IntraAlpha
Create free account Start free

Octave Specialty Group, Inc. OSG

FINANCIAL SERVICES · INSURANCE - SPECIALTY
i

Market dataready · fetched 2026-11-06T21:13:56.540Z

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 · 2026-11-06T21:10:00.00443846Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T21:12:43.900030+00:00

Share price$4.99
1D-2.2%
AH$4.94$5.01$5.08$5.16$5.235:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOSG
Sold putSold callAH

Octave Specialty Group, Inc. options

Live interpolated OSG call and put midpoint premiums by absolute delta.Octave Specialty Group, Inc.$0.11$0.98$1.86$2.74$3.61$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICEOSG PRICE$0.53$0.53$0.54$0.47$0.63$0.80$0.96$1.12$1.35$0.20$0.30$0.41$0.51$0.61$0.70$0.79$0.87$0.95$1.03$1.12$1.45$3.36
PutsExpensive3.29×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ4.14138.5%21.1%
25Δ4.33146.1%19.4%
30Δ10.41405.5%119.1%4.51153.7%17.7%
35Δ7.60307.6%62.7%4.69161.3%16.1%
40Δ6.45252.1%40.1%4.88168.9%14.4%
45Δ5.06171.0%12.8%
50Δ5.22162.8%11.1%
55Δ4.98117.5%9.1%5.39154.7%9.4%
60Δ4.77130.9%8.3%5.55146.5%7.8%
65Δ4.57144.2%7.5%5.72138.3%6.1%
70Δ4.36157.6%6.7%5.88130.2%4.5%
75Δ4.16170.9%5.9%6.28139.0%3.3%
80Δ3.89190.9%5.1%8.15232.4%3.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.14
IV
138.5%
B/E move
21.1%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.33
IV
146.1%
B/E move
19.4%

30Δ

Calls
Pseudo strike
10.41
IV
405.5%
B/E move
119.1%
Puts
Pseudo strike
4.51
IV
153.7%
B/E move
17.7%

35Δ

Calls
Pseudo strike
7.60
IV
307.6%
B/E move
62.7%
Puts
Pseudo strike
4.69
IV
161.3%
B/E move
16.1%

40Δ

Calls
Pseudo strike
6.45
IV
252.1%
B/E move
40.1%
Puts
Pseudo strike
4.88
IV
168.9%
B/E move
14.4%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.06
IV
171.0%
B/E move
12.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.22
IV
162.8%
B/E move
11.1%

55Δ

Calls
Pseudo strike
4.98
IV
117.5%
B/E move
9.1%
Puts
Pseudo strike
5.39
IV
154.7%
B/E move
9.4%

60Δ

Calls
Pseudo strike
4.77
IV
130.9%
B/E move
8.3%
Puts
Pseudo strike
5.55
IV
146.5%
B/E move
7.8%

65Δ

Calls
Pseudo strike
4.57
IV
144.2%
B/E move
7.5%
Puts
Pseudo strike
5.72
IV
138.3%
B/E move
6.1%

70Δ

Calls
Pseudo strike
4.36
IV
157.6%
B/E move
6.7%
Puts
Pseudo strike
5.88
IV
130.2%
B/E move
4.5%

75Δ

Calls
Pseudo strike
4.16
IV
170.9%
B/E move
5.9%
Puts
Pseudo strike
6.28
IV
139.0%
B/E move
3.3%

80Δ

Calls
Pseudo strike
3.89
IV
190.9%
B/E move
5.1%
Puts
Pseudo strike
8.15
IV
232.4%
B/E move
3.9%

Options history

IV · four-Friday blend81.31%
Daily EOD
OSG74.6%81.7%88.8%2026-10-19: 77.63%2026-10-20: 76.02%2026-10-21: 80.01%2026-10-22: 85.95%2026-10-23: 75.59%2026-10-26: 87.83%2026-10-27: 80.79%2026-10-28: 82.37%2026-10-29: 81.71%2026-10-30: 81.31%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
77.63%
76.02%
80.01%
85.95%
75.59%
87.83%
80.79%
82.37%
81.71%
81.31%