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EDAP TMS S.A. American Depositary Shares FOCL

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Market datapartial · fetched 2026-10-22T14:49:52.623Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-01-15

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 · 2026-10-22T14:47:34.275851613Z

FundamentalsAlpha Vantage · unavailable

Share price$4.25
1D+0.0%
$4.25$4.25$4.25$4.25$4.265:30 AM6:30 AM9:00 AM1:00 PMFOCL
Sold putSold call

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$0.30$1.00$1.70$2.40$3.10$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICEFOCL PRICE$0.38$1.96$2.09$2.22$2.36$2.49$2.63$2.76$2.89
PutsExpensive1.28×
CallsExpensive1.09×
SkewBearish+24.21 pp
Implied move——
TiltBearish96.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ6.28105.5%56.6%
40Δ
45Δ5.19163.5%23.8%
50Δ5.44153.8%21.2%
55Δ5.68144.2%18.7%
60Δ5.93134.6%16.1%
65Δ6.17124.9%13.5%
70Δ6.41115.3%10.9%
75Δ6.66105.6%8.4%
80Δ6.9096.0%5.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
6.28
IV
105.5%
B/E move
56.6%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.19
IV
163.5%
B/E move
23.8%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.44
IV
153.8%
B/E move
21.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.68
IV
144.2%
B/E move
18.7%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
5.93
IV
134.6%
B/E move
16.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.17
IV
124.9%
B/E move
13.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.41
IV
115.3%
B/E move
10.9%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.66
IV
105.6%
B/E move
8.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.90
IV
96.0%
B/E move
5.8%

Options history

No recorded observations