OSPN250321P00015000 Option on OneSpan
OSPN Stock | USD 18.92 0.01 0.05% |
OSPN250321P00015000 is a PUT option contract on OneSpan's common stock with a strick price of 15.0 expiring on 2025-03-21. The contract was not traded in recent days and, as of today, has 58 days remaining before the expiration. The option is currently trading at an ask price of $0.4. The implied volatility as of the 22nd of January is 58.0.
OneSpan |
A put option written on OneSpan becomes more valuable as the price of OneSpan drops. Conversely, OneSpan's put option loses its value as OneSpan Stock rises.
Rule 16 of 2025-03-21 Option Contract
The options market is anticipating that OneSpan will have an average daily up or down price movement of about 0.0316% per day over the life of the option. With OneSpan trading at USD 18.92, that is roughly USD 0.005969. If you think that the market is fully understating OneSpan's daily price movement you should consider buying OneSpan options at that current volatility level of 0.5%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
Out Of The Money Put Option on OneSpan
An 'Out of The Money' option on OneSpan has a strike price that OneSpan Stock has yet to reach, meaning the option has no intrinsic value. 'Out of The Money' options are usually less costly than 'In The Money' options, making them more desirable to traders with smaller amounts of capital. Some of the uses for OneSpan's 'Out of The Money' options include buying the options if you expect a big move in OneSpan's stock. Since 'Out of The Money' options have a lower up-front cost (i.e., no intrinsic value) than 'In The Money' options, buying it is a reasonable choice.
Put Contract Name | OSPN250321P00015000 |
Expires On | 2025-03-21 |
Days Before Expriration | 58 |
Vega | 0.013423 |
Gamma | 0.046026 |
Theoretical Value | 0.2 |
Open Interest | 342 |
Strike Price | 15.0 |
Last Traded At | 0.35 |
Current Price Spread | 0.0 | 0.4 |
Rule 16 Daily Up or Down | USD 0.005969 |
OneSpan short PUT Option Greeks
OneSpan's Option Greeks for the contract ending on 2025-03-21 at a strike price of 15.0 measures the various factors that affect its cost and calculated using a theoretical options pricing model. It helps investors make more informed decisions about whether to trade this option contract or when to trade it. In addition to OneSpan's option greeks, its implied volatility helps estimate the risk of OneSpan stock implied by the prices of the options on OneSpan's stock.
Delta | -0.100753 | |
Gamma | 0.046026 | |
Theta | -0.005508 | |
Vega | 0.013423 | |
Rho | -0.003124 |
OneSpan long PUT Option Payoff at expiration
Put options written on OneSpan grant holders of the option the right to sell a specified amount of OneSpan at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of OneSpan Stock cannot fall below zero, the put buyer does gain as the price drops. So, purchasing a put option on OneSpan is like buying insurance aginst OneSpan's downside shift.
Profit |
OneSpan Price At Expiration |
OneSpan short PUT Option Payoff at expiration
By selling OneSpan's put option, the investors signal their bearish sentiment. A short position in a put option written on OneSpan will generally make money when the underlying price is above the strike price. Therefore OneSpan's put payoff at expiration depends on where the OneSpan Stock price is relative to the put option strike price. The breakeven price of 14.8 is the critical point that divides the payoff function into two parts. Below the breakeven price, the payoff is dropping and negative (the seller makes a loss). Above the breakeven price, the payoff line is upward sloping as the option payoff increases in proportion to OneSpan's price. Finally, at the strike price of 15.0, the payoff chart is constant and positive.
Profit |
OneSpan Price At Expiration |
OneSpan Available Put Options
OneSpan's option chain is a display of a range of information that helps investors for ways to trade options on OneSpan. In general, an option chain provides a helpful tool for investors to see all available option contracts, both puts, and calls, for OneSpan. It also shows strike prices and maturity days for a OneSpan against a given expiration period. The table below combines all the option information in the form of a chain but before you use it, remember that it entails significant risk and it is not for everyone.
Open Int | Strike Price | Current Spread | Last Price | |||
Put | OSPN250321P00007500 | 0 | 7.5 | 0.0 - 0.75 | 0.75 | |
Put | OSPN250321P00010000 | 0 | 10.0 | 0.0 - 0.75 | 0.75 | |
Put | OSPN250321P00012500 | 80 | 12.5 | 0.0 - 0.5 | 0.16 | Out |
Put | OSPN250321P00015000 | 342 | 15.0 | 0.0 - 0.4 | 0.35 | Out |
Put | OSPN250321P00017500 | 229 | 17.5 | 0.75 - 0.95 | 1.1 | Out |
Put | OSPN250321P00020000 | 260 | 20.0 | 1.95 - 2.2 | 2.4 | In |
Put | OSPN250321P00022500 | 48 | 22.5 | 3.6 - 4.1 | 3.75 | In |
Put | OSPN250321P00025000 | 0 | 25.0 | 4.5 - 8.0 | 4.5 | In |
Put | OSPN250321P00030000 | 0 | 30.0 | 9.7 - 13.2 | 9.7 | In |
Put | OSPN250321P00035000 | 0 | 35.0 | 14.1 - 18.1 | 14.1 | In |
OneSpan Corporate Management
Tom Aurelio | Chief Officer | Profile | |
Michael Lillie | Chief Officer | Profile | |
Lara Mataac | General Officer | Profile | |
Samy Ibrahim | Senior Solutions | Profile | |
Jorge Martell | Chief Officer | Profile | |
Sarah Hanel | Senior Communications | Profile | |
Sameer Hajarnis | Senior Agreements | Profile |
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in OneSpan. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in american community survey. To learn how to invest in OneSpan Stock, please use our How to Invest in OneSpan guide.You can also try the Portfolio Anywhere module to track or share privately all of your investments from the convenience of any device.
Is Systems Software space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of OneSpan. If investors know OneSpan will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about OneSpan listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.27 | Earnings Share 0.74 | Revenue Per Share | Quarterly Revenue Growth (0.04) | Return On Assets |
The market value of OneSpan is measured differently than its book value, which is the value of OneSpan that is recorded on the company's balance sheet. Investors also form their own opinion of OneSpan's value that differs from its market value or its book value, called intrinsic value, which is OneSpan's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because OneSpan's market value can be influenced by many factors that don't directly affect OneSpan's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between OneSpan's value and its price as these two are different measures arrived at by different means. Investors typically determine if OneSpan is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, OneSpan's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.