B/E move
16.2%
Puts
Pseudo strike
8.74
IV
110.5%
B/E move
11.0%

55Δ

Calls
Pseudo strike
9.19
IV
109.4%
B/E move
14.3%
Puts
Pseudo strike
8.99
IV
104.2%
B/E move
9.3%

60Δ

Calls
Pseudo strike
8.95
IV
102.2%
B/E move
12.4%
Puts
Pseudo strike
9.24
IV
98.0%
B/E move
7.5%

65Δ

Calls
Pseudo strike
8.72
IV
95.0%
B/E move
10.5%
Puts
Pseudo strike
9.49
IV
91.7%
B/E move
5.7%

70Δ

Calls
Pseudo strike
8.48
IV
87.8%
B/E move
8.6%
Puts
Pseudo strike
9.74
IV
85.5%
B/E move
3.9%

75Δ

Calls
Pseudo strike
8.24
IV
80.6%
B/E move
6.7%
Puts
Pseudo strike
9.99
IV
79.3%
B/E move
2.2%

80Δ

Calls
Pseudo strike
8.00
IV
73.4%
B/E move
4.7%
Puts
Pseudo strike
11.68
IV
110.4%
B/E move
1.8%

Options history

IV · four-Friday blend164.50%
Daily EOD
ORN68.3%119.9%171.6%2026-10-21: 87.65%2026-10-22: 90.05%2026-10-23: 89.47%2026-10-26: 81.09%2026-10-27: 75.40%2026-10-28: 164.50%Oct 21Oct 23Oct 28
6 observations2026-10-21 — 2026-10-28
Table
DateIV (%)
87.65%
90.05%
89.47%
81.09%
75.40%
164.50%