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Fresenius Medical Care Corporation FMS

HEALTHCARE · MEDICAL CARE FACILITIES
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Market dataready · fetched 2026-10-22T21:09:17.780Z

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 · 2026-10-22T20:10:00.002749103Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:09:16.381955+00:00

Share price$22.23
1D+3.0%
AH$21.53$21.72$21.91$22.09$22.285:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFMS
Sold putSold callAH

Fresenius Medical Care Corporation options

Live interpolated FMS call and put midpoint premiums by absolute delta.Fresenius Medical Care Corporation$0.42$2.51$4.59$6.68$8.77$16.10$19.11$22.12$25.14$28.1520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive FMS spot · $22.23FMS PRICE$1.28$1.18$1.08$0.98$1.08$2.00$2.92$3.85$4.77$5.69$6.62$0.87$0.64$0.90$1.16$1.41$1.67$2.06$2.64$3.22$3.85$5.29$6.73$8.17
PutsExpensive1.65×
CallsExpensive2.85×
SkewBearish+3.45 pp
Implied moveBearish±$3.14
TiltBearish10.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.85116.5%23.6%
25Δ20.1860.2%12.1%
30Δ29.56133.3%38.7%20.6962.1%11.0%
35Δ27.70108.7%29.9%21.1963.9%9.9%
40Δ25.8584.2%21.1%21.6965.8%8.8%
45Δ24.0059.6%12.4%22.2067.6%7.7%
50Δ22.3041.2%5.2%22.8070.3%6.7%
55Δ21.2748.9%4.7%23.5574.3%6.0%
60Δ20.2456.5%4.2%24.2978.3%5.2%
65Δ19.2164.2%3.7%25.0882.4%4.5%
70Δ18.1871.9%3.2%26.6789.6%3.8%
75Δ17.1479.6%2.7%28.2696.8%3.1%
80Δ16.1187.2%2.2%29.86104.0%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.85
IV
116.5%
B/E move
23.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.18
IV
60.2%
B/E move
12.1%

30Δ

Calls
Pseudo strike
29.56
IV
133.3%
B/E move
38.7%
Puts
Pseudo strike
20.69
IV
62.1%
B/E move
11.0%

35Δ

Calls
Pseudo strike
27.70
IV
108.7%
B/E move
29.9%
Puts
Pseudo strike
21.19
IV
63.9%
B/E move
9.9%

40Δ

Calls
Pseudo strike
25.85
IV
84.2%
B/E move
21.1%
Puts
Pseudo strike
21.69
IV
65.8%
B/E move
8.8%

45Δ

Calls
Pseudo strike
24.00
IV
59.6%
B/E move
12.4%
Puts
Pseudo strike
22.20
IV
67.6%
B/E move
7.7%

50Δ

Calls
Pseudo strike
22.30
IV
41.2%
B/E move
5.2%
Puts
Pseudo strike
22.80
IV
70.3%
B/E move
6.7%

55Δ

Calls
Pseudo strike
21.27
IV
48.9%
B/E move
4.7%
Puts
Pseudo strike
23.55
IV
74.3%
B/E move
6.0%

60Δ

Calls
Pseudo strike
20.24
IV
56.5%
B/E move
4.2%
Puts
Pseudo strike
24.29
IV
78.3%
B/E move
5.2%

65Δ

Calls
Pseudo strike
19.21
IV
64.2%
B/E move
3.7%
Puts
Pseudo strike
25.08
IV
82.4%
B/E move
4.5%

70Δ

Calls
Pseudo strike
18.18
IV
71.9%
B/E move
3.2%
Puts
Pseudo strike
26.67
IV
89.6%
B/E move
3.8%

75Δ

Calls
Pseudo strike
17.14
IV
79.6%
B/E move
2.7%
Puts
Pseudo strike
28.26
IV
96.8%
B/E move
3.1%

80Δ

Calls
Pseudo strike
16.11
IV
87.2%
B/E move
2.2%
Puts
Pseudo strike
29.86
IV
104.0%
B/E move
2.4%

Options history

No recorded observations