OSPN · OneSpan Inc.

Track OSPN — free Ask ALVIS about OSPN

$15.74 +0.30 (+1.94%) At close · Jul 29

Market Cap

$572.40M

37.07M

Options Chain

15-min delayed Underlying $15.74 · at close Jul 29, 2026 Options Calculator

Positioning

Aug 21, 2026 · 22 days to expiry · 20 contracts

Put / call OI

0.43

Call-heavy positioning

Open interest

258

contracts outstanding

Volume

traded today

Max pain

$15.00

$0.74 below spot

ATM implied vol

71.9%

market's expected move

Open interest by strike

Calls Puts

2.5

7.5

12.5

17.5

22.5

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 21 22d Sep 18 50d Dec 18 141d Mar 19 232d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
1	1	481.8%	0.984	$12.76		—	—	—	—	0
Call · $2.5 In the money Last $12.76 Breakeven $15.26 Implied vol 481.8% Delta 0.984 ≈98% ITM Gamma 0.002 Theta -0.016 Vega 0.001 Open interest 1 Model this call Put · $2.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	350.5%	0.96	—		$0.05	—	—	2	3
Call · $5 In the money Last — Breakeven — Implied vol 350.5% Delta 0.96 ≈96% ITM Gamma 0.006 Theta -0.025 Vega 0.004 Open interest 0 Model this call Put · $5 Last $0.05 Breakeven $4.95 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this put
0	—	168.7%	0.977	—		—	—	—	—	0
Call · $7.5 In the money Last — Breakeven — Implied vol 168.7% Delta 0.977 ≈98% ITM Gamma 0.008 Theta -0.008 Vega 0.003 Open interest 0 Model this call Put · $7.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	124.4%	0.95	—		—	-0.091	163.6%	—	0
Call · $10 In the money Last — Breakeven — Implied vol 124.4% Delta 0.95 ≈95% ITM Gamma 0.022 Theta -0.011 Vega 0.003 Open interest 0 Model this call Put · $10 Last — Breakeven — Implied vol 163.6% Delta -0.091 ≈9% ITM Gamma 0.026 Theta -0.024 Vega 0.005 Open interest 0 Model this put
1	1	137.8%	0.801	$2.02		$0.05	-0.17	115.2%	1	43
Call · $12.5 In the money Last $2.02 Breakeven $14.52 Implied vol 137.8% Delta 0.801 ≈80% ITM Gamma 0.052 Theta -0.034 Vega 0.012 Open interest 1 Model this call Put · $12.5 Last $0.05 Breakeven $12.45 Implied vol 115.2% Delta -0.17 ≈17% ITM Gamma 0.057 Theta -0.026 Vega 0.009 Open interest 43 Model this put
88	1	74.6%	0.638	$1.30		$1.10	-0.356	69.1%	10	31
Call · $15 In the money Last $1.30 Breakeven $16.30 Implied vol 74.6% Delta 0.638 ≈64% ITM Gamma 0.129 Theta -0.024 Vega 0.015 Open interest 88 Model this call Put · $15 Last $1.10 Breakeven $13.90 Implied vol 69.1% Delta -0.356 ≈36% ITM Gamma 0.139 Theta -0.022 Vega 0.015 Open interest 31 Model this put
Underlying $15.74
68	11	74.5%	0.316	$0.35		$2.46	-0.678	76.1%	1	1
Call · $17.5 Last $0.35 Breakeven $17.85 Implied vol 74.5% Delta 0.316 ≈32% ITM Gamma 0.123 Theta -0.023 Vega 0.014 Open interest 68 Model this call Put · $17.5 In the money Last $2.46 Breakeven $15.04 Implied vol 76.1% Delta -0.678 ≈68% ITM Gamma 0.121 Theta -0.023 Vega 0.014 Open interest 1 Model this put
21	20	—	—	$0.10		—	-0.798	100.2%	—	0
Call · $20 Last $0.10 Breakeven $20.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 21 Model this call Put · $20 In the money Last — Breakeven — Implied vol 100.2% Delta -0.798 ≈80% ITM Gamma 0.072 Theta -0.024 Vega 0.012 Open interest 0 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $22.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $22.5 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
1	1	—	—	$0.05		—	—	—	—	0
Call · $25 Last $0.05 Breakeven $25.05 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $25 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 1044777 CUSIP 68287N100 13F (30d) 34 filings 34 filers Visit website Investor relations