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EDAP TMS S.A. American Depositary Shares FOCL

HEALTHCARE · MEDICAL DISTRIBUTION
i

Market dataready · fetched 2026-11-12T02:48:55.772Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T21:00:00.618599654Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:48:54.760977+00:00

Share price$3.53
1D-0.8%
AH$3.44$3.47$3.51$3.54$3.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMFOCL
Sold putSold callAH

EDAP TMS S.A. American Depositary Shares options

Live interpolated FOCL call and put midpoint premiums by absolute delta.EDAP TMS S.A. American Depositary Shares$0.23$0.52$0.80$1.08$1.37$1.45$2.39$3.34$4.29$5.2420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive FOCL spot · $3.53FOCL PRICE$0.26$0.33$0.39$0.46$0.52$0.59$0.65$0.72$0.78$0.85$0.91$0.38$0.46$0.53$0.61$0.68$0.76$0.83$0.91$0.98$1.06$1.14$1.21$1.29
PutsExpensive1.33×
Calls——
Skew——
Implied moveBearish±$1.36
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.51212.4%39.6%
25Δ2.68202.5%36.9%
30Δ4.5391.6%35.8%2.86192.7%34.2%
35Δ4.3790.9%33.0%3.03182.9%31.4%
40Δ4.2190.3%30.3%3.20173.0%28.7%
45Δ4.0489.7%27.5%3.37163.2%26.0%
50Δ3.8889.1%24.8%3.54153.4%23.3%
55Δ3.7288.5%22.0%3.71143.5%20.5%
60Δ3.5687.9%19.2%3.89133.7%17.8%
65Δ3.3987.3%16.5%4.06123.9%15.1%
70Δ3.2386.6%13.7%4.23114.0%12.4%
75Δ3.0786.0%10.9%4.40104.2%9.6%
80Δ2.9185.4%8.2%4.5794.4%6.9%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.51
IV
212.4%
B/E move
39.6%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.68
IV
202.5%
B/E move
36.9%

30Δ

Calls
Pseudo strike
4.53
IV
91.6%
B/E move
35.8%
Puts
Pseudo strike
2.86
IV
192.7%
B/E move
34.2%

35Δ

Calls
Pseudo strike
4.37
IV
90.9%
B/E move
33.0%
Puts
Pseudo strike
3.03
IV
182.9%
B/E move
31.4%

40Δ

Calls
Pseudo strike
4.21
IV
90.3%
B/E move
30.3%
Puts
Pseudo strike
3.20
IV
173.0%
B/E move
28.7%

45Δ

Calls
Pseudo strike
4.04
IV
89.7%
B/E move
27.5%
Puts
Pseudo strike
3.37
IV
163.2%
B/E move
26.0%

50Δ

Calls
Pseudo strike
3.88
IV
89.1%
B/E move
24.8%
Puts
Pseudo strike
3.54
IV
153.4%
B/E move
23.3%

55Δ

Calls
Pseudo strike
3.72
IV
88.5%
B/E move
22.0%
Puts
Pseudo strike
3.71
IV
143.5%
B/E move
20.5%

60Δ

Calls
Pseudo strike
3.56
IV
87.9%
B/E move
19.2%
Puts
Pseudo strike
3.89
IV
133.7%
B/E move
17.8%

65Δ

Calls
Pseudo strike
3.39
IV
87.3%
B/E move
16.5%
Puts
Pseudo strike
4.06
IV
123.9%
B/E move
15.1%

70Δ

Calls
Pseudo strike
3.23
IV
86.6%
B/E move
13.7%
Puts
Pseudo strike
4.23
IV
114.0%
B/E move
12.4%

75Δ

Calls
Pseudo strike
3.07
IV
86.0%
B/E move
10.9%
Puts
Pseudo strike
4.40
IV
104.2%
B/E move
9.6%

80Δ

Calls
Pseudo strike
2.91
IV
85.4%
B/E move
8.2%
Puts
Pseudo strike
4.57
IV
94.4%
B/E move
6.9%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations