Optionistics
Option Calculators and Stock Screeners
Symbol Lookup
HOT SHEET REGISTER FAQs CONTACT US RSS

Quote for ORN (ORION MARINE GROUP INC)

Enter Symbol: Register to see the Volatility Skew instead of the Strike Pegger
 ORN  OPTION CHAIN   STRIKE PEGGER   TRADE FINDER 

 LAST

5.85 

 ORION MARINE GROUP INC       CHANGE

-0.12 

 HIGH 6.09   LOW 5.82   DIVIDEND DATE  
 OPEN 6.02   CLOSE 5.97   DIVIDEND AMOUNT 0.00 
 BID 0.00   ASK 0.00   YIELD 0.00 
 VOLUME 260,852   SPLIT DATE     DATE/TIME: 2021-01-26 
 OPTION VOLUME 267   IMPLIED VOLATILITY 0.76   HISTORICAL VOL  0.86 
Data used in the screeners below are delayed from January 4, 2021.   You must subscribe to get the latest data.
Covered Calls   more... 
Stock Stock Price   Symbol Expiry Strike Premium Time Value % of Stock   IVol  Months
 ORN  4.78    ORN  Jan 15 '21  5.00  0.17  0.17  3.66%    0.80  0
 ORN  4.78    ORN  Mar 19 '21  5.00  0.55  0.55  11.51%    0.75  2
 ORN  4.78    ORN  Feb 19 '21  5.00  0.38  0.38  7.85%    0.69  1
 ORN  4.78    ORN  Jun 18 '21  5.00  0.78  0.78  16.32%    0.68  5
Straddles   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Price ITM
 ORN  Jan 15 '21  5.00   C  0.17    ORN  Jan 15 '21  5.00   P  0.42    0.60  0.22
 ORN  Mar 19 '21  5.00   C  0.55    ORN  Mar 19 '21  5.00   P  0.78    1.33  0.22
 ORN  Feb 19 '21  5.00   C  0.38    ORN  Feb 19 '21  5.00   P  0.65    1.02  0.22
 ORN  Jun 18 '21  5.00   C  0.78    ORN  Jun 18 '21  5.00   P  1.12    1.91  0.22
Bull Put Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Credit Spread
 ORN  Jan 15 '21  7.50   P  2.73    ORN  Jan 15 '21  5.00   P  0.42    2.30  2.50
Bear Call Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Credit Spread
 ORN  Jan 15 '21  2.50   C  2.47    ORN  Jan 15 '21  5.00   C  0.17    2.29  2.50
 ORN  Feb 19 '21  2.50   C  2.29    ORN  Feb 19 '21  5.00   C  0.38    1.91  2.50
 ORN  Mar 19 '21  2.50   C  2.33    ORN  Mar 19 '21  5.00   C  0.55    1.78  2.50
 ORN  Jun 18 '21  2.50   C  2.35    ORN  Jun 18 '21  5.00   C  0.78    1.57  2.50
Bear Put Spreads   more... 
Short Expiry Strike P/C Premium   Long Expiry Strike P/C Premium   Debit Spread
 ORN  Jun 18 '21  2.50   P  0.15    ORN  Jun 18 '21  5.00   P  1.12    -0.97  2.50
Calendar Call Spreads   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Debit Months
 ORN  Jan 15 '21  5.00   C  0.17    ORN  Jun 18 '21  5.00   C  0.78    -0.60  5
 ORN  Jan 15 '21  5.00   C  0.17    ORN  Feb 19 '21  5.00   C  0.38    -0.20  1
 ORN  Mar 19 '21  5.00   C  0.55    ORN  Jun 18 '21  5.00   C  0.78    -0.23  3
 ORN  Jan 15 '21  5.00   C  0.17    ORN  Mar 19 '21  5.00   C  0.55    -0.38  2
Calendar Put Spreads   more... 
Leg1 Expiry Strike P/C Premium   Leg2 Expiry Strike P/C Premium   Debit Months
 ORN  Jan 15 '21  5.00   P  0.42    ORN  Mar 19 '21  5.00   P  0.78    -0.35  2
 ORN  Jan 15 '21  5.00   P  0.42    ORN  Feb 19 '21  5.00   P  0.65    -0.23  1
 ORN  Jan 15 '21  5.00   P  0.42    ORN  Jun 18 '21  5.00   P  1.12    -0.70  5
 ORN  Feb 19 '21  5.00   P  0.65    ORN  Mar 19 '21  5.00   P  0.78    -0.12  1
Data Provided by HistoricalOptionData.com
Optionistics is not a registered investment advisor or broker-dealer. We do not make recommendations as to particular securities or derivative instruments, and do not advocate the purchase or sale of any security or investment by you or any other individual. By continuing to use this site, you agree to read and abide by the full disclaimer.