Osisko Development Corp. (ODV) Volatility Skew
Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.
Osisko Development Corp. (ODV) operates in the Basic Materials sector, specifically the Gold industry, with a market capitalization near $496.1M, listed on NYSE, employing roughly 100 people, carrying a beta of 1.87 to the broader market. Osisko Development Corp. Led by Sean E. O. Roosen, public since 2008-04-16.
Snapshot as of May 15, 2026.
- Spot Price
- $3.08
- ATM IV
- 35.1%
- IV Skew 25Δ
- -0.302
- IV Rank
- 4.5%
- IV Percentile
- 1.6%
- Term Structure Slope
- 0.346
As of May 15, 2026, Osisko Development Corp. (ODV) at-the-money implied volatility is 35.1%. IV rank is 4.5% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 1.6%. The 25-delta skew is -0.302: puts carry meaningful premium over calls, a classic equity downside-protection skew. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
ODV Strategy Selection at Current Volatility Levels
For Osisko Development Corp. options at 35.1% ATM IV, low IV rank (4.5%) favors premium-buying or long-vol structures: long calls or puts, debit spreads, calendar spreads, long straddles. The risk: low-rank regimes can persist for months while time decay eats premium-buyers alive. The 25-delta skew is meaningfully put-skewed, so put-credit spreads capture more premium for the same width than call-credit spreads. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.
Learn how volatility skew is reported and how to read the data →
Frequently asked ODV volatility skew questions
- What is the current ODV ATM implied volatility?
- As of May 15, 2026, Osisko Development Corp. (ODV) at-the-money implied volatility is 35.1%. IV rank is 4.5% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
- Is ODV IV high or low historically?
- IV is subdued relative to its 1-year history, conditions that typically favor premium-buying strategies (long calls, long puts, debit spreads, calendar spreads).
- What does ODV volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Osisko Development Corp. carries the typical equity downside-protection skew: 25-delta puts price meaningfully richer than 25-delta calls. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.