IntraAlpha
Create free account Start free

OraSure Technologies, Inc. Common Stock OSUR

HEALTHCARE · MEDICAL INSTRUMENTS & SUPPLIES
i

Market dataready · fetched 2026-11-04T07:37:25.301Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-03T21:00:00.731321811Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-04T07:37:24.270257+00:00

Share price$3.53
1D-0.3%
AH$3.52$3.55$3.59$3.62$3.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMOSUR
Sold putSold callAH

OraSure Technologies, Inc. Common Stock options

Live interpolated OSUR call and put midpoint premiums by absolute delta.OraSure Technologies, Inc. Common Stock$0.22$0.53$0.84$1.14$1.45$2.14$2.83$3.52$4.22$4.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive OSUR spot · $3.53OSUR PRICE$0.44$0.53$0.62$0.71$0.80$0.89$0.98$1.07$1.16$0.25$0.34$0.44$0.53$0.62$0.72$0.81$0.90$0.99$1.09$1.18$1.27$1.36
PutsCheap0.89×
Calls——
Skew——
Implied moveBearish±$1.42
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.8583.5%26.4%
25Δ3.0183.1%24.5%
30Δ3.1782.6%22.6%
35Δ3.3382.2%20.7%
40Δ4.43123.2%37.7%3.4981.7%18.8%
45Δ4.21124.7%34.0%3.6581.3%16.9%
50Δ3.98126.1%30.3%3.8180.8%15.0%
55Δ3.76127.6%26.6%3.9780.4%13.1%
60Δ3.54129.0%22.9%4.1379.9%11.2%
65Δ3.32130.5%19.3%4.2979.5%9.3%
70Δ3.10131.9%15.6%4.4579.0%7.4%
75Δ2.88133.4%11.9%4.6178.6%5.5%
80Δ2.66134.8%8.2%4.7778.1%3.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.85
IV
83.5%
B/E move
26.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.01
IV
83.1%
B/E move
24.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.17
IV
82.6%
B/E move
22.6%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.33
IV
82.2%
B/E move
20.7%

40Δ

Calls
Pseudo strike
4.43
IV
123.2%
B/E move
37.7%
Puts
Pseudo strike
3.49
IV
81.7%
B/E move
18.8%

45Δ

Calls
Pseudo strike
4.21
IV
124.7%
B/E move
34.0%
Puts
Pseudo strike
3.65
IV
81.3%
B/E move
16.9%

50Δ

Calls
Pseudo strike
3.98
IV
126.1%
B/E move
30.3%
Puts
Pseudo strike
3.81
IV
80.8%
B/E move
15.0%

55Δ

Calls
Pseudo strike
3.76
IV
127.6%
B/E move
26.6%
Puts
Pseudo strike
3.97
IV
80.4%
B/E move
13.1%

60Δ

Calls
Pseudo strike
3.54
IV
129.0%
B/E move
22.9%
Puts
Pseudo strike
4.13
IV
79.9%
B/E move
11.2%

65Δ

Calls
Pseudo strike
3.32
IV
130.5%
B/E move
19.3%
Puts
Pseudo strike
4.29
IV
79.5%
B/E move
9.3%

70Δ

Calls
Pseudo strike
3.10
IV
131.9%
B/E move
15.6%
Puts
Pseudo strike
4.45
IV
79.0%
B/E move
7.4%

75Δ

Calls
Pseudo strike
2.88
IV
133.4%
B/E move
11.9%
Puts
Pseudo strike
4.61
IV
78.6%
B/E move
5.5%

80Δ

Calls
Pseudo strike
2.66
IV
134.8%
B/E move
8.2%
Puts
Pseudo strike
4.77
IV
78.1%
B/E move
3.6%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations