ORMP · Oramed Pharmaceuticals Inc.

Track ORMP — free Ask ALVIS about ORMP

$3.97 -0.20 (-4.80%) At close · Jul 29

Market Cap

$170.66M

40.93M

Options Chain

15-min delayed Underlying $3.97 · at close Jul 29, 2026 Options Calculator

Positioning

Aug 21, 2026 · 22 days to expiry · 8 contracts

Put / call OI

0.00

Call-heavy positioning

Open interest

687

contracts outstanding

Volume

traded today

Max pain

$2.50

$1.47 below spot

ATM implied vol

106.4%

market's expected move

Open interest by strike

Calls Puts

2.5

7.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 22d Sep 18 50d Nov 20 113d Feb 19 204d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
31	2	294.7%	0.839	$1.57		$0.25	-0.144	601.7%	2	3
Call · $2.5 In the money Last $1.57 Breakeven $4.07 Implied vol 294.7% Delta 0.839 ≈84% ITM Gamma 0.083 Theta -0.015 Vega 0.003 Open interest 31 Model this call Put · $2.5 Last $0.25 Breakeven $2.25 Implied vol 601.7% Delta -0.144 ≈14% ITM Gamma 0.037 Theta -0.03 Vega 0.002 Open interest 3 Model this put
Underlying $3.97
638	1	106.4%	0.229	$0.10		—	—	—	—	0
Call · $5 Last $0.10 Breakeven $5.10 Implied vol 106.4% Delta 0.229 ≈23% ITM Gamma 0.289 Theta -0.007 Vega 0.003 Open interest 638 Model this call Put · $5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
15	1	238.8%	0.215	$0.08		—	—	—	—	0
Call · $7.5 Last $0.08 Breakeven $7.58 Implied vol 238.8% Delta 0.215 ≈21% ITM Gamma 0.124 Theta -0.015 Vega 0.003 Open interest 15 Model this call Put · $7.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $10 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $10 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 1176309 CUSIP 68403P203 13F (30d) 11 filings 11 filers Visit website Investor relations