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DiaMedica Therapeutics Inc. Common Stock DMAC

i

Market datapartial · fetched 2026-11-11T13:48:54.146Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T21:00:00.106179789Z

FundamentalsAlpha Vantage · unavailable

Share price$9.68
1D+0.3%
AH$9.15$9.34$9.53$9.72$9.915:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDMAC
Sold putSold callAH

DiaMedica Therapeutics Inc. Common Stock options

Live interpolated DMAC call and put midpoint premiums by absolute delta.DiaMedica Therapeutics Inc. Common Stock$0.39$1.47$2.56$3.64$4.72$3.25$5.41$7.57$9.72$11.8820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive DMAC spot · $9.68DMAC PRICE$0.51$0.58$0.64$0.71$0.81$1.04$1.28$1.52$1.76$1.99$2.23$2.30$2.32$2.36$2.40$2.45$2.56$2.69$2.81$2.93$3.05$3.17$3.57$4.41
PutsExpensive4.70×
Calls——
Skew——
Implied moveBearish±$3.49
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.81651.4%53.4%
25Δ7.85591.6%42.9%
30Δ12.24204.4%31.7%8.55520.1%36.1%
35Δ11.66190.4%26.4%9.25448.5%29.3%
40Δ11.08176.3%21.2%9.95376.9%22.5%
45Δ10.50162.2%15.9%10.35347.9%19.5%
50Δ9.95150.6%11.2%10.74322.4%16.8%
55Δ9.60155.4%9.9%11.12296.9%14.2%
60Δ9.25160.2%8.7%11.50271.4%11.5%
65Δ8.89165.0%7.5%11.88245.9%8.8%
70Δ8.54169.8%6.3%12.26220.5%6.1%
75Δ8.18174.5%5.1%12.86206.1%4.1%
80Δ7.83179.3%3.9%13.79210.0%3.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.81
IV
651.4%
B/E move
53.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.85
IV
591.6%
B/E move
42.9%

30Δ

Calls
Pseudo strike
12.24
IV
204.4%
B/E move
31.7%
Puts
Pseudo strike
8.55
IV
520.1%
B/E move
36.1%

35Δ

Calls
Pseudo strike
11.66
IV
190.4%
B/E move
26.4%
Puts
Pseudo strike
9.25
IV
448.5%
B/E move
29.3%

40Δ

Calls
Pseudo strike
11.08
IV
176.3%
B/E move
21.2%
Puts
Pseudo strike
9.95
IV
376.9%
B/E move
22.5%

45Δ

Calls
Pseudo strike
10.50
IV
162.2%
B/E move
15.9%
Puts
Pseudo strike
10.35
IV
347.9%
B/E move
19.5%

50Δ

Calls
Pseudo strike
9.95
IV
150.6%
B/E move
11.2%
Puts
Pseudo strike
10.74
IV
322.4%
B/E move
16.8%

55Δ

Calls
Pseudo strike
9.60
IV
155.4%
B/E move
9.9%
Puts
Pseudo strike
11.12
IV
296.9%
B/E move
14.2%

60Δ

Calls
Pseudo strike
9.25
IV
160.2%
B/E move
8.7%
Puts
Pseudo strike
11.50
IV
271.4%
B/E move
11.5%

65Δ

Calls
Pseudo strike
8.89
IV
165.0%
B/E move
7.5%
Puts
Pseudo strike
11.88
IV
245.9%
B/E move
8.8%

70Δ

Calls
Pseudo strike
8.54
IV
169.8%
B/E move
6.3%
Puts
Pseudo strike
12.26
IV
220.5%
B/E move
6.1%

75Δ

Calls
Pseudo strike
8.18
IV
174.5%
B/E move
5.1%
Puts
Pseudo strike
12.86
IV
206.1%
B/E move
4.1%

80Δ

Calls
Pseudo strike
7.83
IV
179.3%
B/E move
3.9%
Puts
Pseudo strike
13.79
IV
210.0%
B/E move
3.1%

Options history

IV · four-Friday blend148.49%
Daily EOD
DMAC101.3%126.6%152.0%2026-10-19: 141.70%2026-10-21: 141.53%2026-10-22: 125.99%2026-10-23: 136.99%2026-10-27: 135.30%2026-10-28: 104.80%2026-10-29: 105.14%2026-10-30: 148.49%Oct 19Oct 23Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
141.70%
141.53%
125.99%
136.99%
135.30%
104.80%
105.14%
148.49%