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Electromed, Inc. ELMD

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Market datapartial · fetched 2026-10-22T23:54:54.304Z

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 · 2026-10-22T22:30:00.007167594Z

FundamentalsAlpha Vantage · unavailable

Share price$26.87
1D-0.9%
AH$26.68$26.90$27.11$27.33$27.545:30 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.$0.52$5.72$10.92$16.12$21.32$19.15$23.31$27.48$31.64$35.8020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ELMD spot · $26.87ELMD PRICE$1.09$1.20$1.30$1.41$1.61$1.89$2.17$2.46$2.74$3.02$3.65$4.90$6.19$1.16$1.16$1.09$1.43$1.85$2.27$2.69$3.11$3.53$3.95$7.94$13.88$19.82
PutsExpensive1.80×
CallsExpensive2.40×
SkewBullish-16.04 pp
Implied moveBearish±$4.86
TiltBearish31.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.28161.1%68.9%21.46118.5%24.4%
25Δ40.12138.9%53.8%23.2893.0%17.7%
30Δ35.95116.7%38.6%24.7768.8%11.9%
35Δ31.7994.5%23.5%25.5965.8%10.1%
40Δ29.5483.7%15.9%26.2866.6%9.1%
45Δ28.7481.6%14.0%26.9867.5%8.1%
50Δ27.9379.4%12.0%27.6768.3%7.0%
55Δ27.1377.3%10.1%28.3669.2%6.0%
60Δ26.3275.2%8.1%29.0670.0%5.0%
65Δ25.5273.0%6.2%29.7570.9%4.0%
70Δ24.5377.6%4.9%33.9581.6%3.2%
75Δ23.2394.1%4.7%40.0797.7%2.5%
80Δ21.80107.4%4.2%46.18113.9%1.9%

20Δ

Calls
Pseudo strike
44.28
IV
161.1%
B/E move
68.9%
Puts
Pseudo strike
21.46
IV
118.5%
B/E move
24.4%

25Δ

Calls
Pseudo strike
40.12
IV
138.9%
B/E move
53.8%
Puts
Pseudo strike
23.28
IV
93.0%
B/E move
17.7%

30Δ

Calls
Pseudo strike
35.95
IV
116.7%
B/E move
38.6%
Puts
Pseudo strike
24.77
IV
68.8%
B/E move
11.9%

35Δ

Calls
Pseudo strike
31.79
IV
94.5%
B/E move
23.5%
Puts
Pseudo strike
25.59
IV
65.8%
B/E move
10.1%

40Δ

Calls
Pseudo strike
29.54
IV
83.7%
B/E move
15.9%
Puts
Pseudo strike
26.28
IV
66.6%
B/E move
9.1%

45Δ

Calls
Pseudo strike
28.74
IV
81.6%
B/E move
14.0%
Puts
Pseudo strike
26.98
IV
67.5%
B/E move
8.1%

50Δ

Calls
Pseudo strike
27.93
IV
79.4%
B/E move
12.0%
Puts
Pseudo strike
27.67
IV
68.3%
B/E move
7.0%

55Δ

Calls
Pseudo strike
27.13
IV
77.3%
B/E move
10.1%
Puts
Pseudo strike
28.36
IV
69.2%
B/E move
6.0%

60Δ

Calls
Pseudo strike
26.32
IV
75.2%
B/E move
8.1%
Puts
Pseudo strike
29.06
IV
70.0%
B/E move
5.0%

65Δ

Calls
Pseudo strike
25.52
IV
73.0%
B/E move
6.2%
Puts
Pseudo strike
29.75
IV
70.9%
B/E move
4.0%

70Δ

Calls
Pseudo strike
24.53
IV
77.6%
B/E move
4.9%
Puts
Pseudo strike
33.95
IV
81.6%
B/E move
3.2%

75Δ

Calls
Pseudo strike
23.23
IV
94.1%
B/E move
4.7%
Puts
Pseudo strike
40.07
IV
97.7%
B/E move
2.5%

80Δ

Calls
Pseudo strike
21.80
IV
107.4%
B/E move
4.2%
Puts
Pseudo strike
46.18
IV
113.9%
B/E move
1.9%

Options history

ELMD59.0159.8160.612026-10-20: 59.12%2026-10-21: 60.50%Oct 20Oct 21
Table
DateIV
59.12%
60.50%