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DiaMedica Therapeutics Inc DMAC

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T10:47:34.085Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:00:00.233956166Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T10:47:31.837905+00:00

Share price$8.69
1D-0.2%
AH$8.59$8.66$8.74$8.82$8.895:30 AM6:30 AM9:00 AM1:00 PM2:00 PMDMAC
Sold putSold callAH

DiaMedica Therapeutics Inc options

Live interpolated DMAC call and put midpoint premiums by absolute delta.DiaMedica Therapeutics Inc$0.38$1.33$2.29$3.24$4.20$3.30$5.89$8.47$11.06$13.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive DMAC spot · $8.69DMAC PRICE$0.48$0.49$0.50$0.97$1.39$1.44$1.50$1.55$1.60$1.66$1.80$2.37$1.29$0.64$0.98$1.59$2.20$2.81$3.08$3.22$3.36$3.50$3.64$3.78$3.92
PutsExpensive2.56×
CallsExpensive2.10×
SkewBearish+17.65 pp
Implied moveBearish±$4.52
TiltBearish36.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.37312.1%41.6%
25Δ14.07170.4%67.4%7.31143.8%23.2%
30Δ12.18136.3%45.8%7.99130.9%19.4%
35Δ10.29102.3%24.1%8.60158.4%19.3%
40Δ11.35178.3%41.8%9.22186.0%19.3%
45Δ12.27241.2%57.2%9.83213.5%19.2%
50Δ11.45218.3%48.4%10.25210.5%17.5%
55Δ10.63195.4%39.6%10.59196.0%15.1%
60Δ9.81172.5%30.8%10.94181.5%12.8%
65Δ8.99149.6%21.9%11.28167.0%10.5%
70Δ8.17126.7%13.1%11.63152.5%8.1%
75Δ7.38110.2%5.7%11.97138.0%5.8%
80Δ6.72122.8%4.6%12.32123.5%3.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.37
IV
312.1%
B/E move
41.6%

25Δ

Calls
Pseudo strike
14.07
IV
170.4%
B/E move
67.4%
Puts
Pseudo strike
7.31
IV
143.8%
B/E move
23.2%

30Δ

Calls
Pseudo strike
12.18
IV
136.3%
B/E move
45.8%
Puts
Pseudo strike
7.99
IV
130.9%
B/E move
19.4%

35Δ

Calls
Pseudo strike
10.29
IV
102.3%
B/E move
24.1%
Puts
Pseudo strike
8.60
IV
158.4%
B/E move
19.3%

40Δ

Calls
Pseudo strike
11.35
IV
178.3%
B/E move
41.8%
Puts
Pseudo strike
9.22
IV
186.0%
B/E move
19.3%

45Δ

Calls
Pseudo strike
12.27
IV
241.2%
B/E move
57.2%
Puts
Pseudo strike
9.83
IV
213.5%
B/E move
19.2%

50Δ

Calls
Pseudo strike
11.45
IV
218.3%
B/E move
48.4%
Puts
Pseudo strike
10.25
IV
210.5%
B/E move
17.5%

55Δ

Calls
Pseudo strike
10.63
IV
195.4%
B/E move
39.6%
Puts
Pseudo strike
10.59
IV
196.0%
B/E move
15.1%

60Δ

Calls
Pseudo strike
9.81
IV
172.5%
B/E move
30.8%
Puts
Pseudo strike
10.94
IV
181.5%
B/E move
12.8%

65Δ

Calls
Pseudo strike
8.99
IV
149.6%
B/E move
21.9%
Puts
Pseudo strike
11.28
IV
167.0%
B/E move
10.5%

70Δ

Calls
Pseudo strike
8.17
IV
126.7%
B/E move
13.1%
Puts
Pseudo strike
11.63
IV
152.5%
B/E move
8.1%

75Δ

Calls
Pseudo strike
7.38
IV
110.2%
B/E move
5.7%
Puts
Pseudo strike
11.97
IV
138.0%
B/E move
5.8%

80Δ

Calls
Pseudo strike
6.72
IV
122.8%
B/E move
4.6%
Puts
Pseudo strike
12.32
IV
123.5%
B/E move
3.4%

Options history

No recorded observations