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Fresenius Medical Care AG FMS

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-11-11T13:52:41.915Z

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 · 2026-11-11T13:25:46.4209189Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:52:41.436972+00:00

Share price$22.67
1D
Price history unavailable.

Fresenius Medical Care AG options

Live interpolated FMS call and put midpoint premiums by absolute delta.Fresenius Medical Care AG$0.34$1.33$2.32$3.31$4.30$19.57$20.89$22.21$23.52$24.8420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ 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 —OPTION PRICELive FMS spot · $22.67FMS PRICE$0.62$0.74$0.86$0.97$1.09$1.32$1.55$1.78$2.01$2.24$0.45$0.47$0.49$0.51$0.53$0.63$0.97$1.31$1.65$1.98$2.32$2.66$4.01
PutsExpensive1.30×
Calls——
Skew——
Implied moveBalanced±$1.95
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.02103.4%13.7%
25Δ20.5491.0%11.5%
30Δ21.0678.7%9.3%
35Δ23.8465.8%7.9%21.5866.4%7.1%
40Δ23.5167.1%7.0%22.1154.0%4.8%
45Δ23.1868.3%6.0%22.6046.2%3.1%
50Δ22.8569.5%5.1%22.9952.0%2.9%
55Δ22.5270.8%4.1%23.3857.7%2.6%
60Δ22.1769.5%3.6%23.7863.5%2.4%
65Δ21.8368.0%3.1%24.1769.3%2.1%
70Δ21.4966.6%2.6%24.5675.0%1.9%
75Δ21.1465.2%2.1%24.9580.8%1.7%
80Δ20.8063.7%1.6%26.3891.8%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.02
IV
103.4%
B/E move
13.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.54
IV
91.0%
B/E move
11.5%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
21.06
IV
78.7%
B/E move
9.3%

35Δ

Calls
Pseudo strike
23.84
IV
65.8%
B/E move
7.9%
Puts
Pseudo strike
21.58
IV
66.4%
B/E move
7.1%

40Δ

Calls
Pseudo strike
23.51
IV
67.1%
B/E move
7.0%
Puts
Pseudo strike
22.11
IV
54.0%
B/E move
4.8%

45Δ

Calls
Pseudo strike
23.18
IV
68.3%
B/E move
6.0%
Puts
Pseudo strike
22.60
IV
46.2%
B/E move
3.1%

50Δ

Calls
Pseudo strike
22.85
IV
69.5%
B/E move
5.1%
Puts
Pseudo strike
22.99
IV
52.0%
B/E move
2.9%

55Δ

Calls
Pseudo strike
22.52
IV
70.8%
B/E move
4.1%
Puts
Pseudo strike
23.38
IV
57.7%
B/E move
2.6%

60Δ

Calls
Pseudo strike
22.17
IV
69.5%
B/E move
3.6%
Puts
Pseudo strike
23.78
IV
63.5%
B/E move
2.4%

65Δ

Calls
Pseudo strike
21.83
IV
68.0%
B/E move
3.1%
Puts
Pseudo strike
24.17
IV
69.3%
B/E move
2.1%

70Δ

Calls
Pseudo strike
21.49
IV
66.6%
B/E move
2.6%
Puts
Pseudo strike
24.56
IV
75.0%
B/E move
1.9%

75Δ

Calls
Pseudo strike
21.14
IV
65.2%
B/E move
2.1%
Puts
Pseudo strike
24.95
IV
80.8%
B/E move
1.7%

80Δ

Calls
Pseudo strike
20.80
IV
63.7%
B/E move
1.6%
Puts
Pseudo strike
26.38
IV
91.8%
B/E move
1.3%

Options history

IV · four-Friday blend52.62%
Daily close
FMS25.2%76.6%128.0%2026-08-13: 80.91%2026-08-14: 76.35%2026-08-17: 99.49%2026-08-18: 105.84%2026-08-19: 120.93%2026-08-20: 102.93%2026-08-21: 52.92%2026-08-24: 60.40%2026-08-25: 59.42%2026-08-26: 50.77%2026-08-27: 50.87%2026-08-31: 43.85%2026-09-02: 44.47%2026-09-09: 48.09%2026-09-10: 50.08%2026-09-11: 50.49%2026-09-14: 61.32%2026-09-16: 74.34%2026-09-17: 119.29%2026-09-18: 42.31%2026-09-21: 32.25%2026-09-22: 40.17%2026-09-23: 39.33%2026-09-24: 40.10%2026-09-25: 43.04%2026-09-28: 44.66%2026-09-29: 45.14%2026-09-30: 44.41%2026-10-01: 47.44%2026-10-02: 48.50%2026-10-05: 50.42%2026-10-13: 90.54%2026-10-14: 95.47%2026-10-16: 50.70%2026-10-19: 49.77%2026-10-20: 50.03%2026-10-21: 44.44%2026-10-23: 54.05%2026-10-26: 56.85%2026-10-27: 53.95%2026-10-28: 53.67%2026-10-29: 56.27%2026-10-30: 52.62%Aug 13Sep 22Oct 30
43 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
80.91%
76.35%
99.49%
105.84%
120.93%
102.93%
52.92%
60.40%
59.42%
50.77%
50.87%
43.85%
44.47%
48.09%
50.08%
50.49%
61.32%
74.34%
119.29%
42.31%
32.25%
40.17%
39.33%
40.10%
43.04%
44.66%
45.14%
44.41%
47.44%
48.50%
50.42%
90.54%
95.47%
50.70%
49.77%
50.03%
44.44%
54.05%
56.85%
53.95%
53.67%
56.27%
52.62%