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Electromed, Inc. ELMD

HEALTHCARE · MEDICAL DEVICES
i

Market dataready · fetched 2026-11-12T02:56:51.774Z

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 · 2026-11-12T01:00:00.065883365Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-12T02:56:51.402875+00:00

Share price$24.96
1D-9.7%
AH$24.38$25.25$26.13$27.00$27.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMELMD
Sold putSold callAH

Electromed, Inc. options

Live interpolated ELMD call and put midpoint premiums by absolute delta.Electromed, Inc.$1.25$1.76$2.27$2.77$3.28$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEELMD PRICE$1.30$1.40$1.49$1.59$1.74$2.00$2.25$2.51$2.76$3.14$2.45$2.45$2.45
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.82410.9%38.4%
25Δ19.76341.8%30.6%
30Δ21.70272.6%22.9%
35Δ29.09170.3%21.7%
40Δ27.96153.0%17.6%
45Δ26.84135.8%13.5%
50Δ25.72118.5%9.4%
55Δ24.82106.4%6.4%
60Δ24.33103.4%5.5%
65Δ23.84100.4%4.5%
70Δ23.3597.3%3.6%
75Δ22.8794.3%2.7%
80Δ22.2892.7%1.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.82
IV
410.9%
B/E move
38.4%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.76
IV
341.8%
B/E move
30.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.70
IV
272.6%
B/E move
22.9%

35Δ

Calls
Pseudo strike
29.09
IV
170.3%
B/E move
21.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
27.96
IV
153.0%
B/E move
17.6%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
26.84
IV
135.8%
B/E move
13.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
25.72
IV
118.5%
B/E move
9.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
24.82
IV
106.4%
B/E move
6.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
24.33
IV
103.4%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
23.84
IV
100.4%
B/E move
4.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
23.35
IV
97.3%
B/E move
3.6%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
22.87
IV
94.3%
B/E move
2.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
22.28
IV
92.7%
B/E move
1.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend64.06%
Daily close
ELMD45.4%65.5%85.6%2026-08-17: 73.38%2026-08-20: 82.78%2026-08-21: 62.83%2026-08-24: 63.81%2026-08-25: 61.07%2026-08-27: 52.82%2026-08-28: 48.16%2026-09-18: 54.53%2026-10-16: 58.44%2026-10-20: 58.94%2026-10-21: 59.29%2026-10-22: 57.56%2026-10-23: 61.32%2026-10-27: 57.31%2026-10-28: 61.39%2026-10-29: 57.31%2026-10-30: 64.06%Aug 17Oct 16Oct 30
17 observations2026-08-17 — 2026-10-30
Table
DateIV (%)
73.38%
82.78%
62.83%
63.81%
61.07%
52.82%
48.16%
54.53%
58.44%
58.94%
59.29%
57.56%
61.32%
57.31%
61.39%
57.31%
64.06%