IntraAlpha
Create free account Start free

OraSure Technologies, Inc. Common Stock OSUR

i

Market dataready · fetched 2026-11-07T08:06:23.733Z

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 · 2026-11-06T21:00:04.091721139Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-07T08:06:23.284427+00:00

Share price$3.44
1D+2.7%
AH$3.34$3.38$3.42$3.46$3.505:30 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$0.43$1.21$1.99$2.77$3.54$1.35$2.19$3.02$3.85$4.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive OSUR spot · $3.44OSUR PRICE$0.55$0.64$0.73$0.82$0.91$1.00$1.10$1.19$0.52$0.70$0.89$1.07$1.25$1.44$1.62$1.80$1.99$2.31$2.65$2.98$3.32
PutsExpensive2.14×
Calls——
Skew——
Implied moveBearish±$2.26
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.12172.7%24.2%
25Δ3.36192.5%22.8%
30Δ3.59212.3%21.4%
35Δ3.82232.1%20.0%
40Δ4.05251.9%18.6%
45Δ4.73335.6%53.7%4.29271.7%17.1%
50Δ4.42327.2%47.2%4.52291.4%15.7%
55Δ4.11318.9%40.8%4.75311.2%14.3%
60Δ3.80310.5%34.3%4.98331.0%12.9%
65Δ3.49302.2%27.9%5.37319.9%11.1%
70Δ3.17293.8%21.4%5.77306.6%9.2%
75Δ2.86285.4%15.0%6.17293.3%7.3%
80Δ2.55277.1%8.6%6.57280.0%5.5%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.12
IV
172.7%
B/E move
24.2%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.36
IV
192.5%
B/E move
22.8%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.59
IV
212.3%
B/E move
21.4%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.82
IV
232.1%
B/E move
20.0%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.05
IV
251.9%
B/E move
18.6%

45Δ

Calls
Pseudo strike
4.73
IV
335.6%
B/E move
53.7%
Puts
Pseudo strike
4.29
IV
271.7%
B/E move
17.1%

50Δ

Calls
Pseudo strike
4.42
IV
327.2%
B/E move
47.2%
Puts
Pseudo strike
4.52
IV
291.4%
B/E move
15.7%

55Δ

Calls
Pseudo strike
4.11
IV
318.9%
B/E move
40.8%
Puts
Pseudo strike
4.75
IV
311.2%
B/E move
14.3%

60Δ

Calls
Pseudo strike
3.80
IV
310.5%
B/E move
34.3%
Puts
Pseudo strike
4.98
IV
331.0%
B/E move
12.9%

65Δ

Calls
Pseudo strike
3.49
IV
302.2%
B/E move
27.9%
Puts
Pseudo strike
5.37
IV
319.9%
B/E move
11.1%

70Δ

Calls
Pseudo strike
3.17
IV
293.8%
B/E move
21.4%
Puts
Pseudo strike
5.77
IV
306.6%
B/E move
9.2%

75Δ

Calls
Pseudo strike
2.86
IV
285.4%
B/E move
15.0%
Puts
Pseudo strike
6.17
IV
293.3%
B/E move
7.3%

80Δ

Calls
Pseudo strike
2.55
IV
277.1%
B/E move
8.6%
Puts
Pseudo strike
6.57
IV
280.0%
B/E move
5.5%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations